商业银行操作风险的经济资本管理研究

近年来,我国商业银行因操作风险造成的案件频频发生,引起业界的广泛关注。本文在巴塞尔新资本协议的框架下,从理论和实务两个方面,探讨有关操作风险的经济资本计量模型,如基本指标法、标准法、内部衡量法、损失分布法和记分卡法。同时根据我国商业银行的具体情况,提出我国商业银行操作风险的经济资本管理实施方案。

In recent years,because our country Commercial bank the operation risk created the case occurred repeatedly,arouses the field widespread interest.This article under Barthel new capital agreement frame,from theory and practice two aspects,discussion related operation risk economical capital measurement model,like basic quota law,standards act,internal weight law,loss distribution method and scorecard law.Meanwhile according to our country Commercial bank's special details,proposed that our country Commercial bank operates the risk the economical capital management implementation plan.