商业银行合规指数研究与应用  

The Study and Application of the Compliance Index of Commercial Bank

作　　者：中国工商银行内控合规部课题组 惠平 王增科 董丽 陆宇 刘迪 

机构地区：[1]不详 [2]北京100140

出　　处：《金融论坛》2016年第5期59-68,共10页Finance Forum

摘　　要：本文提出了"合规指数"的概念,阐述了合规指数的构建方法、编制要素、原理及计算方法,并选取试点分行验证实际应用效果,根据分析结果做出预测判断。研究结果表明,通过运用统计指数理论的基本原理,将不同风险折算成统一的、动态的、可比较、易发布的合规指数,可以客观反映商业银行内部经营管理中合规风险的现状及其变化趋势,从而实现对合规风险的量化、分析、比较和预测的目的。This paper presents the concept＂compliance index＂, and describes the constructing method, composing elements, principles and calculation method of compliance indexes, and selects pilot branches to verify application effects and make forecasting judgments according to analytic results. The results of the paper show that applying the basic principles of statistical index theory to convert different risks into compliance indexes being unified, dynamic, comparable and easy to be published can objectively reflect the current situation and trends in the compliance risks of commercial bank＇s internal management, so as to realize the goal of the quantification, analysis, comparison and forecasting of compliance risks.

关 键 词：商业银行 统计指数理论 合规风险 合规风险管理 

分 类 号：F832.33[经济管理—金融学]