基于AHP-FUZZY的A商业银行操作风险评价研究
发布时间：2018-09-06 10:30
【摘要】：A银行前身是A省10家城市商业银行整合而成,于2007年正式成立。A银行在风险管控经验还有待提升,特别是在操作风险上的重视和研究是最近几年才开始的,其还属于起步阶段,是制约A银行风险管理水平的重要因素之一。因此A银行应对操作风险因素进行识别和评估,发现不良因素加以改善,促进A银行风险管理水平提升,减少风险发生概率,降低风险造成的损失。 本文主要对商业银行风险以及银行操作风险相关理论进行研究,依据A银行操作风险现有的事件和管理影响因素进行分析,据此建立相应的指标体系；根据A银行LYG分行进行实践分析,在分析后提出相应的分析结果以及操作风险规避措施。 首先笔者提供了一个理论联系实际的思路,针对A银行操作风险管理中实际的问题,提出解决方案,并选取其中一个分行进行实践分析,使理论模型运用到实际操作风险评估中。然后总结得到适合A银行操作风险管理评估模型；其后通过对层次分析法和模糊综合评价法进行了研究,并在实际项目中加以运用,得到了相关的实际评估结果并加以运用；最后通过对项目的实践研究,并对操作风险评估结果进行了分析,提出了降低操作风险管理的几个措施。 本文通过在A银行LYG分行建立一套完整、科学和系统的操作风险评估体系,并提出了风险规避措施,以指导A银行LYG分行操作风险管理的有效开展。随着风险规避措施的应用,LYG分行操作风险损失事件得到了减少,提高了分行安全管理水平,提高了分行核心竞争力。
[Abstract]:Bank A was formed from the integration of 10 city commercial banks in A province. It was formally established in 2007. The experience of risk management has yet to be improved, especially in the operational risks, which has only begun in recent years. It also belongs to the initial stage and is one of the important factors restricting the risk management level of Bank A. Therefore, Bank A should identify and evaluate the operational risk factors, find out the bad factors to improve the risk management level, reduce the probability of risk occurrence and reduce the loss caused by risk. This article mainly studies the commercial bank risk and the bank operation risk correlation theory, carries on the analysis according to the A bank operation risk existing event and the management influence factor, establishes the corresponding index system accordingly; According to the practical analysis of LYG Branch of Bank A, the corresponding analysis results and operational risk avoidance measures are put forward. First of all, the author provides a train of thought of combining theory with practice, aiming at the practical problems in the operational risk management of Bank A, puts forward a solution, and selects one of the branches to carry out practical analysis. The theoretical model is applied to the practical operational risk assessment. Then it summarizes and obtains the appropriate operational risk management evaluation model of Bank A, and then studies the AHP and fuzzy comprehensive evaluation method, and applies them to the actual projects, and obtains the relevant practical evaluation results and uses them. Finally, through the practical research of the project and the analysis of the results of the operational risk assessment, several measures to reduce the operational risk management are put forward. In this paper, a complete, scientific and systematic operational risk assessment system is established in LYG branch of Bank A, and risk aversion measures are put forward to guide the effective operation risk management of Bank A LYG Branch. With the application of risk aversion measures, the risk loss events of LYG branch operation have been reduced, the level of branch security management has been improved, and the core competitiveness of the branch has been improved.
【学位授予单位】：西南交通大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33
本文编号：2226086
[Abstract]:Bank A was formed from the integration of 10 city commercial banks in A province. It was formally established in 2007. The experience of risk management has yet to be improved, especially in the operational risks, which has only begun in recent years. It also belongs to the initial stage and is one of the important factors restricting the risk management level of Bank A. Therefore, Bank A should identify and evaluate the operational risk factors, find out the bad factors to improve the risk management level, reduce the probability of risk occurrence and reduce the loss caused by risk. This article mainly studies the commercial bank risk and the bank operation risk correlation theory, carries on the analysis according to the A bank operation risk existing event and the management influence factor, establishes the corresponding index system accordingly; According to the practical analysis of LYG Branch of Bank A, the corresponding analysis results and operational risk avoidance measures are put forward. First of all, the author provides a train of thought of combining theory with practice, aiming at the practical problems in the operational risk management of Bank A, puts forward a solution, and selects one of the branches to carry out practical analysis. The theoretical model is applied to the practical operational risk assessment. Then it summarizes and obtains the appropriate operational risk management evaluation model of Bank A, and then studies the AHP and fuzzy comprehensive evaluation method, and applies them to the actual projects, and obtains the relevant practical evaluation results and uses them. Finally, through the practical research of the project and the analysis of the results of the operational risk assessment, several measures to reduce the operational risk management are put forward. In this paper, a complete, scientific and systematic operational risk assessment system is established in LYG branch of Bank A, and risk aversion measures are put forward to guide the effective operation risk management of Bank A LYG Branch. With the application of risk aversion measures, the risk loss events of LYG branch operation have been reduced, the level of branch security management has been improved, and the core competitiveness of the branch has been improved.
【学位授予单位】：西南交通大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33
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