基层商业银行个人金融业务操作风险的实证分析

An Empirical Study on Retail Banks' Operational Risk in China

经验证据表明,引发商业银行信用风险、市场风险的诸多案例中实际上相当比例是由于操作风险所引致的。以某国有商业银行某一级分行为例,将其辖下的二级分行向一级分行上报的个人金融业务操作风险数据与调研清查数据相结合,对我国基层商业个人金融业务条线的操作风险进行实证分析。研究发现,人为因素引发的损失事件发生频率较高,损失金额较大。最后,采用损失分布法对一级分行层面的主要业务单元的操作风险损失进行了估计和比较。

Evidences show that the market risk and the credit risk in many cases are initiated by the operational risk. Taking a state-owned bank as an example, this paper explores the status quo, measures and control of operational risk in Chinese retails banks＇ services. It finds the frequencies and the loss amounts operational risk events induced by personal operations are comparatively high; mean- while it estimates the accrual risk capital using an adjusted loss distribution approach. Finally, the pa- per presents suggestions on how to control the operational risks.