CAJ | 학술논문

商业银行的操作风险,因其产生的损失越来越多而引起了监管层和国内学者的高度关注。通过文献检索发现,从绩效考核角度来研究操作风险防范的较少。从博弈论的角度将绩效考核制定主体与操作风险实施主体处于博弈的主体位置,通过建立博弈模型来分析双方的策略,从而得出绩效考核制定的完善性与操作风险防范程度有关联性。旨在通过研究结果对今后从绩效考核视角来研究操作风险防范的可行性提供理论及实践指导依据。
상업은행적조작풍험,인기산생적손실월래월다이인기료감관층화국내학자적고도관주。통과문헌검색발현,종적효고핵각도래연구조작풍험방범적교소。종박혁론적각도장적효고핵제정주체여조작풍험실시주체처우박혁적주체위치,통과건립박혁모형래분석쌍방적책략,종이득출적효고핵제정적완선성여조작풍험방범정도유관련성。지재통과연구결과대금후종적효고핵시각래연구조작풍험방범적가행성제공이론급실천지도의거。
The operational risk of commercial banks is attracting more and more widespread attention from the regulators and domestic scholars due to their increasing loss.A review and an examination of the literature help people find that there are fewer researches about the prevention of operational risks from the perspective of performance evaluation.So,this paper,from the angle of game theory,puts the subject of performance evaluation and the subject of risk operation in the position of subject in game,establishes a game model to analyze the strategy of the both sides,and arrives at the conclusion that there exists a correlation beween the perfect setting on performance evaluation and the degree of guarding against operational risks.The paper therefore intends to provide both theoretical and practical guidance for the study about prevention of operational risks from the angle of performance evaluation.