关于现代操作风险度量方法的适用性研究

近年来,国际银行业在操作风险度量和管理领域都取得了突破性进展,创立了许多先进的操作风险度量方法。本文在对这些方法进行分析评价的基础上指出,将各个方法的特点与国有商业银行自身操作风险的实际状况相结合是选择度量方法的立足点,现阶段内部度量法是较为适宜的方法,同时要做好损失数据的采集工作,并将操作风险度量方法与相应的风险管理工具结合起来进行分析研究。

An Applicability Research on the Modern Operational Risk Measurement Method

In recent years,the international banks have made a great progress in the scope of operational risk measurement and management,and have established many advanced measurement methods.On the foundation of the analysis and evaluation to these methods,this paper points out that it is the stand of selecting the measurement method to combine the characteristics of each method and the operational risk actual condition of the state-owned commercial banks.IMA is an appropriate method currently,and collecting the data at the same time should be made.The operational risk measurement method combined with the homologous risk management tools will be analyzed.