| 商业银行操作风险影响性评级模型研究 |
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| 引用本文： | 王雷.商业银行操作风险影响性评级模型研究[J].经济问题,2011(7). |
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| 作者姓名： | 王雷 |
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| 作者单位： | 东北财经大学研究生院; |
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| 摘 要： | 目前商业银行风险可以分为信用风险、市场风险和操作风险,操作风险已经成为与市场风险和信用风险同等重要的风险。介绍了操作风险的界定及构成因素,从其构成要素及特征指出商业银行操作风险影响性评级指标模型的设计原则,并设计其基本架构与计量模型。该计量模型采用定性分析和定量分析相结合、静态分析和动态分析相结合的方法,做到量化质化兼具、主观客观并存,综合运用层次分析法、模糊评价法及专家评判法。
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| 关 键 词： | 商业银行 操作风险 计量模型 层次分析 模糊评价 |
A Research on the Rating Model of the Effect of the Operation Risks on Commercial Banks |
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| WANG Lei.A Research on the Rating Model of the Effect of the Operation Risks on Commercial Banks[J].On Economic Problems,2011(7). |
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| Authors: | WANG Lei |
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| Institution: | WANG Lei(School of Graduate,Dongbei University of Finance and Economics,Dalian 116025,China) |
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| Abstract: | At present,the risks of commercial bank include credit risk,market risk and operation risk etc..Operation risk has been considered as important as the credit and market risks.This paper introduces the definition and the composing factors of the operation risk.It points out the designing principle of commercial bank operation risk effecting the model of rating indicator and schemes out the basic frame and the measure model.This measure model combines the qualitative and quantitative analysis,dynamic and stat... |
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| Keywords: | commercial bank operation risk measure model hierarchical analysis illegible evaluation analysis |
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