CAJ | 학술논문

以《新巴塞尔资本协议》为研究框架，收集整理了见诸于媒体报道和商业银行内部信息的136个操作风险损失事件，建立了操作风险损失数据样本，从总体分布、损失类型和地区分布等方面进行定量分析，认为内部欺诈和外部欺诈是引起损失事件的主要类型．地区差异引致的操作风险损失事件也比较显著．建议商业银行根据损失事件的分布特征制定相应的监控措施。
이《신파새이자본협의》위연구광가，수집정리료견제우매체보도화상업은행내부신식적136개조작풍험손실사건，건립료조작풍험손실수거양본，종총체분포、손실류형화지구분포등방면진행정량분석，인위내부기사화외부기사시인기손실사건적주요류형．지구차이인치적조작풍험손실사건야비교현저．건의상업은행근거손실사건적분포특정제정상응적감공조시。
This article takes advantage of regulations of the New Basel Capital Accord and the sample and data are derived from 136 operational risk loss events, published on medium or insider information from commerical banks. We consider these data as operational risk data and quantitative analyze them from overall distribution, loss events type and area distribution, and discuss the characteristics of our country commercial banks＇ operational risk. This article points out that internal fraud and external fraud are the main types of the loss events, and regional differences are significant which lead to the loss events. The commercial banks should draw up control measures according to the distribution of the operational loss events.