期刊文献+

基于调查数据的国有商业银行操作风险控制战略实证研究 被引量:8

An Empirical Study on the Strategic Structure Model of Operational Risk Management of Commercial Banks in China Based on Investigation Data
下载PDF
导出
摘要 新巴塞尔资本协议认为,银行经营的核心内容是风险管理,而操作风险管理正变为银行业风险管理的重要因素.建立我国商业银行操作风险控制战略结构模型可以对我国商业银行的风险管理实践提供全面的指导,大幅度提高银行业的风险控制效率.最后,因子分析可以对模型的有效性和合理性提供实证检验,从而得出我国商业银行操作风险管理实践中若干现实性的结论. The New Basel Capital Committee commends that risk management is the primary content of banking operation and that the management of operational risk is the most important factor of whole risk management. The construction of strategic structure model of operational risk defense may provide comprehensive guidance for defending operational risk and increase the risk management effect. The FA may provide empirical certifications for the established model, and then many actual problems during the process of operational risk management of our commercial banks can be found.
作者 张同健
机构地区 淮海工学院
出处 《平顶山学院学报》 2008年第2期47-53,共7页 Journal of Pingdingshan University
基金 国家自然科学基金(70273034)
关键词 商业银行 操作风险 新巴塞尔协议 结构方程 预测试 commercial banks operational risk New Basel Accord structure equation pretest
  • 相关文献

参考文献8

  • 1Basel Ⅱ:The New Basel Capital Accord -Third Consultative Paper[ EB/OL]. http://www, bis. org/bcbs/bcbscp3. htm.
  • 2Basel committee on banking supervision. Sound practices for the management and supervision of operational risk[ M/ OL]. http ://www. bis. org/publ/bcbs96, pdf.
  • 3King J L. Operational risk: measurement and modeling [M]. Star liu:John Wiley & Sons Ltd. , 2001.
  • 4Jorion, Philippe. Value at Risk: the new benchmark for managing financial risk [ M ]. New York : Mcgraw - Hill, 2001.
  • 5Basel Committee. The Quantitative Impact Study for Operational Risk: Overview of Individual Loss Data and Lessons Learned[ M/OL]. http://www, bis. org/bcbs/qisopriskre-sponse, pdf.
  • 6Klugman, Panjer, Willmot. Loss Models: from data to decision [ M ]. Hoboken : John Wiley & Sons, 1998.
  • 7Bank of Japan. Challenges and Possible Solutions in Enhancing Operational Risk Measurement[ J ]. Financial and payment system office working paper, 2000 (9) : 1171 - 1179.
  • 8侯杰泰 成子娟 钟财文.结构方程式之拟合优度概念及常用指数之比较.教育研究学报(香港),1996,(11):73-81.

共引文献68

同被引文献45

引证文献8

二级引证文献35

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部