Study On Operation Risk Management Based On Fuzzy Comprehensive Evaluation

As well as our country speeds up in the financial globalization,the final time of pledging to foreign countries opening up moneymarket approaching day by day , our country's commercial bank is experiencing a stern test from operation risk. Therefore, the question of promptly controlling operational risk in our country's commercial bank relates advancement of our country's monetary system reform and our country's financial security, and has practical significance to advance operational risk management system and construct financial environmentThis thesis analysis and research management methods of the operation risk in the present field and the academic circles and the stipulation system of the Basel agreement.It discovers the insufficiency and illuses of these methods when they are applyed to manage our country's operation risk,and obtains conclusion - at present each method dosen't adapt China's condition,our country needs independently to develop a precise model to measure the operation risk of the financial organ. Considering some theory questions proposed by the Basel committee, and operation risk particularity - minority data and indefinite and the national condition,the auther proposes a set of new management method.Grey theory is a useful tool to process small sample data and uncertain information,while fuzzy theory is good at analyzing fuzzy concepts and information. This thesis has made the improvement to the fuzzy comprehensive evaluation based on the grey system theory and quantificates fuzzy factor in the operational risk with the Analytical Hierarchic Process. This mothed not only will be able to make up the insufficiency of fuzzy comprehensive evaluation and make scientific accurate judgment to each business agency's operation risk, but also will be calculated easily,easy to grasp by the superintendent of general financial organ.It has application value to the management of operation risk.