Based On The Monte Carlo-the AHP Method To Commercial Banks Operational Risk Management Research

Since2005, a series of events that shocked the world of commercial bank operation risk management has received unprecedented attention. 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 ill-uses of these methods when they are applied to manage our country’s operation risk and obtains conclusion-at present each method doesn’t adapt China’s condition, our country needs independently to develop a precise model to measure the operation risk of the financial organ. This paper uses analytic hierarchy process evaluation of operational risk by determining the index weights and qualitative factors membership, the main indicators consolidated evaluation to strengthen the evaluation process and the results convincing; through Monte Carlo analysis of the relative importance between the influencing factor degree quantify, weight analysis and calculation, so that the contribution of each factor clarity, attention focus on the the advantage factor analysis and processing, to avoid the error subjectively; either M onte Carlo-AHP solve the multi-target, multi-criteria evaluation system, relying on qualitative analysis and logical judgment without quantitative analysis is difficult to make an accurate analysis of the problem, and to analyze the extent of the weight of various factors in the system, overcome the use of maximum membership degree principle just consider the maximum degree of membership to more loss of information, or even come to the anomalous conclusion of shortcomings. The risk of the different business units based on the Monte Carlo-AHP method to sort based on its ranking has given a different degree of concern, to arrive at a set of new management methods, based on the establishment of an operational risk management framework, to achieve operational risk effective management.