| 新巴塞尔协议下的操作风险与我国银行业的应对策略 |
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| 引用本文： | 金建国,于立勇.新巴塞尔协议下的操作风险与我国银行业的应对策略[J].商业研究,2005(21):161-164. |
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| 作者姓名： | 金建国 于立勇 |
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| 作者单位： | 北京大学,光华管理学院,北京,100871 |
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| 基金项目： | 国家自然科学基金“WT0与中国商业银行的改革与创新”资助,项目编号：70373012. |
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| 摘 要： | 作为创新之一,新巴塞尔协议首次将操作风险纳入了银行资本计量与监管的范围,并对其概念与计量标准作了界定。在深入分析操作风险的内涵和特征的基础上,阐述了操作风险主要计量方法的内容及其适用性,并针对我国操作风险管理的实际情况,从构建责权明晰的风险管理架构,推进高级风险计量模型开发等方面提出了具体对策与建议。
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| 关 键 词： | 巴塞尔新资本协议 商业银行 操作风险 |
| 文章编号： | 1001-148X(2005)21-0161-04 |
| 收稿时间： | 08 17 2005 12:00AM |
| 修稿时间： | 2005年8月17日 |
The Operational Risk of Basel Ⅱ and Chinese Banking Industy's Countermeasures |
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| JIN Jian-guo,YU Li-yong.The Operational Risk of Basel Ⅱ and Chinese Banking Industy''''s Countermeasures[J].Commercial Research,2005(21):161-164. |
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| Authors: | JIN Jian-guo YU Li-yong |
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| Institution: | Guanghua School of Management, Peking University, Beijing 100871, China |
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| Abstract: | For the first time Basel Ⅱ creatively put operational risk into the scope of bank's capital measurement and supervision,and defined its concept and calculation criterion.On the basis of analyzing the connotation and characteristics of operational risk,this paper explores the main measuring methods and their applicability to calculate operational risk.Under the actual circumstances of operational risk management in China,several countermeasures are raised including establishing a management framework for operational risk with well defined power and responsibility,developing advanced risk management models,etc. |
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| Keywords: | Basel Ⅱ commercial bank operational risk |
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