The Research On Operating Risk Of Chinese Commercial Bank And The Distribution Of Economic Capital

Operational risk is a commercial bank risk management process is one associated with the birth of banking business there. Operational risk doesn't belong to a new problem, but it appears in the new situation, almost all banking activities and operating risk. Especially in recent years, with the rapid development of information technology, banking scale and scope of business rapidly expanded, the banks operational risk is rising, due to improper operation and internal control failure or other reasons is a serious loss and even the event of failure frequently occurred.June 26, 2004, the Group of Ten central bank governors and bank regulatory authorities to hold the meeting, "The New Basel Accord" has appeared independently in the content of the agreement proposed the concept of operational risk and credit risk and , market risk, together constitute the bank's measurement of risk capital and regulatory framework. March 26, 2005 China Banking Regulatory Commission also issued an "increase efforts to prevent notification of operational risk", which fully proved that operational risk is becoming a major challenge facing commercial banks.This study is divided into three parts, Chapter 1, Introduction and Chapter 2 the theory is Part 1, which is the theoretical basis for this study. The part on this study background, purpose and significance were analyzed. Part 2 is Chapter 3 of the risk status of commercial bank in China, the part of the Commercial Bank of China the status of operational risk losses were analyzed, classification and statistics of the various types of operational risk of the occurrence, as the reality behind the study provides the basic. Chapter 4 Chapter 5 is the third part, the part in the previous theoretical analysis and practical basis, based on commercial banks operating in our country with the characteristics of the risk of loss of sub-step of the quantification of operational risk effectively, and in the operational risk quantitative study based on the effective allocation of capital to guard against the risk of commercial banks operating.