Research On The Operational Risk Of Commercial Bank In China Based Basel Capital Accord Ⅱ

Risk management is the eternal theme of commercial banks, which are fundamental to a bank achieve sound operation. Operational risk is one of the oldest risks faced by banks, but did not get the attention they deserved for a long time. Since the1990s, operational risk have initiated to financial major events frequently and caused huge economic losses, which made the traditional risk receive more and more attention from international banking industry and the supervision departments. On June26,2004, the Basel Committee on Banking Supervision issued "Basel Capital Accord Ⅱ", in which operational risk were clearly defined and were included in the areas of bank capital regulation for the first time, making it one of the most important risks banks face. Chinese commercial banks concerning about operational risk was relatively late and Compared with the foreign banks, the level of theory of operational risk is backward. In practice, Chinese commercial banks face a grim situation. Therefore, there is important theoretical and practical significance to find a way of strengthening operational risk management of Chinese commercial banks."Basel Capital Accord Ⅱ" is the authority files about operational risk management standards. It is the focus of the thesis to research a way of strengthening operational risk management of Chinese commercial banks in accordance with the principles and provisions of "Basel Capital Accord II". Firstly, this thesis reviews the process of " Basel Capital Accord II " formally incorporating in the operational risk,and then according to the relevant principles and provisions of " Basel Capital Accord II", it analyzes and understands the definition, classification, characteristic of operational risk. Secondly, combined with the example of Bank Of American, it analyzes operational risk management organizational structure and management frameworks of large international banks advanced. Thirdly, the thesis analyzes the status of Chinese commercial banks operational risk management, in which not only describes the progress made in recent years, but also analyzes combined with data the grim situation Chinese commercial banks are facing. Then, it unifies typical cases to analyze the causes of Chinese commercial banks operational risk. Finally, on the basis of the relevant principles of "Basel Capital Accord II", learning from international experience advanced, in close connection with the reality of our country, it put forward some recommendations how to strengthen operational risk management of commercial banks in China.