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现代金融机构操作风险管理研究
引用本文:陈忠阳.现代金融机构操作风险管理研究[J].经济理论与经济管理,2008,0(6):42.
作者姓名:陈忠阳
作者单位:中国人民大学财政金融学院 北京 100872
摘    要:近年来操作风险管理的兴起成为全球金融界的重要现象,业界和监管界对其定义、性质和管理框架的共识已经基本形成。在操作风险衡量技术上,以损失分布法为代表的量化方法正在兴起,但面临数据难题和有效性争论。在管理策略和方法上,风险规避、控制降低、多样化分散、风险转嫁和风险吸收等多种策略,以及保险、业务外包、提取资本金、风险定价等多种手段,开始被应用于操作风险管理,面临国际化和现代化的我国金融机构应该从中学习和借鉴这些先进的理念、制度和方法。

关 键 词:操作风险    金融机构管理    风险量化
收稿时间:2008-02-19

RESEARCH ON OPERATIONAL RISK MANAGEMENT IN MODERN FINANCIAL INSTITUTIONS
CHEN Zhong-Yang.RESEARCH ON OPERATIONAL RISK MANAGEMENT IN MODERN FINANCIAL INSTITUTIONS[J].Economic Theory and Business Management,2008,0(6):42.
Authors:CHEN Zhong-Yang
Institution:School of Finance, Renmin University of China, Beijing 100872, China
Abstract:In recent years,the emergence of operational risk management becomes an important issue in global financial industry.Financial institutions and regulatory authorities have reached a common understanding in terms of its definition,nature and managerial framework.Loss Distribution Approach(LDA) has been widely recognized as a representative technique for the quantification of operational risks,but it is still challenged by data problems and effectiveness arguments.From the aspect of managerial strategies and methods,five main strategies,including risk avoidance,internal control,risk diversification,risk transfer and risk absorption are widely used,as well as the methods like insurance,outsourcing,capital reserve and risk pricing.In face of internationalization and modernization,China's financial institutions should use these advanced concepts,strategies and methods for reference to enhance operational risk management.
Keywords:operational risk  financial institutions management  risk quantification
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