| 金融风险新领域:操作风险度量与管理研究 |
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| 引用本文： | 周效东,汤书昆.金融风险新领域:操作风险度量与管理研究[J].中国软科学,2003(12):38-42. |
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| 作者姓名： | 周效东 汤书昆 |
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| 作者单位： | 中国科学技术大学,商学院,安徽,合肥,230052 |
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| 基金项目： | 广东省自然科学基金"金融风险管理及其定量方法"(970844) |
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| 摘 要： | 操作风险正日益成为全球银行业风险管理的重要研究领域,其特点是风险发生的频率低但损失却往往巨大。损失分布具有鲜明的肥尾性。本文通过对操作风险的度量和管理方法、模型应用等进行分析,认为银行应该加强对操作风险的管理并配置一定水平的资本金以防范风险。
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| 关 键 词： | 金融风险 操作风险 银行业 风险管理 度量 |
| 文章编号： | 1002-9753(2003)12-0038-05 |
| 修稿时间： | 2003年7月8日 |
New Field in Financial Risk: Study on Measurement and Management of Operational Risk |
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| ZHOU Xiao-dong,TANG Shu-kun.New Field in Financial Risk: Study on Measurement and Management of Operational Risk[J].China Soft Science,2003(12):38-42. |
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| Authors: | ZHOU Xiao-dong TANG Shu-kun |
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| Abstract: | Operational risk is just turning into the important research interest in risk management of world banking system. The characteristic of operational risk is that the risk occurred in low frequency but with high losses. And the loss distribution is brilliant fat-tailed. This article thinks that banks should strengthen operational risk management and allocate certain amount of capital in order to keep away the risk after analyzing the means of measurement and management of operational risk and the model application. |
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| Keywords: | operational risk measurement management |
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