Empirical Analysis on Operational Risk of China’s Listed Commercial Banks Based on Income Model

摘要：

In recent years, the loss of commercial banks in China caused by a lack of operational risk management is shocking, which poses a severe challenge to commercial banks operational risk management. This paper builds an income model and adopts the coefficient of variation to measure the operational risks of 8 listed commercial banks by using data of these commercial banks from 2001 to 2010. Using data regression analysis, the article gets absolute value and relative value of commercial banks’ operational risk, and then points out some corresponding countermeasures, in order to improve China’s commercial bank operation risk management level.

关键词： commercial bank operational risk income model

作者: XIE Qun ZHOU Lan YUN Xiaozhe

作者单位: School of Economics & Management, Beijing Information Science & Technology University,Beijing, China School of Economics & Management, Beijing Information Science & Technology University, Beijing, Chin

会议类型: 国际会议

会议名称: The 4th (2012) International Conference on Financial Risk and Corporate Finance Management(第四届(2012)金融风险与公司金融国际研讨会 FRCFM)

会议地点: 大连

会议语种:英文

页码: 181-187

在线出版日期: 2012-07-07（万方平台首次上网日期，不代表论文的发表时间）