The Research On Commercial Bank's Operational Risk Control Value Model Based On CSA

Operational risk management is a core part of modern commercial bank risk management. Under the background of world finance-economy integration, banking international competitiveness, risk management is increasingly becoming a forefront and a hot issue in the field of bank risk management in recent years. The international banking industry has promoted deep research on the theory and practice of operational risk management.However, to the national commercial banks in the transformation, operational risk management in domestic banks is in the early stage. The theoretical research, practical applications and regulation standardization in operational risk management lag far behind the credit risk management and market risk management. But with the development of China's banking industry, strengthening the operational risk management research, improving risk management completely is becoming a key issues for domestic commercial banks.Most of current academic research on operational risk has lasted the ideas and methods of credit risk and market risk, more emphasis on operational risk measurement model and construction management framework, less involve the internal control management. However, because of system missing or ineffective internal controls, internal and external fraud or other reasons, Operational risks continue to rise, reminding people reconsider the correlation between internal control and operational risk, weeding out operational risk at root by using internal control.This thesis starts the research of operational risk management from the perspective of internal control. First of all, it analyses the reason of why internal control becomes the first choice of prevent operation risk, then explain the internal control self-assessment method (CSA) in the role of operational risk management, then analyses the problems occur in application of the internal control self-assessment, pointing out the necessity of pre-constructing the internal control value model. By introducing the internal control value model, the new CSA approach make operational risk management more diverse, more efficient and Cost savings. Finally, an instance of self-assessment proved once again that the internal control self-assessment model has a strong supporting role to the CSA's application. This paper is more useful to enrich and add commercial banks operational risk management theory and methods, reduce commercial banks operational risk management operating cost, enhance the decision-making efficiency, it has an important theoretical and practical significance.