距离因素对商业银行操作风险的影响研究  

The Impact of Distance on Operational Risk in Commercial Bank

作　　者：陈垣桥 肖斌卿[2] 李昊骅 Chen Yuanqiao

机构地区：[1]中国工商银行现代金融研究院,北京100032 [2]南京大学,江苏南京210093

出　　处：《金融理论与实践》2020年第3期64-73,共10页Financial Theory and Practice

基　　金：国家自然科学基金资助项目“基于内部损失事件的商业银行操作风险动因机理、量化建模及动态控制研究”(71671083)的阶段性成果

摘　　要：自20世纪90年代以来国内外银行界频频发生重大操作风险事件,其中大部分都发生于与总行距离较远的分支机构,由此提出问题:操作风险是否会受到距离因素的影响?基于操作风险成因理论和风险管理要素理论进行分析,发现分支机构与总行之间的距离对分支机构操作风险状况具有"多重影响机制",相互邻近的分支机构之间距离则会引致"孤岛效应"。进一步基于商业银行内外部操作风险数据进行实证分析,结果验证并拓展了理论分析部分。最后提出了一系列针对性措施来降低距离因素对分支机构操作风险的负面影响。Since the 1990 s, major operational risk events have occurred frequently in domestic and foreign banks, most of which occurred in branches far away from the head offices. This raises the question: is operational risk affected by distance? Based on the theory of cause of operational risk and the theory of elements of risk management, this research finds that the distance between branches and head office has a"multiple influence mechanism"on the operational risk status of branches, while the distance between branches adjacent to each other leads to an"island effect".Further empirical research is conducted based on internal and external operational risk data. Empirical results test and expand the theoretical conclusion. Finally, this paper proposes a few countermeasures to cope with detrimental side of distance.

关 键 词：操作风险 商业银行 分支机构 距离因素 

分 类 号：F832.33[经济管理—金融学]