建立我国网络银行操作风险资本值计量模型的探讨  

Quantiative Model of Capital at Operational Risk(CAOR) for Chinese Cyber-banks

作　　者：乔立新[1] 郭金歌[1] 冯英俊[1] 

机构地区：[1]哈尔滨工业大学管理学院,黑龙江哈尔滨150001

出　　处：《商业研究》2004年第11期118-121,共4页Commercial Research

摘　　要：从网络银行操作风险来源的角度 ,给出了网络银行操作风险的定义。对建立能够反映营业规模、价格变动和信誉变动情况的网络银行操作风险指标体系进行研究探讨 ,进而设计出基于VAR的计量我国网络银行操作风险资本值 (CAOR)的标准法模型和内部评级法模型。提出我国在现阶段适合采取标准法计量操作风险资本值 ,5年后可以过渡为内部评级法的看法。This paper defines the operational risks in Chinese Cyber-banks as to the source,and the operational risk index system reflecting the changes of business volume,price and credit standing.On the basis of the analysis,we design the standardized approaches and internal measurement approaches of CAOP for Chinese Cyber-banking.It suggests that Chinese Cyber-banks should adopt the standardized approaches to calculate CAOR and choose the internal measurement approach to calculate CAOR after 5 years.

关 键 词：网络银行 操作风险 操作风险资本值 

分 类 号：F830.4[经济管理—金融学]