The Research On Innovation Of Operational Risk Management Of Commercial Banks

Risk management ability is the core competitive ability of commercial banks. However, it is also the weakness of China commercial banks. The credit risk,the market risk and the operational risk usually are called the three big risks of commercial banks, especially the operational risk increasingly catches the attention of the academic circles and banking circles. Although our country's commercial banks already realized that the operational risk is more important and its significant hazardous nature, compared with the overseas commercial banks, our country still had a certain distance, like the data lacks, the management frame is imperfect, the strength of supervising and managing is not enough, the information disclosed question and so on, these problem need to make the improvement.This dissertation first elaborate the related theory on operational risk of the commercial banks: the connotation and characteristic of operational risk, the method of quantitative measurement and qualitative measurement of operational risk; Further elaborate the related theory on management of operational risk of commercial banks: the introduction of the three underpinning for the operational risk management in the Basel Agreement,the principle of operational risk management,the management frame; Afterwards carry on present situation analysis separately from the three aspects of commercial banks'inner risk management, risk supervising and managing, and the information disclosed, then proposes the improvement countermeasure.The empirical analysis mainly adopts some domestic loss data of operational risk, estimates the size of our country commercial bank on the operational risk by the loss distribution approach. Firstly makes the distribution fitting for the frequency and the loss amount of loss data, and tests the distribution, discovers the appropriate distribution, then simulates using the method of Monte Carlo, calculates one-year- loss amount distribution, estimates the size of the supervising and managing capital.As to the concrete application to the reform of operational risk management of the commercial banks, this article proposes some constructive countermeasure from the big direction, especially in the proposition for the whole management frame, has highlighted the loss database construction function.