摘要
操作风险正日益成为全球银行业风险管理的重要研究领域,其特点是风险发生的频率低但损失却往往巨大,损失分布具有鲜明的肥尾性。本文通过对操作风险的度量和管理方法、模型应用等进行分析,认为银行应该加强对操作风险的管理并配置一定水平的资本金以防范风险。
Operational risk is just turning into the important research interest in risk management of world banking system. The characteristic of operational risk is that the risk occurred in low frequency but with high losses. And the loss distribution is brilliant fat-tailed. This article thinks that banks should strengthen operational risk management and allocate certain amount of capital in order to keep away the risk after analyzing the means of measurement and management of operational risk and the model application.
出处
《中国软科学》
CSSCI
北大核心
2003年第12期38-42,共5页
China Soft Science
基金
广东省自然科学基金"金融风险管理及其定量方法"(970844)
