我国商业银行操作风险度量模型的选择

操作风险涉及银行经营活动的所有领域、各个环节和所有人员,不同银行、不同业务、不同环节的操作风险特征都不相同。操作风险度量是对操作风险进行经济资本配置的基础,目前还没有普遍适用的操作风险度量方法,现有的一些主流模型没有充分考虑内部控制对操作风险的影响和操作风险的因果性特征。因此,操作风险度量模型应考虑到其特征,既要综合主观和客观两方面的因素,也要可以灵活地进行动态调整。考虑到我国商业银行操作风险管理的实际,在操作风险度量模型的选择上,可用内部控制评价结果调整的基本指标法和标准法作为自上而下的度量模型,用贝叶斯网络技术作为自下而上的度量模型。

Selection of Measurement Model of Operational Risks by Our Commercial Banks

Operational risks are omnipresent in all banking activities, covering all business links and working staff and have different characteristics in different banks for different business and links. Operational risk measurement is the base to allocate operational risks in terms of economic capital. So far there hasn't been a universally applicably measurement approach. Some prevailing models in use fail to consider the impact of internal control over and the cause-effect of operational risks. Therefore, a measurement model should consider such characteristics subjectively and objectively and be able to make dynamic adjustment. In view of the reality of our commercial banks in managing operational risks, Basic Indicator Approach and Standardized Approach can be selected as a descending measurement model and Bayesian Networks as an ascending measurement model.