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操作风险内部损失数据积累研究
引用本文:李韵.操作风险内部损失数据积累研究[J].湖南环境生物职业技术学院学报,2009,15(4):62-65.
作者姓名:李韵
作者单位:浙江财经学院,中文系,浙江,杭州,310018
摘    要:操作风险内部损失数据的积累是一项基础性工作,务必经历长期和复杂的过程,需要详尽描述和记录损失事件发生的时间、部位、类型和损失程度,以准确计算操作风险的资本要求,当前这项工作具有相当的紧迫性.以《巴塞尔新资本协议》关于数据要求入手,分析了当前我国银行操作风险内部损失数据积累存在的问题,提出了操作风险内部损失数据的积累标准.表2,参6.

关 键 词:操作风险  损失数据  积累标准

Study on the Internal Loss Data Accumulation of Operational Risk
LI Yun.Study on the Internal Loss Data Accumulation of Operational Risk[J].JOurnal of Hunan Environment Biological Polytechnic,2009,15(4):62-65.
Authors:LI Yun
Institution:LI Yun (Department of Chinese Literature, Zhejiang University of Finance & Economics, Hangzhou 310018, China)
Abstract:The accumulation of internal loss data of operational risk is a basic work, which experienced a long - term and complicated process. It need describe and record the time,location,type and loss degree of the loss event in detail to calculate capital requirement of operational risk accurately. This work has a considerable urgency at present. Based on the data requirements by The New Basel Capital Accord, this paper analyzed the current existing problems of the internal loss data accumulation of operational risk in Chinese banks and proposed the accumulation standard of it. 2tabs. ,6refs.
Keywords:operational risk  loss data  accumulation standard
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