作　　者： ; ;

机构地区： 暨南大学经济学院金融学系

出　　处： 《国际金融研究》 2004年第8期55-60,共6页

摘　　要： 操作风险可能给银行带来巨大的影响和损失。提高对操作风险的敏感度,更精确地计量和管理此类风险与银行的经济利益密切相关。以数据为基础的“自下而上法”根据事件类型或业务类型区别风险并逐步进行统计分析,其优点十分突出。基于该方法设计的综合型操作风险管理模型通过抽取事件、事件原因分析、风险映射、风险控制、资本管理等流程,在进行风险计量和数据收集的同时,还将定量管理和定性管理以及监测、检查等功能进行了有机的结合。 The operational risks have an unfavorable effect on the bank business and lead to a great loss Hence improving the sensitivity for the operational risks, measuring them more precisely and managing them better play an important role in the profit of a bank In the “Bottom up Approach”based on data, risks are distinguished according to the event types or the business types and are measured and analyzed step by step, which has a great advantage The integrated operational risk management model designed with this approach measures the risks and collects the data through events selection, cause analysis, risk mapping, risk control and capital management Furthermore, the functions of quantitative management, qualitative management, monitoring and inspection can be combined effectively as well

关 键 词： 银行 操作风险 风险控制 资本管理 风险映射

领　　域： [经济管理]