Estimating Operational Risk of China''''s Commercial Bank Sector via Monte Carlo Simiulation
我国银行业操作风险的蒙特卡罗模拟估计

Using the loss events we collected from the public media, we established the distributions of loss frequency and loss amounts, and estimate the quantiles of operational risk loss under different levels. Our approach makes it is possible to compute the regulatory capital of operational risk for China's commercial bank sector.