Operational risk management of commercial bank of China based on the revenue model of the CAPM model

By using the revenue model of the CAPM model, the paper focuses on the data of Industrial Bank and Bank of NINGBO, for the estimation of operational risk. The revenue model can reflect the size of the operational risk. The significant positive effect on net profit leverage of the two banks by non-performing loan cannot be neglected. Negative operating result caused by operational risk can be measured by this model. In the end, the paper puts forward the following advices to improve the operational risk management: (1) Specific risk management strategies making; (2) The establishment of an independent risk management framework; (3) Raising the level of interest rate management; (4) Information disclosure system improving.