统计测量法在商业银行操作风险管理中的运用  

ON THE STATISTICAL MEASUREMENT OF OPERATIONAL RISK MANAGEMENT IN COMMERCIAL BANKS

作　　者：欧晖[1] 周玮[2] 

机构地区：[1]中国银行黑龙江省分行,哈尔滨150001 [2]中国银行总行,北京100818

出　　处：《经济理论与经济管理》2012年第4期16-25,共10页Economic Theory and Business Management

摘　　要：本文通过几年的摸索与实践,运用计量统计学原理和风险管理理念,尝试说明如何通过对商业银行上万家分支机构操作风险事件的抽样调查统计分析,在解决巴塞尔银行监管委员会(Basel Committee on Banking Supervision)有关操作风险高级计量法中数据不足问题的同时,推论出商业银行整体风险状况,并从中得出对企业集团层面系统性风险分析结论的方法,既解决了巴塞尔委员会操作风险高级计量法与商业银行操作风险管理暨内部控制脱节的问题,又弥补了内审理论中未能向检查人员提供如何从若干个点的问题推导出系统性总体结论的缺陷。Through several years of exploration and practice,in the use of statistical measurement principles and risk management philosophy,this paper attempted to demonstrate a method to resolve the lack of data in Basel Committee on Banking Supervision operational risk advanced measurement method,infer the overall risk profile of commercial banks,and draw conclusions on the level of systemic risk of the enterprise groups,through the sample survey of tens of thousands of commercial bank branches operational risk events.This method solved the problem of Basel Committee Operational Risk Advanced Measurement Approach which disjointed the operational risk management and internal control of commercial banks,and made up for internal audit theory which failed to provide inspectors a method using several points in order to deduce an overall systematic conclusion.

关 键 词：商业银行 操作风险 统计测量 系统性结论 

分 类 号：F224[经济管理—国民经济] F830.33