Measurement and Comparison of Operational Risk under the New Basel Capital Accord

机译：新巴塞尔资本协议下的操作风险计量与比较

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New Basel Accord gave a new definition for operational risk. Under the "Commercial Bank Guidelines for Measurement of operational risk regulatory capital" and also according to their characteristics, China's commercial banks should choose a proper method among standardised approach, surrogate standardised approach or the Advanced Measurement Approach for operational risk measurement and monitoring.

机译：《新巴塞尔协议》为操作风险提供了新的定义。根据《商业银行操作风险监管资本计量指引》，并根据其特点，中国的商业银行应在标准化方法，替代标准化方法或高级计量方法中选择适当的方法进行操作风险计量和监测。

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《2011 Fourth International Conference on Business Intelligence and Financial Engineering》|2011年|p.471-474|共4页
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作者
Deng XiaoXia; Yang XiaoYun;
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正文语种
中图分类金融、银行;
关键词
New Basel Accord; Operational Risk; the Advanced Measurement Approach; the standardised approach;

机译：新巴塞尔协议;操作风险;高级计量方法;标准化方法;

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Measurement and Comparison of Operational Risk under the New Basel Capital Accord

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