中小商业银行操作风险度量的实证分析——以宁波银行为例  

Empirical Research on Operational Risk Measurement of Small and Medium-Sized Commercial Bank——A Case Study of Bank of Ningbo

作　　者：韦茜[1] 李立平[2] 李文强[2] WEI Qian LI Liping LI Wenqiang(Guangxi University of Foreign Languages, Nanning 530222 Shanghai University of Finance and Economics, Shanghai 200433)

机构地区：[1]广西外国语学院,广西南宁530222 [2]上海财经大学,上海200433

出　　处：《常州工学院学报》2017年第2期40-45,共6页Journal of Changzhou Institute of Technology

摘　　要：近年来国内外商业银行的操作风险损失事件频发,商业银行需要加强对操作风险的管理,提高关注度。既需要关注大商业银行的操作风险,也需要关注中小商业银行的操作风险。以城市商业银行——宁波银行为例,选取收入模型,同时运用2007年第3季度到2015年第4季度的数据对宁波银行的操作风险进行实证研究。宁波银行既有自己的特点,又具有一定代表性,成长中的中小商业银行需要加强自身的操作风险管理。The frequency of operational risk loss events of commercial banks at home and abroad warns banks to strengthenthe management of operational risk and improve the awareness of operational risk. Focus should be on the operational risks of big commercial banks as well as those of small and medium-sized banks. With Bank of Ningbo taken as an example,a revenue model was constructed,and an empirical study was carried out,using data from the third quarter of 2007 to the fourth quarter of 2015,to find out the operational risks of Bank of Ningbo. The case of Bank of Ningbo demonstrates its own particularity as well as typicality. The growing small and medium commercial banks need to strengthen their own operation risk management.

关 键 词：操作风险 收入模型 宁波银行 

分 类 号：F803.33[经济管理]