Operaional Risk Assessment In Commercial Banks

In recent years, large loss events happen frequently in major domestic and foreign commercial banks. This situation mostly dues to the result of operational risk events, such for the internal control of commercial banks supervises ineffectively, internal control mechanism is not perfect, the bank staff irregularities and frauds, information systems loopholes and so on. Between the late 20th century and the early 21st century, cases of commercial banks occur one after another, which has aroused the concern of the domestic financial senior management. The state has promulgated a series of commercial bank papesr to supervise the operational risk. The domestic financial community has just started to control and manage operational risks, and the technology of risk control and management is relatively backward, which is a serious impediment to raise the level of risk management. Therefore, this operation of commercial banks to conduct risk assessment studies, it is helpful to sort out the theory of operational risk, rich operational risk assessment methods, has some theoretical significance; the other hand, operational risk assessment for the commercial bank provides valuable analytical thinking and modeling framework, has some practical value.In this paper systematic, scientific theories and methods of guidance, comprehensive use of the theory of systems engineering, decision theory and method, using statistical analysis, model analysis, Grey relational analysis and empirical analysis, operational risk of commercial banks was evaluated.This article from the external performance of operational risk and internal control two aspects of the commercial bank operational risk were evaluated. External performance of the loss event, this sort out in the event of loss, based on statistical analysis method using the loss data were analyzed and evaluated. Loss of data analysis concluded that the incident between banks in different regions, the exposure year and involved a certain amount of the distribution characteristics emerged, which helps commercial banks and regulators Shibieyinfa operational risk factors, leading to the adoption corresponding measures on the supervision and control of operational risk. From the perspective of internal control evaluation of operational risk, this gray relational analysis of gray correlation degree and was constructed of gray点ideal point evaluation model, the use of Grey on the ideal point for improvements In the extended ideal point model of the gray areas of application.This paper not only from the theoretical risk of commercial banks in operation were studied, using the model of the evaluation model was constructed, but also an empirical study using the model. From the 14 listed commercial banks in China has selected 12 banks in the empirical analysis, which indicates that listed commercial banks currently operating in China's internal risk controls, in this based on the proposed commercial banks to improve the level of operational risk measures and internal control recommendations.