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Abstract：
Banks face many intangible hazards that are difficult to calculate. Strategic risk is one of the most critical factors affecting a bank\'s profitability, financial strength, and commercial success. The impact of risk on profit may be insignificant in the short term. Still, it may become highly significant in the medium and long term, with the potential to cause substantial financial losses and impair bank stability. Hence, strategic risk management is an important endeavor that must be carried out according to the rules set out under the Basel II framework. Analysis of strategic risk is a relatively new research enterprise. The current literature addresses the need to manage this risk and links it to the concept of economic capital, the amount of capital that a company should hold to survive such a risk. However, an action plan has yet to be produced. This paper attempts to address this gap by providing a mathematical analysis of the probability and effect of different strategic risk factors. Specifically, we develop a methodology for calculating a metric of strategic risk in terms of a bank\'s risk assets. Furthermore, we suggest a way of integrating this metric into the calculation of the capital adequacy ratio.
摘要：
银行面临许多难以计算的无形风险。战略风险是影响银行盈利能力的最关键因素之一,财政实力,商业上的成功。短期内风险对利润的影响可能不大。尽管如此，从中长期来看，它可能变得非常重要，有可能造成巨大的财务损失和损害银行稳定性。因此，战略风险管理是一项重要的工作，必须按照新巴塞尔协议框架下的规则进行。战略风险分析是一个相对较新的研究企业。当前的文献解决了管理这种风险的需要，并将其与经济资本的概念联系起来，一家公司为承受这种风险而应该持有的资本数额。然而,尚未制定行动计划。本文试图通过对不同战略风险因素的概率和影响进行数学分析来解决这一差距。具体来说,我们开发了一种方法来计算银行风险资产的战略风险指标。此外，我们提出了一种将这一指标纳入资本充足率计算的方法。
