摘要
文章基于金融危机爆发后巴塞尔委员会关于操作风险的最新监管文件和研究报告,分析巴塞尔资本协议下银行操作风险监管框架的演变过程及金融危机后的改革方向。介绍和总结巴塞尔协议Ⅲ下操作风险最新计量框架——新标准法和高级计量法。通过梳理巴塞尔操作风险监管框架在我国的实施进展,在操作风险管理体系、内部数据建设、管理与计量前瞻性、信息披露机制建设等方面,对我国商业银行提出若干启示。
Based on the Basel Committee＇s latest regulatory documents and research reports on operational risk, this paper analyzes the evolution of banks operational risk regulatory framework under the Basel Ⅲ and its direction of reform after the financial crisis. It introduces and summarizes the latest operational risk measurement approaches-the revised Standardized Approach and Advanced Measurement Approach-under Basel Ⅲ. By combing the progress in the implementation of the Basel operational risk regulatory framework in China, it propo- ses several suggestions for China＇s commercial banks regarding operational risk supervision, internal data con- struction, insightful management and measurement and mechanism of information disclosure.
作者
巴曙松
王思奇
金玲玲
BA Shusong WANG Siqi JIN Lingling(School of Management, University of Science and Technology of China, Hefei 230026, China Hong Kong Exchanges and Clearing Limited, Hong Kong 999077, China China Minsheng Bank, Beijing 100621, China)
出处
《大连理工大学学报（社会科学版）》
CSSCI
2017年第1期36-42,共7页
Journal of Dalian University of Technology(Social Sciences)
基金
国家自然科学基金项目:“货币政策与流动性监管的协调机制研究——基于流动性传导的视角”(71403251)
