A Study On Operational Risk Management Of Chinese Commercial Bank

With financial deregulation, globalization of business, accelerating the pace of financial innovation and rapid development of information technology, commercial banks have increased the trend of operational risk. International banking and regulatory authorities increased emphasis on operational risk management. With the increasing emphasis on China's commercial banks operating risk, operational risk identification, measurement and management, a major breakthrough, operational risk management system is also continually improving, the management system progressive rationalization of scientific and management so that operational risk can be effectively controlled to minimize the loss. Therefore, this paper study for operational risk in Chinese commercial banks has some theoretical and practical significance.The first set of commercial banks in China causes of operational risk, and do a thorough risk analysis of the causes of this article based on the Chinese commercial bank risk management analysis and discussion of operational risk from our commercial bank risk characteristics and risks, and operational risk caused by the loss of case studies to explore a more suitable control of our operational risk management system. Entered a Chinese commercial bank operational risk management framework of the study, elaborated on the new BaselⅡframework for operational risk management, and China's commercial banks manage operational risk quantification methods studied, the use of extreme value theory, China's commercial banks operational risk loss data, an empirical analysis.At the end of this paper, Extreme value theory under empirical analysis concludes that China's commercial banks for operational risk management there are many misunderstandings and shortcomings, and measurement deficiencies, Establish clear operational risk management policies, Clear division of risk management framework, Increase primary-level auditing and supervision and management, China's commercial banks for operational risk management approach.