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摘要：本文是一篇风险管理留学范文。操作风险被定义为“内部流程、人员和系统的配备操作不足或外部事件不完善所造成的风险损失或失败。在过去的二十年里，金融市场中普遍存在的无能和欺诈已经造成了大规模的金融失败,如巴林银行、大和证券、爱尔兰联合银行、奥兰治县、安然公司，以及其他的人为和自然灾害,如“9·11事变”、“安德鲁和卡特里娜飓风”。因此,操作风险已经被认为比信贷危机和市场风险更为重要。

neatly into codified categories of credit, market and operational risks?”

6.2. Risk Decomposition

Cause-event-affect analysis facilitates the process of operational risk decomposition, which implies the following:

* Identification of various sources of operational risk factors.

* Measuring each factor's contribution to the operational risk pool.

* Comparing ex-post realized outcomes to ex-ante risks.

* Identifying the risks taken intentionally and those taken inadvertently.

6.5. Operational Risk and Basel II

Operational risk became part of that first draft of the consultative process from which emerged Basel II did the subject appear on the agenda for the majority of senior managements. In February 2003, the Basel Committee issued Sound Practices for the Management and Supervision of Operational Risk, in which it sought to provide guidance.

Under operational risk principle No. 5, Basel Committee guideline provides that pertinent operational risk information should be regularly reported to senior management and board of directors so that proactive actions can be initiated in good time.

The committee has rightly left it to each bank to decide on the periodically management reports should take into account the following areas:

* Internal financial, operational and compliance data.

* External market information on major events and conditions relevant for decision making purposes.

* Problem areas should be dealt with extensible.

* Timely corrective action on outstanding issues to be highlighted.

* Reports should reflect ‘sufficient higher level information' with a focus on material and strategic implications.

* Reporting of operational risk loss data should be on the basis of ‘date of discovery'

Under the Accord it is expected that reporting requirement must facilitate an appropriate assessment of the banks”

a) Risk Profile

b) Capital Profile

The report should be a handy guide for:

* Evaluation of risk level vis-à-vis capital level.

* Evaluation of sensitivity and reasonableness factored into capital charge computation.

* Determination of a bank's capital level.

* Assessment of future capital level keeping in view the bank's risk profile.

6.6. “Sound Practices” for Managing Operational Risk

For the operational risk management to be effective, it should be managed in an integrated manner and on an enterprise wide basis. Such an approach of operational risk management may be viewed as a TRIANGLE as shown below:

Basel Committee has evolved Ten Principles for effective management of operational risks by banks, with any eye on the need of clear lines of responsibility, segregation of duties, effective internal reporting, contingency planning and above all, supervision of activities by the bank's board and senior management (Guldimann 2003). These principles are mentioned in the next section.

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