新巴塞尔资本协议下操作风险资本计算方法剖析  

The Anatomy about the Computation Method of Operational Risk Capital under the New Basle Capital Accord

作　　者：刘飞[1] 

机构地区：[1]武汉理工大学经济学院,武汉430070

出　　处：《科技和产业》2006年第5期35-37,共3页Science Technology and Industry

摘　　要：为了使监管资本对操作风险具有更高的敏感性,对商业银行资本金进行精确计量并使之与银行潜在经济风险相匹配是新巴塞尔资本协议的主旨。本文对新协议中关于操作风险资本金计算的理论依据和计算方法进行了剖析,有助于建立我国商业银行内部风险管理模型。近年来我国商业银行业也开始了关于操作风险的量化和管理,2004年中国工商银行首次出台了操作风险管理框架,这标志着我国商业银行操作风险管理进入实质阶段。For making regulatory capital required more sensitive to operational risk, the precise assessment to the capital charge and consistent match it with potential economic risk are the leitmotivs of the New Basle Capital Accord. In this paper we offer an anatomy of the calculations for operational risk capital requirements. It＇s helpful for the establishment of the internal risk management models in China commercial banks. In recent year, commercial banks in china are paying attention to operational risk management models. In 2004, industrial and commercial bank of china establish their own operational risk management models, so the computation of operational risk have come into material moment in China.

关 键 词：新巴塞尔协议 操作风险 内部数据 

分 类 号：F224[经济管理—国民经济]