| 我国商业银行操作风险量化方法选择及实证分析 |
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| 引用本文： | 张红鹰.我国商业银行操作风险量化方法选择及实证分析[J].常熟理工学院学报,2009,23(5):22-26. |
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| 作者姓名： | 张红鹰 |
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| 作者单位： | 安徽财经大学,成教学院,安徽,蚌埠,233041 |
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| 基金项目： | 安徽省高等学校自然科学基金 |
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| 摘 要： | 操作风险是金融机构需要面对的主要风险之一，操作风险的量化是对操作风险进行有效管理的前提之一。由于对它的认识尚处于初步阶段，商业银行对操作风险的度量和管理仍处于探索之中。本文对操作风险主要量化方法进行了分析，并对国内两家股份制商业银行的操作风险状况进行了实证研究。
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| 关 键 词： | 商业银行 操作风险 量化方法 |
An Empirical Analysis of and Choice for Quantitative Methods of Operational Risk in China's Commercial Banks |
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| ZHANG Hong-ying.An Empirical Analysis of and Choice for Quantitative Methods of Operational Risk in China's Commercial Banks[J].Journal of Changshu Institute of Technology,2009,23(5):22-26. |
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| Authors: | ZHANG Hong-ying |
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| Institution: | ZHANG Hong-ying (Adult Education College,Anhui University of Finance , Economics,Benbu 233000,China) |
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| Abstract: | Operational risk is one of the mayor risks that financial institutions need to face, and to conduct quantitative analyses of operational risk is the prerequisite for effective management. However, this work is still at the preliminary stage and there are some explorations yet to be carried out in the measurement and management of operational risk. In this paper, quantitative methods of operational risk have been analyzed, and an empirical analysis of operational risk in the two domestic joint-stock commerci... |
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| Keywords: | commercial banks operational risk quantitative methods |
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