商业银行操作风险计量的损失分布法研究

操作风险可以说是商业银行面临的最古老的风险,但目前商业银行对市场风险和信用风险的重视程度远远超过了操作风险,事实上操作风险管理可能是治理结构不善的银行最应关注和最有可能取得成效的领域。而操作风险的计量则是操作风险管理的基础,只有准确地对操作风险进行计量才有可能实施有效的风险管理。

The Research on Measuring to Operational Risk of Commercial Bank

The operational risk may say is most ancient risk which the commercial bank faced,but commercial bank by far surpassed the operational risk to the market risk and the credit risk value degree at present.The fact drills does the risk management possibly is governs the structure bad bank most should pay attention to and most have the possibility obtains the result the domain.The operational risk measurement is a basis to the operational risk management,only has accurately carries on the measurement to the operational risk only then has the possibility implements the effective risk management.This article through operated the risk to the commercial bank the analysis,using loss distribution method carries on the measurement to the operational risk,and provides the new model and the mentality to operated the risk management for the commercial bank.