The Research On Operational And Management Risk Of Commercial Banks

Since the20th century, The world within the scope of commercial bank operation risk events occur frequently, Bring huge losses to the bank. This makes the Banks and regulators have recognized the importance of strengthening operation risk management. Bring huge losses to the bank. At present, the banking operation risk has become one of the three risks, The new Basel capital agreement provides the operation risk will be officially into the regulatory minimum regulatory capital requirements. In recent years, along with our country banking operational risk events, At the same time also brought negative impact to the banking industry. Therefore, improve the level of banking operational risk management in our country, Establish risk measurement model suitable to China’s banking industry, Perfect operational risk management system, becomes an important problem urgently to be solved in our country commercial bank. In this situation, This paper focuses on using the fault tree to our country commercial bank operation risk to effectively identify, And using the revenue model CAPM model, measured the six the operation risk of commercial Banks in our country, Thus put forward to improve our country commercial bank operation risk management level of the related countermeasures and Suggestions.This paper systematically expounds the domestic and foreign literature about the recognition, measurement and management of operational risk control theory of related research, According to the new Basel capital agreement defines the operation risk of the definition, classification, on this basis, Combined with the characteristics of operational risks in commercial bank in China, Put forward the definition and classification standard of our country commercial bank operation risk, On the basis of internal control theory elaborated the related characteristics of operational risk, On the basis of comprehensive risk management theory illustrates the bank risk management is not only confined to the traditional credit risk management, Notice the operational risk management, Through the collection of operational risk cases in recent years, Analysis of the current situation of our country commercial bank operation risk, Instates the operational risks in commercial Banks in China are widespread, And banking operational risk loss is bigger, A collection of2005-2011191operational risks in commercial Banks operating risk events, Analyzed from different angles, To our country commercial bank operation risk events have a comprehensive understanding, From the statistical analysis to understand some characteristics of our country commercial bank operation risk.. And from two aspects of internal factors and external factors to analysis the cause of our country commercial bank operation risk management., By using fault tree analysis method for the analysis of operation risk identification, Allowing employees to irregularities and senior executives of financial fraud is the principal cause of our country commercial bank operation risk.. The revenue model method in using CAPM model, With six listed Banks as the research object, Divided into two groups, Analyze and compare different operation risk of commercial Banks, Thus it is concluded that operational risks in commercial Banks in China are widespread, And state-controlled Banks operational risk is greater than the joint-stock Banks.In the end, By identifying and measuring operational risks in commercial Banks in China, According to the causes of operational risk analysis, Put forward the establishing perfect operational risk management system, Establishing perfect operational risk loss reserve accounts and database and Operational risk combining internal control and external supervision, Three aspects to improve the level of our country commercial bank operation risk management countermeasures and Suggestions.