Title: An Empirical Analysis of Commercial Bank Operational Risk Based On the Income Model
Abstract: In the June of 1999, Basel Committee issued the new Basel Capital Accord.The committee put forward the Core Principles for effective banking supervision. Supervisors must be satisfied that banks have in place risk management policies and processes to identify, assess, monitor and control operational risk, credit risk and market risk. These policies and processes should be commensurate with the size and complexity of the bank. Furthermore, the quantification of operational risk is the core of banking risk management. This paper will focus on the income model of the top-down model, and select two domestic commercial banks to establish income models and carry out the empirical analysis of operational risk quantification. The conclusion is: the operational risk of state-owned commercial banks is more serious than that of others.
Publication Year: 2008
Publication Date: 2008-01-01
Language: en
Type: article
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