我国商业银行操作风险实证的分析.pdfVIP

Abstract Witll the opening and globalization of banking and complex in bank business， the degree of 0R financial institutions face becomes higher and higher．Although financial institutions．especially banks，operates in such all environment fuU of increasing operational risks；its importance has not been fully recognized by bankers and regulators until a series of severe and fatal operational loss events in international industry since 1 990s．And now,0R iS the foeLlS for a11 practitioners and researchers． Based on the review of research results of OR measurement from domestic and forei朗commercial banks，this paper first gathers the financial data of two stated．owned commercial banks and seven ioint．stock commercial banks during the period from 2000 to 2008 as sample data,uses empirical and norms analysis，adopts revenBe model which belongs to CAPM model．in order to estimate the extent ofOR in our commercial banks．The main purpose iS to test and evaluate OR of our commercial banks，know the status of0R in china，and reveals reasons both in micro and macro．Then we recommend some effective suggestions of OR control in accordance with the financial market environment in China． Based on the seriously study above，we have found the following important conclusions：讹ether the state．owned commercial banks，or ioint—bank commercial bank．their net profit ale influenced by its non—performing loan rate and macroeconomic environment．Because the degree of Intermediary Business in commercial banks becomes higher and banks ale iust listed lately,the affections of stock market and rate are not obvious． Based on the above findings of the study,this paper proposes the following four policy recommendations： First， a risk management framework， rationalize organizational structures；Second，establishing the correct risk management concept， creating the risk of advanced culture；Tllird．strengthen independent product safety design and process safety management design；Fourth，promote technological innova