| 巴塞尔新资本协议框架下的操作风险衡量与资本金约束 |
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| 引用本文： | 巴曙松. 巴塞尔新资本协议框架下的操作风险衡量与资本金约束[J]. 经济理论与经济管理, 2003, 0(2): 17-24 |
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| 作者姓名： | 巴曙松 |
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| 作者单位： | 中国证券业协会 北京 100032 |
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| 摘 要： | 操作风险已经成为全球银行业风险管理日益重要的领域之一。将信用风险、市场风险和操作风险合并起来考虑已成为国际范围内风险管理的一种趋势。在近年来国际金融界越来越重视操作风险管理的基础上,巴塞尔新资本协议率先将操作风险纳入风险管理框架中,并要求金融机构为操作风险配置相应的资本金。操作风险管理的突显,使金融机构面临新的压力与挑战。
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| 关 键 词： | 操作风险 风险管理 资本金 |
| 文章编号： | 1000-596X(2003)02-0017-08 |
| 收稿时间： | 2002-12-28 |
| 修稿时间： | 2002-12-28 |
Under the Basel new capital protocol:measuring operation risk and capital fund constraint |
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| BA Shu-song. Under the Basel new capital protocol:measuring operation risk and capital fund constraint[J]. Economic Theory and Business Management, 2003, 0(2): 17-24 |
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| Authors: | BA Shu-song |
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| Affiliation: | The Securities Association of China, Beijing 100032, China |
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| Abstract: | Operation risk has been more important in risk management of world banking system. The trend is taking it into account as well as credit risk and market risk. With the world financial area paying more attention to operation risk, the Basel new capital protocol takes the lead in bringing it into risk management framework, and asks financial institutions allocating capital fund for it. The rising of operation risk management, then, produces new challenges for financial institutions. |
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| Keywords: | operation risk risk management capital fund |
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