操作风险高级计量法国际监管规则的进展和启示
发布时间：2019-01-14 07:16
【摘要】：近年来,全球越来越多的商业银行开始实施操作风险高级计量法,美国、澳大利亚等国和巴塞尔银行监管委员会等监管部门对操作风险高级计量法的监管都进行了积极的探索。巴塞尔银行监管委员会于2011年7月发布的《操作风险高级计量法监管指引》,在总结和比较各国银行实践经验的基础上,提出了原则性的监管要求。本文从操作风险管理框架和治理、四类数据元素及应用、高级法建模等方面总结了国际监管规则的最新进展,并提出对我国商业银行实施操作风险高级计量法的若干启示。
[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.
【作者单位】： 交通银行风险管理部;交通银行风险部;
【分类号】：F831;F224
[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.
【作者单位】： 交通银行风险管理部;交通银行风险部;
【分类号】：F831;F224
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