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我国银行操作风险管理内部模型选择及实施 被引量:3

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摘要 商业银行的操作风险管理要求:提供合适的评价体系,使银行能从微观角度找到风险的源头,采取相应的内控措施改善管理流程降低风险成本。因此通过不同的模型比较,本文指出了处于不完善的制度环境中的我国银行采取内部模型测量操作风险是加强银行自律的有效前提。另外针对操作风险衡量的复杂性,本文设计了基于信息熵的操作风险计量改进模型,使其不受损失变量主观分布假定的限制,解决目前数据不完全及分类不准确等引起的误差问题。
作者 梁缤尹
机构地区 中南大学商学院
出处 《求索》 CSSCI 北大核心 2005年第1期20-22,共3页 Seeker
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参考文献3

  • 1樊欣,杨晓光.操作风险管理的方法与现状[J].证券市场导报,2003(6):64-69. 被引量:30
  • 2Marshall, C. L. , Measuring and Managing Operational Risk in Financial Institutions: tools, techniques, and other resources. Singapare : John Willey & Sons ,2001.
  • 3Working paper on the Regulatory Treatment of Operational Risk. Basel, Switzerland: Basel Committee on Banking Supervision,2001.

二级参考文献7

  • 1Marshall, C. L., Measuring and Managing Operational Risks in Financial institutions: tools,techniques, and other resources.Singapore: John Wiley & Sons, 2001.
  • 2Sound Practices for the Management and Supervision of Operational Risk. Basel,Switzerland: Basel Committee on Banking Supervision, July, 2002.
  • 3Consultant Document:Operational Risk. Supporting Document for the New Basel Capital Accord, Basel Committee on Banking Supervision, January 2001.
  • 4Working Paper on the Regulatory Treatment of Operational Risk. Basel,Switzerland: Basel Committee on Banking Supervision, 2001.
  • 5Karow, C., Operational Risk:Ignore It At Your Peril. Risk Management and Regulatory Services Practice, Ernst & Young (http://www.ey.com/global/content.nsf/International/Home).
  • 6Haggerty, J., Banks Struggle with Operational Risk. International Financing Review, August 11, 2001.
  • 7Laycock, M., Analysis of Mishandling Losses and Processing Errors. Operational Risk and Financial Institutions, London: Risk Publications in Association with Arthur Anderson: 131-145, 1998.

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二级引证文献28

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