A Study On Credit Operational Risk Of China’s Listed Commercial Banks

As a consequence of the development of social and economic, commercial banks has been played an increasingly important role in our country. Assets of listed commercial banks accounted for more than 90% of the total size of the all, credit business is also the most core and traditional business in listed commercial banks. Although credit operational risk is affected by several external factors, but the underlying causes are most important, what’s more, increasingly more complex risk factors should be faced with. With respect to market risk and credit risk, operational risk still on the rise. The study on credit operational risk of China’s listed commercial banks gets great significance to improve competition, establish brand image and protect the interests of investors.In the paper, listed commercial banks are the target of the study. The writer collected plenty of literature materials and research results about listed commercial banks credit operational risk management, combining economy and management knowledge points, and describes the basic theories of the credit operational risk, which include the overview of China’s listed commercial banks, credit risk theory, credit operational risk theory as so as the relationship between credit risk and the one between market risk. The happening for the credit operational risk of listed commercial bank can describe to The Externality Theory, Bounded Rationality, and The principle of asymmetric information in the economy area.In this article, for their risk profile, the listed commercial bank credit operational risk cases samples are summarized and analyzed. In the identification section of listed commercial bank credit operational risk, the sources of credit operational risk can be clarified by internal fraud, external fraud, product designing, trading system interrupted and executive delivery process management. Risk identification index system has also been established, using specific cases of China’s listed commercial banks to carry out empirical testing. The writer takes PEST analysis according to the environment of listed commercial banks and proposes to the factors of influence such as political, economic, cultural, technical and other aspects of the elements. This article introduces some operational risk measurement which has put f by The new Basel capital accord, and finally chooses Revenue Model that is most fit for china’s listed commercial banking, throughing comparatively the different measurement methods and combining with the practical realities of the measurement and management for credit operational risk in our country, and ultimately selected the revenue model as the basis of measurement. The empirical results show that:the level of China’s listed commercial banks operational risk within the controllable range. By respectively measuring and comparatively analyzing of the three categories commercial bank, the results show that:joint-stock commercial bank’s operational risk is greater than the state-owned banks, state-owned banks is greater than the city commercial banks.Therefore, on the basis of the research conclusions the writer gives several recommendations as follows:Firstly, risk management culture should be spread; Secondly, enhance human resources; Thirdly, choose target customers. The writer hopes to continue this research in the future.