The State-Owned Commercial Bank Operational Risk Control

In 2008, Societe Generale, which was famous for its Strict risk control Occurred huge operational risk, made a warning of attention on operational risk to Banking and Regulatory authorities again. Throughout the domestic banking sector on research and practice of operational risk is still relatively backward, while opening up China's banking industry that the WTO has required, China's banking industry will introduce a higher operational risk control requirements. State-owned banks plays an important role in China's banking industry and plays a vital role in our economy, therefore the state-owned banks operational risk control has a great significance in the real circumstances.This article centers on the theme of"state-owned banks operational risk control,"from the qualitative and quantitative aspects of analysis, we will put forward to promote and improve the basic ideas and measures about the state-owned banks risk control. Firstly, this article analyzes and evaluates the background, status, deficiencies and significance of state-owned banks operational risk control, so as to build a starting point for operational risk control. Secondly, this article reviews the contents of state-owned banks operational risk control including operational risk content, operational risk categories, operational risk control theory. On this basis, using descriptive statistical analysis of empirical methods to compare state-owned banks with other commercial banks, foreign banks in different operational risk, so as to sum up the major problems with state-owned banks control operational risk. At the same time using the Basel II advanced measurement method--Loss Distribution Approach to analyze state-owned banks Operational Risk and between the state-owned banks operating risk frequency and intensity of graphics and overall commercial banks operating in operational risk distribution in some differences. In the full account of lack of the State-owned banks operating risk data, using mathematics Mengkateluo simulation method can get a large number of simulating operational risk losses value, and we compares losses value with actual operational risk losses probability distribution graph to find that the losses value are well simulated operational risk losses of intensity probability map, to estimate the confidence intervals of different operational risk VaR value. Thirdly, base on empirical analysis, we can provide a complete set of state-owned banks operational risk control countermeasures.