摘要
作为创新之一 ,新巴塞尔协议首次将操作风险纳入了银行资本计量与监管的范围 ,并对其概念与计量标准作了界定 ,尽管我国暂时不采用 ,但向新巴塞尔协议的靠拢不可避免 ,新巴塞尔协议下的操作风险规则对我国银行业无疑将产生影响 ,按照国际规则加强对操作风险的管理 ,构建责权明晰的风险管理架构 ,完善银行资本金补充机制与信息库建设 ,推进高级风险计量模型开发是我国银行业改革应该考虑的内容。
For the first time, the Basel II creatively put operational risk into the scope of bank's capital measurement and supervision, and defined its concept and calculation criterion. Although Chinese banking industry does not adopt, it is inevitably required to get itself adaptive to the Basel II. The industry will be definitely influenced by the rules for operational risks management under the Basel II. As requested by the reform of Chinese banking industry, operational risk management should be enhanced, a management frame for operational risk with well defined power and responsibility should be established, the mechanism of bank's capital supplement and construction of business information warehouse should be improved, advanced risk measurement models should be developed.
出处
《财经理论与实践》
CSSCI
北大核心
2005年第2期35-38,共4页
The Theory and Practice of Finance and Economics
