The Study On Economic Capital Management Of Operational Risk In Our Commercial Bank

This thesis analyzes the existing condition of operational risk in our commercial banks through case study, and estimates the economic capital of operational risk in our commercial banks based on data of a virtual bank after modifying the internal measurement approach of New Basel Agreement properly.Then this thesis analyzes difficulties on carrying out economic captial management of operational risk in our commercial banks. Aiming at these difficulties ,this thesis puts forward some advice on economic capital management of operational risk such as changing the relevant logos, selecting proper measurement methods and so on. This study is in conducted to provide an available operation clue for quantitative research of operational risk in our commercial banks, encourage our commercial banks to improve risk measurement approach, collocate corresponding capitals for operational risk, apply economic capital to operational risk management in our commercial banks effectively and enhance the ability of operational risk management roundly.