Research On The Early-warning System Of Operational Risk In Commercial Bank

The main body of this paper is studying on the early-warning system of bank operational risk, and uses it as the theoretical basis to establish a relatively perfect and effective early-warning model of commercial bank's operations risk. The purpose is to alert the risk's outbreak or crisis's occurrence through the model, and thus takes the feasible measure in advance to reduce the destruction which the risk of deterioration brings, or even to avoid the emergence of the financial crisis.Drawing on the domestic and foreign correlation theories and the existing empirical studies, and embarking from the realistic situation of Chinese commercial bank's operational risk, this paper propose the early warning indicator system by analyzing the four big factors of bank operational risk; Next, it takes advantage of comprehensive evaluation model to calculate the value of monitoring indicator M to determine the police degree, and takes this police degree as the expected output in the later model; Then, through the comparative analysis of the existing risk of the early-warning model, it determine the BP neural network optimized by the genetic algorithm to construct a relatively perfect and effective early-warning system of commercial bank's operations risk, and uses this early-warning model for one bank in Zhongshan to conduct detailed empirical analysis----through this bank's data and the monitoring indicator M value derived from comprehensive evaluation model to carry on the training study for this early-warning model, this training results showed that this model is satisfactory and has a strong practicality, as well as is completely applicable to the bank operational risk early-warning; Finally, it carries on the summary for the thesis work, and propose two future research points.