| 金融风险新领域——银行操作风险的计量与管理 |
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| 引用本文： | 叶立新 冯俊文. 金融风险新领域——银行操作风险的计量与管理[J]. 经济管理, 2006, 0(22): 62-66 |
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| 作者姓名： | 叶立新 冯俊文 |
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| 作者单位： | 南京理工大学经济管理学院,南京市,210094;南京理工大学,南京市,210094 |
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| 基金项目： | 南京理工大学青年基金项目“巴塞尔新协议下我国商业银行资本约束与风险管理研究”（项目号：XKF05065）. |
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| 摘 要： | 随着《巴塞尔新资本协议》把操作风险纳入监管范围，要求提取准备金，操作风险正日益成为全球银行业风险管理中的一个研究焦点。本文从操作风险的概念出发，介绍了操作风险测度的方法，提出了我国银行业的应对措施。
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| 关 键 词： | 操作风险 高级计量法 风险管理 |
| 文章编号： | 1002-5766（2006）22-0062-05 |
| 收稿时间： | 2006-07-17 |
| 修稿时间： | 2006-07-17 |
A New Field of Financial Risk: Measurement and Management of Bank's Operational Risks |
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| YE Li-xin, FENG Jun-wen. A New Field of Financial Risk: Measurement and Management of Bank's Operational Risks[J]. Economic Management, 2006, 0(22): 62-66 |
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| Authors: | YE Li-xin FENG Jun-wen |
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| Affiliation: | YE Li-xin FENG Jun-wen |
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| Abstract: | According to New Basel Capital Accord, the operational risks have been taken into Supervision and have been made regulatory requirement, the operational risks are increasingly becoming a research focus of risk management. In global banking industry. The thesis starts with the concept of operational risks, introduces the way to measure them and puts forward the counter-measures for China' s banking industry. |
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| Keywords: | operational risk superior method of measurement risk management |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
