| 新巴塞尔协议下我国商业银行操作风险控制绩效评价系统研究 |
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| 引用本文： | 张同健.新巴塞尔协议下我国商业银行操作风险控制绩效评价系统研究[J].广东商学院学报,2007(5):47-54. |
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| 作者姓名： | 张同健 |
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| 作者单位： | 乐山师范学院,旅游学院,四川,乐山,614004 |
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| 基金项目： | 国家自然科学基金项目(70273034) |
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| 摘 要： | 新巴塞尔资本协议将风险控制作为银行经营的核心内容,而操作风险控制正变为国际银行业风险控制的首要目标。在新巴塞尔协议风险计量与风险控制的指导下,建立科学的商业银行操作风险控制绩效评价系统,可以有效地提高我国商业银行的风险管理绩效。而因子分析可以对评价系统的合理性和可靠性提供实证检验,并由此揭示我国商业银行操作风险管理过程中存在的若干问题。
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| 关 键 词： | 新巴塞尔协议 操作风险 风险披露 风险计量模型 绩效测度体系 |
| 文章编号： | 1008-2506（2007）05-0047-08 |
| 修稿时间： | 2007-09-18 |
The Evaluation System Research of Operational Risk Management Performance in Commercial Banks in China Under The New Basel Capital Accord |
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| ZHANG Tong-jian.The Evaluation System Research of Operational Risk Management Performance in Commercial Banks in China Under The New Basel Capital Accord[J].Journal of Guangdong Business College,2007(5):47-54. |
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| Authors: | ZHANG Tong-jian |
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| Institution: | School of Tourism Management, Leshan Teacher College, Leshan 614004, China |
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| Abstract: | According to The New Basel Capital Accord,risk management is the core of bank management,and operational risk management has become the primary task for risk administration in international banking.So under the guidance of The New Basel Capital Accord,the establishment of scientific evaluation system of operation risk management performance can boost the risk management performance in commercial banks in China. |
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| Keywords: | The New Basel Capital Accord operational risk risk disclosure risk metric model performance metric system |
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