操作风险计量

巴署松（2003）分析了操作风险的特点和巴塞尔新资本协议对于操作风险相关规定的演变，并探讨了当前国际金融界通常用的操作风险计量方法。

Ba ( 2003 ) analyzed the characteristics of operational risk and the evolution of New Basel Capital Accord on requirements for operational risk , and discussed the operational risk measurement methods which the current international financial community is usually use .

对于操作风险计量中可能出现的相关性和数据不足问题进行了研究。

It also studies the relativity and potential insufficiency produced in calculation of operation risk .

然后基于损失分布法构建了一个引入保险因素的操作风险计量模型，并使用收集的我国商业银行操作风险损失数据进行了实证分析。

Thirdly , this paper incorporates insurance contracts into an operational risk model based on loss distribution measurement approach , and then uses the operational loss data of China 's commercial banks to make an empirical analysis .

鉴于此，本文围绕操作风险计量这一主题，分析、比较了各种计量方法，并深入探讨了它们在我国的适用性，以期为我国银行在防范操作风险时提供有益的借鉴。

In view of this , the paper , centering around the topic of measuring the operational risk , analyzes and compares various measuring methods and gives some further discussion on their feasibility in China in order to help banks against operational risk in China .

商业银行操作风险高级计量模型的分析与应用

Analysis and Application of Advanced Measurement Models of Operational Risks in Commercial Banks

操作风险高级计量法及其验证：国际经验与启示

Advanced Measurement Approaches for Operational Risk and Validation : International Experience and Implication

金融风险新领域&银行操作风险的计量与管理

A New Field of Financial Risk : Measurement and Management of Bank 's Operational Risks

相对于信用风险和市场风险，商业银行操作性风险计量是一个较为崭新的课题。

Compared with Credit risk & Market Risk , the measuring of operational risk is a new topic .

赵欣（2008）探讨了标准法替代形式在我国商业银行操作风险资本计量中的应用。

Zhao ( 2008 ) discussed the standard method of alternative forms in the measurement of operational risk capital of commercial banks .

关于操作风险的计量，在本文中只是作简单的介绍和说明，并没有涉及到实证研究。

On the operational risk measurement , in this paper the author is to give a brief of introduction and explanation but do not involve empirical research .

经过不断的修正和完善，巴塞尔协议逐渐将三大风险，即信用风险、市场风险和操作风险的计量要求囊括其中。

After the unceasing revision and the consummation , the new Basel Capital Accord gradually includes three risks , namely the credit risks , the market risk and the operation risk .

在我国现有的数据环境下，如何实现操作风险的准确计量，对于我国商业银行操作风险的管理具有重要的意义。

Above all , how to measure operational risk accurately is of great significance to the commercial bank in our country .

计量过程中涉及到对传统模型数据截尾问题的修正方法的讨论，最终确定不同置信水平下的风险资本值。第五部分，商业银行操作风险的收入模型计量。

In consideration of the problem of data cut-off , I revised the traditional model , and finally determined the value at risk under different confidence levels . Part ⅴ, the measurement of operational risk using income model .

当前对操作风险理论的研究仍然是一个比较新的领域，其中对操作风险的计量研究已经成为当前国际上操作风险研究的前沿与热点。

Current research on the theory of operational risk is still a relatively new field , measurement of operational risk has become the forefront and focus of operational risk research in the international .

适应新巴塞尔资本协议对操作风险计提监管资本的要求，国际活跃银行加强了操作风险管理，开发出了相应的操作风险管理工具和计量模型。

To satisfy the Basel II accord 's request of regulatory capital charge for operational risk , the international active banks strengthen operational risk management , and develop tools and models for operational risk management .

首先，本文简要介绍了操作风险的理论及普遍运用的重要工具，又介绍了商业银行的操作风险管理，为解决石嘴山银行操作风险的评估和计量提供了基本理论依据。

First of all , this paper briefly introduces the operation risk theory and common use of the important tools , and introduces the operational risk management of commercial banks , to solve the Shizuishan bank operation risk assessment and measurement provides basic theory .

操作风险已经成为银行风险管理的重点，新巴塞尔协议因此对操作风险提出了资本要求，并且越来越多的国际活跃银行致力于开发适合自身特点的操作风险计量方法。

Operation risk has become the emphasis of bank risk management so that new basel accord put forward capital requirement to operation risk , and much more international active banks devoted themselves to develop their own operation risk measurement ways .