欢迎您！东篱公司
退出
-
申报数据库
-
立项数据库
-
成果数据库
-
项目获奖数据库
中文摘要：
20世纪以来，世界范围内国际活跃商业银行操作风险事件频频发生，而且带来的损失额往往比较巨大。本文以巴塞尔新协议的分类方法为基础．结合当前我国银行业务发展的实际情况，选取有代表性的先进银行，对操作风险计量方法进行实证分析．为我国商业银行选择操作风险计量方法提供参考，实证结果表明：我国商业银行可优先采用损失分布法进行操作风险计量；在确定使用损失分布法时可以考虑使用柯尔莫哥洛夫检验法检验样本符合何种分布：在确定符合何种分布时，可优先考虑是否符合广义帕累托分布。本文认为，我国银行应充分认识操作风险的危害性，增强防范意识；建立分工明确、责任清晰的分工制度；重视数据的积累和整理工作；建立适当的操作风险监测指标。
英文摘要：
Since the 20th century, operational risk related events have occurred frequently in some active international commercial banks. Meanwhile, the occurrence of these operational risk events often caused big losses to the corresponding banks. Based on the classification method of ＂the New Basel Capital Accord＂ and considering domestic banks＇ low-level business, the paper collects the experience of several typical international advanced banks, with the aim to provide proper tools for the measurement of operational risk. The paper suggests that domestic commercial banks should： firstly, consider LDA in the use of measurement; secondly, sufficiently emphasize and focus on the Kolmogorov approach; and thirdly, give priority to GPD when using LDA. The paper suggests that the Chinese banks should pay attention to the operational risk, enhance their awareness in risk prevention, clarify staff duties and responsibilities, focus on data accumulation and arrangement and build proper operational risk supervision index.
同期刊论文项目
同项目期刊论文
DO FOREIGN AND LOCAL VENTURE CAPITALISTS BEHAVE ALIKE IN TRANSITIONAL ECONOMIES? EVIDENCE FROM CHINA
期刊信息
位置：