商业银行操作风险资本要求-金融学专业论文.docxVIP

6 6 gives the formula of operational risk capital requirement on condition that the losses distribution resulting from operational risk is normal distribution, and constructs the dependence structure of different operational risk with Copula function. Third, we discuss the application of all methods in commercial banks on the basis of frequency of loss and severity of loss. Different methods have different characters and applicability. Therefore, according the new Basel Accord, this paper proposes that commercial banks should calculate operational risk capital requirement in three steps. Fouth, this paper analyzes current situation and future development of Chinese commercial banks. And this paper proposes that Chinese ommercial banks should set out calculation of operational risk capital requirement in the classification of business lines and loss type, data collection, internal control, information disclosure, and so on. At last, according to “Sound Practices for the Management and Supervision of Operational Risk”, this paper investigates how commercial banks construct operational risk management framework. Moreover, through analyzing operational risk management of Chinese commercial banks, we advise that Chinese commercial banks should start their operational risk management in risk management culture, risk management organization pattern, risk management process, internal control institution and public disclosure institution of information to accelerate construction of Chinese commercial banks operational risk management framework. 【Key Words】: Commercial Banks New Capital Accord Operational Risk Risk Management Capital Requirement PAGE PAGE 1 山西财经大学 学位论文原创性声明 本人郑重声明：所呈交的学位论文，是本人在导师的指导下，独立进行研 究工作所取得的成果。除文中已经注明引用的内容外，本论文不包含任何其他 个人或集体已经发表或撰写过的作品成果。对本文的研究所做出重要贡献的个 人和集体，均已在文中以明确方式标明。本人完全意识到本申明的法律结果由 本人承担。 学位论文作者签名： 日期： 年 月 日 2 2 山西财经大学 学位论文版权使用授权书 本学位论文作者完全了解学校有关保管、使用学位论文的规定，同意学校 保留并向国家有关部门或机构送交论文的复印件和电子版，允许论文被查阅和 借阅。本人授权山西财经大学可以将本学位论文的全部或部分内容编入有关数 据库进行检索，可以