中文摘要：

为建立操作风险缓冲性监管资本要求方式的理论基础,在以不确定性传递理论度量出监管资本度量精度后,对度量精度随监管资本变动规律进行理论研究发现,监管资本与其度量精度受到损失强度分布和损失频数分布的影响,因而度量精度随监管资笨变动的趋势存在不确定性。为使监管资本与风险程度相匹配,必须将监管资本点估计值要求方式改革为缓冲性要求方式。本研究为解决BASELⅢ的风险监管遗漏问题提出了新的方案。

英文摘要：

In order to establish a theoretical basis of regulatory capital buffer requirement of operational risks,the variation of measurement accuracy is in theory studied with the regulatory capital after the measurement accuracy is measured by the uncertainty propagation theory.Because the regulatory capital and its measurement accuracy are affected by the loss severity distribution and loss frequency distribution,the change trends of measurement accuracy is uncertain with the regulatory capital.To match the regulatory capital with the operational risk,the point estimator of regulatory capital requirement should be reformed to be the capital buffer requirement.Our study provide a new solution to the problem that the partial risk is omitted in BASEL Ⅲ.