商业银行操作风险外部数据的内生偏差研究

Research on the Inherent Biases of External Operational Risk Data of Commercial Banks

本文在总结目前商业银行操作风险管理现状的基础上,阐述了建立操作损失数据库的必要性和意义内部数据对商业银行至关重要,然而内部损失数据总是不足的,有必要结合外部数据度量操作风险,尤其对于中国商业银行历史操作风险损失数据奇缺的情况。本文从国际银行界的角度总结了操作风险外部损失数据库的类型,分析了不同类型外部数据存在的内生偏差及可能的修正措施,提供了处理外部数据进行操作风险度量的思路。

This paper summarizes the current operational risk management of commercial banks and the necessity of establishing operational losses database in Chinese commercial banks.Then it analyzes the necessity of using external loss data and summarizes the types and inherent biases of external loss databases of operational risk of the international banks.Next it provides some possible corrective methods of external data before incorporating with internal loss data.Finally it proposes some ways to incorporate external loss data to quantify operational risk of commercial banks.