作　　者： ; ;

机构地区： 暨南大学经济学院

出　　处： 《改革与战略》 2012年第10期62-65,共4页

摘　　要： 操作风险作为商业银行的三大风险之一,一直隐藏在商业银行运营管理当中,与信用风险及市场风险相比,其识别、度量、管理更为困难。文章采用自上而下模型中的收入模型,选取2007年2季度至2011年4季度的面板数据,将14家上市商业银行分为国有商业银行、股份制商业银行及城市商业银行三类进行度量和对比分析。结果表明,在考察期间,国有商业银行操作风险相对较小,城市商业银行次之,股份制商业银行较大。应加强对操作风险的重视,科学计量并严格防控。 As one of the top three risks,operational risk of commercial banks always hide in the commercial bank of operation management.Compared to credit risk and market risk,its identification,measurement and management is more difficult.This paper adopts top-down model of the income model,selecting the panel data from the second quarter in 2007 to the fourth quarter in 2011,makes measure and analysis about 14 listed commercial banks which categorized into state-owned commercial banks,joint stock commercial banks and city commercial bank.The results showed that in the investigation period,the state-owned commercial banks' operating risk is relatively small,city commercial bank is the second smallest,and the joint-stock commercial bank has large operational risk.Therefore,we should strengthen the operational risk and make scientific measurement and strictly control and prevention on the risk.

关 键 词： 商业银行 操作风险 收入模型 度量方法

领　　域： [经济管理]