商业银行操作风险管理之时间特征探究.docVIP

商业银行操作风险管理之时间特征探究中图分类号：F830 文献标识：A 文章编号：1009-4202（2011）12-048-03 摘 要 信用风险和市场风险，操作风险的定义、分类、计量和管理均存在大量的难点，且由于对操作风险的研究起步较晚，更重要的是因为操作风险本身相当复杂，而其中操作风险的时间特征又是一个值得关注但常常被忽视的重要问题。因此，通过对商业银行操作风险时间特征的研究，以其时间特征为突破口，探索操作风险发生的根源，借鉴国际经验，建立完整的操作风险管理体系，形成有效的风险预警和决策支持机制，用相应的策略、方法、程序来控制或降低风险，并根据整个风险状况和风险承担能力来及时调整操作风险政策 关键词 操作风险管理 时间特征 持续时间 风险损失 市场风险 内部损失 I. Current Situation of Operation Risk in Commercial Bank in China The essence of the risk management is to constrain the risk within a bearable limit，on which the maximized volume is based. It’s just like weaving the fishing net. If the hole of the net is too large，the wanted fish may escape；otherwise，the wanted and unwanted may be mixed together，thus，the fishing net may be overloaded to break. Therefore，a proper size of the hole is the key to successfully catch the wanted fish. Defects in the risk management can be compared to the holes with improper size，unable to accomplish the expected purposes. Seen from the current situation domestically，defects in the risk management can be commonly found in all the commercial banks，mainly representing as wrong concepts，imperfect framework and single method of operation risk management. These defects are the reasons why huge frauds frequently happened，high officers fell from a house and financial crimes still occurred. As an ancient saying goes，“A small leak will sink a great ship.” Defects in the operation risk management，to some degree，have become a “small leak” that cannot be ignored but needed to be repaired in the “great ship” of risk management in the domestic banking industry. （I）Wrong Concept of Operation Risk Management The so-called “concept of risk management” means the concept to guide the risk management. Therefore，the recognition of the risk determines the concept of the risk management. One-sided and wrong recognitions can only form the wrong concept of the risk management in the domestic banking industry，mainly representing in the following four aspects： 1．F