With　rapid　development　of　the　popularity　of　computer　and　network　technology,　China＇s　e-commerce　has　been　rapidly　developed.　As　part　of　e-payment,　the　commercial　bank　of　e-commercial　security　has　been　pushed　to　the　limelight.　Therefore,　how　to　protect　e-commerce　payment　security　is　placed　in　front　of　the　important　issues　of　commercial　banks.　This　paper　has　analyzed　China＇s　commercial　banks　risk　situation　of　e-commerce　security;　established　a　commercial　bank＇s　e-banking　risk　management　framework;　measured　the　commercial　banks　operating　in　the　electronic　banking　risk　by　extreme　value　theory.　It　provided　a　theoretical　basis　for　Commercial　banks　to　against　operational　risk.