The Rsearch On China's Rural Credit Cooperatives Operational Risk Assessment And Control

In 2006, the Basel committee in the new Basel capital accord will be operational risk into the capital adequacy regulatory framework, to cause the attention of operational risk at home and abroad. As in 2012, the China banking regulatory commission issued a "commercial bank capital management approach (trial)", Increases the risk of commercial Banks operation concern and attention. Relative of rural credit cooperatives in China commercial Banks operating risk control is slightly deficient. So should be combined with China's rural credit cooperatives of macro and micro environment of operational risk, Choose suitable for China's rural credit cooperatives operational risk control method To improve China's rural credit cooperatives operational risk management has important significance..In China's rural credit cooperatives operational risk as the research subject. In operational risk definition, operation risk classification and the characteristics and process theory, the internal control theory, the theory of liquidity risk premium and the VaR measurement method based on this, Rural credit cooperatives in China to study the operation risk management and control. Rural credit cooperatives in China to study the operation risk management and control. According to our country's rural credit cooperatives development present situation and genesis of rural credit cooperatives operating risk analysis, This paper expounds the development course of rural credit cooperatives, rural credit cooperatives operating risk present situation, the operation risk characteristics of rural credit cooperatives, rural credit cooperatives of macro and micro operation risk factors. Through the media, newspapers and magazines published, website collection, website query methods such as query to all searchable on China's rural credit cooperatives operational risk cases. Sorting out the rural credit cooperatives in China from 1989 to 1989, the time span for 25 years a total of 275 pieces of operation risk case. Risk of rural credit cooperatives operating case of time, event type, distribution, region distribution, amount distribution is analyzed.Based on the empirical analysis using the monte carlo model, calculated value at risk VaR, think that China's rural credit cooperatives operating risk. According to our country's internal environment and external environment of rural credit cooperatives, rural credit cooperatives management environment construction, staff management of rural credit cooperatives, Improve the rural credit cooperatives external regulations, improve the rural credit cooperatives Suggestions external regulatory constraints, Improve China's rural credit cooperatives operational risk management, reduce operating risk events occur.