| 关于加强我国商业银行操作风险计量的思考 |
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| 引用本文： | 董彦文. 关于加强我国商业银行操作风险计量的思考[J]. 商业经济与管理, 2005, 0(9): 58-62 |
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| 作者姓名： | 董彦文 |
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| 作者单位： | 上海财经大学,上海,200439 |
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| 摘 要： | 新巴塞尔资本协议进一步强调了操作性风险的重要性。相对于信用风险和市场风险,商业银行操作性风险计量是一个较为崭新的课题。鉴于此,本文围绕操作风险计量这一主题,分析、比较了各种计量方法,并深入探讨了它们在我国的适用性,以期为我国银行在防范操作风险时提供有益的借鉴。
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| 关 键 词： | 操作风险 计量方法 适用性 |
| 文章编号： | 1000-2154（2005）09-0058-05 |
| 收稿时间： | 2005-04-27 |
| 修稿时间： | 2005-04-27 |
Reflection on the Measuring of Operational Risk in Chinese Commercial Banks |
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| Dong Yan-wen. Reflection on the Measuring of Operational Risk in Chinese Commercial Banks[J]. Business Economics and Administration, 2005, 0(9): 58-62 |
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| Authors: | Dong Yan-wen |
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| Abstract: | The new Basel assets compact emphasizes the important role of operational risk. Compared with Credit risk & Market Risk,the measuring of operational risk is a new topic. In view of this, the paper,centering around the topic of measuring the operational risk, analyzes and compares various measuring methods and gives some further discussion on their feasibility in China in order to help banks against operational risk in China. |
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| Keywords: | operational risk measuring methods feasibility |
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