Page 118 - 作業風險管理－新巴塞爾資本協定下之應用

>>> 作業風險管理－新巴塞爾資本協定下之應用

6
0.89% 10.86% 61.10% 7.22% 3.92% 3.15% 2.35% 6.91% 3.59%
5 100.00%
423 5,132 28,882 3,414 1,852 1,490 1,109 3,268 1,699 47,269

0.00% 0.02% 0.73% 0.07% 0.01% 0.01% 0.02% 0.06% 0.08% 0.99%
3#$
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2 8 347 32 3 5 8 26 36 467 Summary of the Data Collected”, P8.

0.45% 9.74% 2.14% 2.82% 2.92% 1.77% 3.75% 0.29%
1 1 .19% 35.07%
, %- ./012
214 4,603 5,289 1,012 1,334 1,381 837 1,773 135 16,578

0.07%
0.02% 0.34% 0.10% 0.17% 0.03% 0.1 1 % 0.01% 1.14%
()*+ 0.29%
%&'
8 137 163 47 82 32 16 50 6 541

! " #$ 0.03% 0.07% 1.10% 0.1 1 % 0.02% 0.02% 0.01% 0.01% 0.03% 1.40%
16 33 520 50 9 8 6 7 13 662
0.06% 0.28% 1.14% 0.1 1 % 7.17% 2.5%~5%

73 0.04% 101 0.02% 2,063 36.19% 82 3.81% 54 0.68% 19 0.03% 39 0.09% 794 0.04% 803 1.31% 4,028 42.39%
0.23%
0.15%
4.50%
0.65%
0.05%

73 0.15% 108 0.21% 2,125 4.36% 308 0.17% 25 0.1 1 % 27 0.04% 131 0.08% 539 1.68% 54 1.70% 3,390 8.52% 5%~10%

)
17 20 0.04% 95 47 0.01% 17,107 1,268 2.68% 1,799 84 0.18% 322 23 0.05% 15 3 0.01% 44 28 0.06% 20 59 0.12% 617 35 0.07% 20,039 1,564 3.31% 10%~20%

20%
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The Basel Committee on Banking Supervision, March 14 2003, “The 2002 Loss Data Collection Exercise for Operational Risk
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>>> 104