关键词: 商业银行 , 操作风险 , 统计测量 , 系统性结论

Abstract: Through several years of exploration and practice, in the use of statistical measurement principles and risk management philosophy, this paper attempted to demonstrate a method to resolve the lack of data in Basel Committee on Banking Supervision operational risk advanced measurement method, infer the overall risk profile of commercial banks, and draw conclusions on the level of systemic risk of the enterprise groups, through the sample survey of tens of thousands of commercial bank branches operational risk events This method solved the problem of Basel Committee Operational Risk Advanced Measurement Approach which disjointed the operational risk management and internal control of commercial banks, and made up for internal audit theory which failed to provide inspectors a method using several points in order to deduce an overall systematic conclusion

Key words:  commercial banks , operational risk , statistical measurement , systematic conclusions