摘要鉴于银行操作风险日趋猖獗及其对金融系统的巨大危害，巴赛尔银行监管委员会（BaselCommitteeofBankingSupervision，BCBS）于2004年6月26日将操作风险监管写入《资本计量和资本标准的国际协议：修订框架》(即新巴塞尔协议)。本文在综述国内外关于商业银行操作风险及其计量方法研究成果的基础上，针对中国工商银行，以实证分析和规范分析为主的研究方法，对中国工商银行的操作风险程度进行估计。主要目的是通过测定和评价中国工商银行的操作风险程度，分析类似中国工商银行这样的国有控股商业银行产生操作风险的类型，揭示导致这些风险的深层次原因，并按照新巴塞尔协议框架和结合中国金融市场环境，提出有效控制操作风险的对策和建议。【关键词】中国工商银行操作风险收入模型IAbstractAsaresponsetothefrequentlyhappenedbankoperationalriskanditsdevastatingimpacttothefinancialfield,TheBaselCommitteeonBankingSupervision(BCBS)issuedoperationalrisk(OR)managementinits“TheNewBaselCapitalAccord”(BaselII)inJuly26th,2004．BasedonthereviewofresearchresultsofORmeasurementfromdomesticandforeigncommercialbanks,thispaperestimatestheextentofORinICBCusingempiricalandnormsanalysis.ThepurposeismainlytotestandevaluateORofICBC,andanalysisthetypeofORinstate-controlledcommercialbankswhichhavesimilarsituationslikeICBC,andrevealsdeep-rootedreasonswhichcausedtheserisks.ThenwerecommendsomeeffectivesuggestionsofORcontrolinaccordancewiththeframeworkofBaselIIandthefinancialmarketenvironmentinChina.KeyWordsindustrialandcommercialbankofchina（ICBC）operationalriskincomemodelII目录摘要..........................................................................................................................IAbstract......................................................................................................................II第1章绪论............................................................................................................11.1选题背景介绍...............................................................................................11.2研究目的及意义............................................................................................21.2.1研究目的.....................................................................................................21.2.2研究意义..............................................................................................21.2.3研究方法..............................................................................................31.3国内外研究现状...........................................................................................31.3.1国外研究现状......................................................................................31.3.2国内研究现状......................................................................................4第2章操作风险概述................................................................................................62.1操作风险的定义............................................................................................62.2操作风险的分类及特点................................................................................62.2.1操作风险的分类..................................................................................62.2.2操作风险的特点..................................................................................82.3操作风险量化分析基础方法........................................................................92.3.1基本指标法........................
