Empirical analysis of bank operational risk management

被引:0
|
作者
Ye Lixin [1 ]
Wang Jing [1 ]
机构
[1] Nanjing Univ Sci & Technol, Sch Econ & Management, Nanjing 210014, Jiangsu, Peoples R China
关键词
commercial bank; operational risk; capital; risk management;
D O I
暂无
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
This paper utilizes the empirical research methods, proposes the measurement issue on operational risk and capital provided in Chinese Banking industry. This paper maintains the idea that the basic indicators and revenue model can be used to measure the operation risk in Chinese banking industry's. It also constructs a contrast between the empirical result and the actual result. Then it comes to the conclusion that it is feasible to apply measurement methods of operation risk based on the Basel agreement in our country.
引用
收藏
页码:63 / 68
页数:6
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