经济理论与经济管理
經濟理論與經濟管理
경제이론여경제관리
Economic Theory and Business Management
2012年
4期
16~25
,共null页
商业银行 操作风险 统计测量 系统性结论
商業銀行 操作風險 統計測量 繫統性結論
상업은행 조작풍험 통계측량 계통성결론
commercial banks; operational risk; statistical measurement; systematic conclusions
本文通过几年的摸索与实践,运用计量统计学原理和风险管理理念,尝试说明如何通过对商业银行上万家分支机构操作风险事件的抽样调查统计分析,在解决巴塞尔银行监管委员会（Basel Committee on Banking Supervision）有关操作风险高级计量法中数据不足问题的同时,推论出商业银行整体风险状况,并从中得出对企业集团层面系统性风险分析结论的方法,既解决了巴塞尔委员会操作风险高级计量法与商业银行操作风险管理暨内部控制脱节的问题,又弥补了内审理论中未能向检查人员提供如何从若干个点的问题推导出系统性总体结论的缺陷。
本文通過幾年的摸索與實踐,運用計量統計學原理和風險管理理唸,嘗試說明如何通過對商業銀行上萬傢分支機構操作風險事件的抽樣調查統計分析,在解決巴塞爾銀行鑑管委員會（Basel Committee on Banking Supervision）有關操作風險高級計量法中數據不足問題的同時,推論齣商業銀行整體風險狀況,併從中得齣對企業集糰層麵繫統性風險分析結論的方法,既解決瞭巴塞爾委員會操作風險高級計量法與商業銀行操作風險管理暨內部控製脫節的問題,又瀰補瞭內審理論中未能嚮檢查人員提供如何從若榦箇點的問題推導齣繫統性總體結論的缺陷。
본문통과궤년적모색여실천,운용계량통계학원리화풍험관리이념,상시설명여하통과대상업은행상만가분지궤구조작풍험사건적추양조사통계분석,재해결파새이은행감관위원회（Basel Committee on Banking Supervision）유관조작풍험고급계량법중수거불족문제적동시,추론출상업은행정체풍험상황,병종중득출대기업집단층면계통성풍험분석결론적방법,기해결료파새이위원회조작풍험고급계량법여상업은행조작풍험관리기내부공제탈절적문제,우미보료내심이론중미능향검사인원제공여하종약간개점적문제추도출계통성총체결론적결함。
Through several years of exploration and practice,in the use of statistical measurement principles and risk management philosophy,this paper attempted to demonstrate a method to resolve the lack of data in Basel Committee on Banking Supervision operational risk advanced measurement method,infer the overall risk profile of commercial banks,and draw conclusions on the level of systemic risk of the enterprise groups,through the sample survey of tens of thousands of commercial bank branches operational risk events.This method solved the problem of Basel Committee Operational Risk Advanced Measurement Approach which disjointed the operational risk management and internal control of commercial banks,and made up for internal audit theory which failed to provide inspectors a method using several points in order to deduce an overall systematic conclusion.
