新巴塞尔资本协议与商业银行操作风险量化管理

由于<新巴塞尔资本协议>把风险区分为市场风险、信用风险和操作风险,同时把操作风险纳入到资本充足率的计算之中;使得金融界对它的关注显著提高,并对量化操作风险提出了迫切要求.值得注意的是,国际上一些大银行在量化和度量操作风险管理上已经积累了较为丰富的经验,并取得一定的成就.目前我国的金融机构缺乏风险意识,尤其是在操作风险方面基本没有什么量化操作风险的科学方法,不能正确反映所承受的风险,操作风险的管理水平亟待提高.面对加入WTO之后国际金融机构在国内市场上的激烈竞争,我国金融机构应广泛借鉴国外商业银行的成功经验,加强操作风险的量化管理和研究.

New Basel Capital Agreement and Quantifying Operational Risk Management by Commercial Banks

Under the new Basel capital agreement, risks are divided into market risks, credit risks and operational risks, the last being added into capital abundance calculation. This has drawn greater attention from financial community and made an insistent urgent demand for quantifying operational risks. It should be noted that some leading banks in the world have been very successful in quantifying and measuring operational risk management, accumulating rich experience. At present, China?'s financial institutions have little awareness of risks, especially in terms of operational risk. In fact, there are no scientific methods that can quantify such risks and accurately reflect the risks incurred. Management in this regard needs to be improved immediately. In the face of fierce competition from international financial bodies on our domestic market after China?'s WTO entry, Chinese financial institutions are pressed to reinforce quantitative management of and research in operational risks.