Research On Measurement Of China's Commercial Banks Operational Risk

The commercial banks of our country are going through a severe test of an operational risk. For the acceleration in the financial globalization process and the coming of the deadline for the opening of the financial market to the outside world to WTO promised by our country. With the diversity and complexity of the financial product , the possibilities of loss at the risk of performance for the business bank having broaden ,the financial venture consequently has taken place more frequently and the competitive power of bank has declined during the gradually financial open policy .therefore , researching on the operational risk in the business bank and the standard measure of quantization on financial risk applied in the international scale should be researched seriously .thus , what's the original purpose for selecting this topic the performative risk could be weighed with the abovementioned measure which can and performed effectively supervision and guard against the risk ,increase the international competition ability what is of significance for the stable development and operation of the finance in China .On the basis of the above-mentioned attitude, the definition, Characterization, distribution and measurement of the financial operation risk can be recognized, together with both the new and old accord of Basel Capital Agreement from the aspect of the current developmental trends around the world in this field in the Chapter One. In the Chapter Two, the basic category of financial risk is involved in, many acknowledged definitions are summarized by authorized organization and international financial industry, the feasibility and necessity of quantization on financial risk are put more emphasis on and analyzed. In Chapter three, some of the standard measure of quantization on financial risk are summed up ,which include the data of the bank on the market in China through the CAPM model figured out the bank with stock system in China ,then introduce the basic index approach and the standardized approach ,together with delving into internal measurement approach and loss distribution approach of the advanced metrological measurement through the typical cases ,then analysis the relations between the operational risk...