The Empirical Study on Performance Model of Operational Risk Domination of National Commercial Bank:Based on Research Corner of EFA and CFA
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    Abstract:

    The Basel Accord has been entered the operational phrase, which not only improves the advancement of monetary auditing regulation, but also incurs the higher management request for monetary organization and auditing organization The New Basel Committee takes the management of operational risk as the center contents of banking industry and the management of operational risk has become the primary task for risk administration The establishment of measurement index system for management performance of operation risk is the prerequisite of defending it effectively according to the regulation of risk measure of the New Basel Committee The FA may provide valid and reasonable certification for measure index system, and also may find many actual problems about management of operational risk in Chinese commercial banking

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张同键,杨爱民,张成虎.国有商业银行操作风险控制绩效模型实证研究——基于探索性因子分析和验证性因子分析角度的检验[J].重庆大学学报社会科学版,2008,14(3):36~43

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