商业银行操作风险度量问题思考

操作风险日益受到专家学者的关注,新巴塞尔协议规定操作风险为银行业面临的三大风险之一。操作风险的种类主要有内部欺诈、外部欺诈;雇员活动和工作场所安全问题;客户、产品和业务活动问题;实物资产的损坏;业务中断和系统错误、执行、交付和过程管理等九类。操作风险度量模型主要有基本指标法、标准法、高级度量法三种方法。我国商业银行应选择适当的度量方法,建立损失数据库,加强对高级度量方法的研究,结合我国商业银行实际开发出新方法。

Thought on Measuring Methods of Operating Risk of Commercial Bank

The operating risk increasingly attracts the scholars' attention,and new Basel accord stipulates operating risk as one of three risks of banks.They are internal fraud,external fraud,security problems of employee's activity and working conditions,problems of client,products and business,damage of real asset,business interruption,system error,execution,and delivery,and process management,etc.The measuring modes of operating risk are basic indicator approach,the standardized approach and the advanced measurement approach.Chinese commercial banks should choose appropriate measuring method to build loss database,stress the study on advanced measurement approach,and develop new method combining the reality of Chinese commercial banks.