【摘要】：近年來,全球越來越多的商業(yè)銀行開始實施操作風險高級計量法,美國、澳大利亞等國和巴塞爾銀行監(jiān)管委員會等監(jiān)管部門對操作風險高級計量法的監(jiān)管都進行了積極的探索。巴塞爾銀行監(jiān)管委員會于2011年7月發(fā)布的《操作風險高級計量法監(jiān)管指引》,在總結(jié)和比較各國銀行實踐經(jīng)驗的基礎(chǔ)上,提出了原則性的監(jiān)管要求。本文從操作風險管理框架和治理、四類數(shù)據(jù)元素及應(yīng)用、高級法建模等方面總結(jié)了國際監(jiān)管規(guī)則的最新進展,并提出對我國商業(yè)銀行實施操作風險高級計量法的若干啟示。
[Abstract]:In recent years, more and more commercial banks around the world have begun to implement the operational risk Advanced Measurement Law, the United States, Australia and other countries and the Basel Committee on Banking Supervision and other regulatory authorities have been actively exploring the supervision of the operational risk high-level measurement law. On the basis of summarizing and comparing the practical experiences of banks in various countries, the Basel Committee on Banking Supervision issued the "operational risk Advanced Metrology" in July 2011, and put forward the principle of supervision requirements. This paper summarizes the latest development of international regulatory rules from the aspects of operational risk management framework and governance, four kinds of data elements and their applications, advanced method modeling, and puts forward some enlightenment to the implementation of advanced operational risk measurement law in Chinese commercial banks.
【作者單位】： 交通銀行風險管理部;交通銀行風險部;
【分類號】：F831;F224

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