建行总行金融市场后台操作风险研究
发布时间：2018-10-10 06:15
【摘要】：二十世纪九十年代以来,随着金融市场不断发展创新,操作风险也层出不穷,而对操作风险的管理也逐渐成为了商业银行所面临的新课题。巴塞尔委员会在2004年发布《巴塞尔协议Ⅱ》,对各国商业银行的操作风险管理做出了指引。之后,银监会在2007年颁布了《商业银行操作风险管理指引》,为我国商业银行操作风险管理提供了依据。 本文通过对《巴塞尔协议Ⅱ》以及国内外相关文献资料的研究学习,介绍了操作风险的涵义、分类以及整个操作风险的管理流程,并对操作风险损失经典案例进行了分析。 本文着重介绍了建行总行金融市场后台操作风险管理现状,并分析出了建行金融市场后台在操作风险管理上所存在的问题。针对建行总行金融市场后台在操作风险管理上的问题,提出了相关合理建议及有建设性的管理办法,并针对业务特征提出了针对性的管理方法,如“自我评估法”、“关键风险指标法”以及提出了用标准法来对操作风险分配资本金。 本文的创新点是：分析建行总行金融市场业务后台操作风险管理的问题,提出完善建行总行金融市场业务后台操作风险管理的合理化建议。
[Abstract]:Since 1990s, with the continuous development and innovation of the financial market, the operational risk has emerged in endlessly, and the management of the operational risk has gradually become a new subject facing commercial banks. Basel Committee issued Basel II in 2004 to guide the operational risk management of commercial banks in various countries. After that, CBRC issued the operational risk Management guidelines of Commercial Banks in 2007, which provided the basis for the operational risk Management of Commercial Banks in China. This paper introduces the meaning, classification and management flow of operational risk through the study of Basel II and related literature at home and abroad, and analyzes the classic case of operational risk loss. This paper mainly introduces the background operation risk management status of CCB financial market, and analyzes the existing problems in CCB financial market background operation risk management. In view of the operational risk management problems in the financial market of CCB's head office, this paper puts forward some reasonable suggestions and constructive management methods, and puts forward some pertinent management methods, such as "self-assessment method", according to the characteristics of the business. The key risk index method and the standard method are put forward to allocate the operating risk capital. The innovation of this paper is to analyze the problems of background operation risk management in CCB's financial market business, and to put forward some reasonable suggestions to perfect the background operation risk management of CCB's financial market business.
【学位授予单位】：北京交通大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33
本文编号：2260949
[Abstract]:Since 1990s, with the continuous development and innovation of the financial market, the operational risk has emerged in endlessly, and the management of the operational risk has gradually become a new subject facing commercial banks. Basel Committee issued Basel II in 2004 to guide the operational risk management of commercial banks in various countries. After that, CBRC issued the operational risk Management guidelines of Commercial Banks in 2007, which provided the basis for the operational risk Management of Commercial Banks in China. This paper introduces the meaning, classification and management flow of operational risk through the study of Basel II and related literature at home and abroad, and analyzes the classic case of operational risk loss. This paper mainly introduces the background operation risk management status of CCB financial market, and analyzes the existing problems in CCB financial market background operation risk management. In view of the operational risk management problems in the financial market of CCB's head office, this paper puts forward some reasonable suggestions and constructive management methods, and puts forward some pertinent management methods, such as "self-assessment method", according to the characteristics of the business. The key risk index method and the standard method are put forward to allocate the operating risk capital. The innovation of this paper is to analyze the problems of background operation risk management in CCB's financial market business, and to put forward some reasonable suggestions to perfect the background operation risk management of CCB's financial market business.
【学位授予单位】：北京交通大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33
【参考文献】
相关期刊论文 前10条
1 杨国梁;;国内外商业银行操作风险管理实践探讨[J];国际金融研究;2007年12期
2 刘毅;郑又源;;国有商业银行操作风险资本配置的实证分析——基于新巴塞尔协议框架[J];北京工商大学学报(社会科学版);2011年01期
3 陈曦;;商业银行操作风险管理浅析[J];当代经济;2012年15期
4 莫文林;;我国商业银行操作风险的现状与防控[J];金融经济;2010年10期
5 龙册青;;关于我国商业银行操作风险管理的思考[J];金融经济;2011年10期
6 杨晏忠;;论商业银行操作风险管理体系的构建[J];金融教学与研究;2010年01期
7 陈颖;;国有商业银行操作风险研究[J];华北金融;2012年07期
8 张搏博;;商业银行操作风险的防范对策[J];金融经济;2012年08期
9 张春梅;;关于商业银行操作风险管理问题分析[J];经济研究导刊;2013年02期
10 刘峰;倪迎;王立平;;浅析我国商业银行操作风险资本计量方法及挑战[J];华北金融;2013年02期
，本文编号：2260949
本文链接：https://www.wllwen.com/guanlilunwen/bankxd/2260949.html
