The Main Measurement Approaches and their Comparison of Commercial Bank Operational Risk
The management of operational risk plays an increasingly prominent status in commercial banks operational management, while the measurement of operational risk is the premise to manage the operational risk effectively. There are several approaches to measure operational risks, mainly including Basic Indicator Approach, Standardized Approach, Internal Measurement Approach and Loss Distribution Approach. These approaches have different advantages and disadvantages, and are applied in different environment and conditions. Commercial banks should select appropriate approach according to its own business and risk features.
commercial bank operational risk risk measurement risk management
Man Shu
Economic and Management School of Wuhan University, Wuhan, 430072, China
国际会议
The Ninth Wuhan International Conference on E-Business(第九届武汉电子商务国际会议)
武汉
英文
1179-1183
2010-05-29(万方平台首次上网日期,不代表论文的发表时间)