The Measurement Analysis Of China's Listed Commerical Banks' Operational Risk Based On Income Model

Since the establishment of banking institutions,operational risk has followed,but at the outset,operational risk has not received much attention.However,since the economic crisis in 2008,the time of bank financial losses due to operational risk accidents has drawn increasing attention.In 2004,the Basel Accord included operational risk and the scope of operational risk was similarly expanded in the new Basel III.In the same year,the CBRC issued important documents in 2005 and 2007,prompting major banks to strengthen their emphasis on operational risk.Operational risk has become one of the contents of China's financial regulation.The spread of operational risk has gained international attention,which has also led academics both at home and abroad to increase its research.The main contents include the definition of operational risk,the empirical measurement of operational risk and the construction of operational risk management framework.This article is based on the income model to measure the operational risk of commercial banks,the first is to use theoretical research methods to define the concept of operational risk and its classification;and then analyze the current status of commercial banks and operational risk reasons for exploration Finally,using the income model,we select seven indicators that affect operational risk,such as the index of net profit,net interest spread,net interest margin,capital adequacy ratio,non-performing loan ratio,loan-to-deposit ratio and GDP growth rate.The indicators are classified,and net profit is interpreted variable,net interest spread,net interest margin,capital adequacy ratio,non-performing loan ratio,loan-to-deposit ratio and GDP growth rate as explanatory variables.Commercial banks in the test,according to the integrity of the data range and time-listed commercial banks,and to state-owned banks,national joint-stock commercial banks and city commercial banks to make a distinction.In the end,a total of 15 listed commercial banks were selected,including ICBC,Agricultural Bank of China,Bank of China,China Construction Bank,China Merchants Bank,Shanghai Pudong Development Bank,China CITIC Bank,China Everbright Bank,Huaxia Bank,Minsheng Bank,Ping An Bank,Industrial Bank,Bank of Beijing,Bank of Nanjing,Bank of Ningbo.Finally,a model is established,variables are selected,and the relationship between variables is obtained through regression analysis.At the end of the article,suggestions are put forward to strengthen bank operational risk management.