摘要
本文作者通过多年的摸索与实践,尝试对商业银行操作风险损失计量路径与方法提出新的研究思路,认为通过流程梳理识别操作风险,并以流程为基础按照银行八个业务条线和七类操作风险事件,运用计量统计学原理和风险管理理念,通过计量操作风险损失事件发生概率、操作风险事件导致的产品损失比率及在该流程上运行的产品价值得出业务流程的可预见损失。本文在以前研究的如何计量操作风险(损失)事件发生概率的路径和方法的基础上,就如何得到可预见损失的路径和方法进行综合阐述。这些方法突破了目前商业银行操作风险损失计量中的诸多困境,从商业银行操作风险管理实务角度分析具有较强的应用价值。
This paper attempted to propose new research ideas about paths and methods of operational risk loss measurement in commercial banks. The foreseeable losses could be calculated through the process of combing operations to identify risks, and measuring the probability of the occurrence of operational risk loss events, the loss ratio of the product, and the value of all products that the process contained. The methods solve many problems about the current measurement of operational risk loss in commercial banks and have a positive meaning from the perspective of operational risk management practices in commercial bank.
出处
《经济理论与经济管理》
CSSCI
北大核心
2014年第2期78-84,共7页
Economic Theory and Business Management
关键词
商业银行
操作风险
损失计量
改良IMA法
commercial banks
operational risk
loss measurement
improve the IMA method
