摘要
在对搜集到的近年国内银行业操作风险损失事件进行分类整理的基础上,本文对银行级别和案例类别、损失事件数目和金额的地域分布、损失事件发生年份和案例类别进行了交叉分析;在此基础上通过对国际上巴塞尔委员会有关商业银行操作风险事件统计数据的分析以及与国内同类事件统计研究结果的比较研究,分析国内外商业银行操作风险事件特征上的异同。
Based on recent loss cases of operational risks occurred in domestic commercial banks, this paper conducts cross-check on the three following pairs, namely, the level of the bank where the cases occurred & the type of loss cases, the number of loss cases & the geographic distribution of the loss, and the years when loss cases occurred & the type of loss cases. After that, this paper makes comparative study on operational risk loss cases between international data provided by the Basel Committee and domestic data of the above-mentioned cases and analyzes the similarity and difference between them in terms of features of operational risk.
出处
《南方金融》
北大核心
2008年第3期20-23,共4页
South China Finance
关键词
商业银行
操作风险
实证研究
Commercial Banks
Operational Risks
Empirical Study