Measuring the Operational Risk of Domestic E-Banking

E-banking has become an important innovation to bank industry. Although it has some peculiar advantages, it also has some inevitable risks. For domestic e-banks, the most important risk is operational risk. We analyze the situation of operational risk of domestic e-banks, and with the small loss data sample, use the two-stage method to combine statistic methods and peak-over-threshold method to simulate the annual operational loss of domestic e-banks. Give a reference to answer the question that how much the operational risk of domestic e-banks is.