巴塞尔新协议与操作风险管理

The New Basel Accord and Operational Risk Management

操作风险管理已成为银行风险管理的重要内容。巴塞尔委员会首次将操作风险纳入第一支柱,并要求对操作风险配置资本。巴塞尔委员会关于操作风险的定义、分类、特征、量化模型和最佳管理实践为我国银行业强化操作风险管理提供了新的思路,国内商业银行应借鉴巴塞尔新资本协议的最佳实践,结合自身实际,建立完善操作风险管理体系。

Operational risk management is an important part in banking risk management. In International Convergence of Capital Measurement and Capital Standards: A Revised Framework, the Basel Committee on Banking Supervision firstly introduced minimum capital requirements-the first pillar for operational risk and required minimum levels of capital for it. It is advisable for domestic banking industry to study the definition, the measurement methodologies, the qualifying criteria and partial use of operational risk management introduced by the Committee. In addition, domestic banks should select operational risk management approaches that are most appropriate for their operations and their financial market infrastructure.