| According to the New Basel Accord, the risks that commercial banks face can be generally summarized as market risk, credit risk and operational risk. Market risk and credit risk have attracted the attention of commercial banks long before. Up to now, there have been more mature risk management techniques., but there have been less study and attention to operational risk. According to the investigation of Basel Committee in 2001, there were five "without" in the management of operational risk of the global commercial banks:without uniform definition, without commonly accepted standard, without openly available database, without mature control technology and relevant software, and without enough attention from the local banks and supervision authorities.With the faster economic and finanace globalization and continuous expandation of banking businesses scope and scale,the perplexity extent of commercial banks's operation and management is also raising.A series of operational risk loss events which happened recent years and also shocked the international financial world manifest that operational risk that commercial banks face is intensifying and how to manage operational risk effectively has became one of the most popular topics in the financial operation circle and theory world. Operational risk has caused so many serious cases across the globe that Basel Committee stipulated in Basel II (June,2004)that the operational risk should be covered and a proportion of capital must be set aside for the purpose of its prevention.Some advanced foreign commercial banks have mastered some methods to manage operational risks at present.Compared with the advanced foreign commercial banks,the domestic commercial banks payed attention to operational risks more later.The level of management to operational risks is only elementary.The recognization to operational risks is not comprehensive or systematic.Neither the operational risk management recognization, the operational risk management skeleton,nor the operational risk management methods have many deficiencies.They have become the chief obstacles to the domestic commercial banks to manage operational risks.To study and manage operational risk have become more and more important with our country join WTO and banking entirely open up. Since the beginning of 2005, to the surprise of the banking, a series of serious incidences of monetary cases occurred, a lot of sum being involved. The operational risk has gained the attention from China's Banking Supervision Committee. The committee published a notification on strengthening the work of prevention of operational risk, in which the committee explicitly put forward the concept of operational risk.One of the most important method to manage operational risk is to dispose proper portion capital for operational risk,but the important prerequisite is to measure operational risk relatively accurate.The mainly measurement methods which are being used or researched by the commercial banks now includs BIA,BA,IMA,VAR,LDA,EVT,SCA,BBN ect.To introduce and comparely analyze these methods is a difficult problem and also a weight-bearing point in my dissertation.This dissertation first analyzes the concept and research necessity of operational risk to commercial banks.Based on this and my analysis,I set forth the measurement methods in detail.Then I analyzes how to use them in our internal commercial banks.Then I elaborately analyzes the characteristics and problems existed in our internal commercial banks.This part is the most valuable and significant in my dissertation,and it's also another weight-bearing point.At last,I suggest some referenceable onsultations associated with our internal commercial banks's present situation.I used comparing analysis method, quantitative analysis method with qualitative analysis method, documents reading method with investigation interview method in the writing process in order to let this dissertation to be more practical and scientific. |
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