| 基于收入模型的商业银行操作风险量化研究 |
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| 引用本文： | 王吉恒,王春峰. 基于收入模型的商业银行操作风险量化研究[J]. 商业研究, 2010, 0(4) |
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| 作者姓名： | 王吉恒 王春峰 |
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| 作者单位： | 东北农业大学经济管理学院,哈尔滨,150030 |
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| 摘 要： | 巴塞尔新协议将操作风险与市场风险、信用风险列为商业银行的三大风险,加强对我国商业银行操作风险的管理,要选取或者制定符合我国银行业的风险量化模型。通过对商业银行操作风险以及常用的度量方法进行分析,运用收入模型对我国两家商业银行的操作风险进行了量化,提出了加强我国商业银行操作风险管理的对策和建议。
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| 关 键 词： | 操作风险 收入模型 量化分析 |
Quantitative Research on the operational Risk of China's Commercial Bans Based on Income Model |
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| WANG Ji-heng,WANG Chun-feng. Quantitative Research on the operational Risk of China's Commercial Bans Based on Income Model[J]. Commercial Research, 2010, 0(4) |
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| Authors: | WANG Ji-heng WANG Chun-feng |
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| Affiliation: | School of Economics and Management;Northeast Agricultural University;Harbin 150030;China |
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| Abstract: | New Basel Accord listed operational risk,market risk and credit risk as the three major risks of commercial banks.To strengthen the operational risk management of China′s commercial banks,we should firstly select or set up a quantitative model of the risk conforming to China′s banking.Based on the situation of the operational risk management of China′s commercial banks,this thesis analyzed the selection and application of the quantitative methods of operational risk of China′s commercial banks,meanwhile,this thesis conducted the quantitative analysis of the operational risks of China′s two commercial banks with the income model.Finally,this thesis put forward some measures and suggestion about strengthening the operational risk management of China′s commercial banks. |
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| Keywords: | operational risk income model quantitative analysis |
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