Difficulty And Countermeasure Research On Measuring Operational Risk Of Commercial Bank In China

Operational risk incident happened frequently in China's commercial bank, what brings the tremendous loss to commercial bank. But operational risk management of China's commercial bank still at a low level, especially researching on operational risk measurement nearly was a piece of blank, what restricts the improvement of operational risk management quality of china's bank. Through learning advanced experience from the New Basel Capital Accord and understanding the advanced risk measurement practices in international financial circles, are helpful to China's banking thorough research on the risk measurement, thus enhance the operational risk management level at a whole, in order to reduce the operational risk loss.This paper begins with the importance of operational risk measurement. First introduces the related concept of operational risk measurement, as well as operational risk measurement principle, goal and method, thus to have a whole understanding of the operational risk measurement. Then analyzes the The New Basel Capital Accord recommended measuring methods and the correlation qualifications standard stipulation, as well as the measuring methods of the international financial circles usually use in current, what make lessons to our country. Then analyzes the present situation of operational risk measurement in China's commercial banks, and discusses the difficulty and reason of operational risk measurement in China's commercial banks from each measuring method serviceable to our country commercial bank angle. Finally this paper puts forward relative proposal regarding operational risk measurement consciousness, operational risk management frame, operational risk loss database, the reasonable choice and independent development operational risk measure model which to solve the difficulty of operational risk measurement.