关键风险指标在风险管理中的应用.doc

论关键风险指标法在风险管理中的应用
摘要:一直以来,风险管理就广泛重视,科学有效的风险管理一方面可以保证金融机构健康、持续地运行,另一方面可以降低防范风险的资金成本,提高竞争力。巴塞尔新资本协议把操作风险、信用风险和市场风险一并纳入对金融机构的监管框架,既是近年来国际金融界日益注重操作风险管理的制度体现,同时也是从全面风险管理和保持银行体系稳定的角度对操作风险管理的新要求。因此,如何有效构建和运用关键风险指标是当前金融机构面临的一个难题,也是我国实施新资本协议过程中遇到的重大挑战之一。关键风险指标是金融机构管理自身风险最重要的工具之一。本文以操作风险管理为例,结合监管要求,详细分析了关键风险指标法的定义、基本步骤及作用,继而对如何构建这一管理工具提出了思路,并给出了有效关键风险指标的来源和特征。即使金融监管部门能够建立有效的风险管理指标体系,但是在使用中仍会出现一些问题。文章最后对这一方法会出现的问题和局限性进行了简要分析,对于日后的改进与完善提出了建设性的意见。
关键词:操作风险,风险管理,关键风险指标,金融机构
Abstract: Risk management is always regarded as an important task financial institutions. The scientific and effective risk management can not only make them run persistently and stably, but also reduce funding cost to withstand the loss of risk and enhance petition. Presently, there are mainly three kinds of risk faced by financial institutions: credit risk, market risk and operational risk. However, credit risk and market risk have been paid much more attention tothan operational risk, which is ing more and more serious in recent years. In June 2004, mittee promulgated the New Basel Capital Accord formally, which requires banks taking operational risk into account when calculating the economic capital. As a result, the research on measuring and managing operational risk has its special importance in China. In this article, I will take the operational risk management as the bine with the regulatory principles and intr