基于作业的商业银行操作风险经济资本度量

操作风险是银行风险管理的重点,经济资本是商业银行风险调整的业绩考核的基础,操作风险内生于于商业银行经营管理的过程之中。操作风险产生于作业环节,要准确地度量操作风险必须从作业环节入手。经济资本占用实质上是一种成本,可以借鉴作业成本法的思路来构建基于作业的操作风险经济资本度量模型。该模型具有风险敏感性强,便于应用等优点,同时,也存在风险评估客观性差的缺点。

Based on the Operation of the Economic Capital Management of Commercial Bank

Operational risk is the focus of bank risk management,economic capital is the commercial bank risk adjusted performance based,operational risk in commercial bank management in the process of.Operation risk in operation,to accurately measure operational risks must be from operation link proceeding with.Economic capital is essentially a kind of cost,can draw lessons from the idea of operating costs to construct activity-based operational risk economic capital measurement model.The model has strong risk sensitivity,ease of application,advantages,at the same time,also has the disadvantage of poor risk assessment objective.