Research On Operational Risk Based On Adbc Guangxi Branch

Since the1990s, more and more global banks appeared the operational risk, the amount of loss and exposed and the impact on banks is very large, in2004,the Basel Committee on banking supervision added the operational risk into the risk control system, requiring banks to calculated the operational risk such as the credit risk and market risk. This paper first reviewed the bank operation risk and measure methods, and then research to use the empirical methods to measure the level of operational risk in ADBC Guangxi branch. The main purpose is to measure the level of operational risk of ADBC Guangxi branch, analysis of the current situation of operation risk management, want to find out the causes of risk, and puts forward the effective control on the operational risk countermeasures and suggestions. This paper firstly introduces the definition of operational risk and classification, requirements of the Basel Committee and the China Banking Regulatory Commission on operational risk management, and introduces the various models of operational risk measurement. Because the ADBC has not yet been established operational risk loss database, operational risk is difficult to measure. So, this paper chooses the top-down model in the basic index method and income method, summarizes the research experience of domestic and foreign scholars, select two models to measure the operational risk of ADBC Guangxi branch. Finally, analysis of operational risk of ADBC Guangxi branch and made some suggestions. This paper introduced the bank’s operational risk measurement methods from theory to practice, qualitative to quantitative, and combined the actual needs of domestic and foreign regulators, has a strong guiding significance and practical value.