S银行操作风险管理的研究

发布时间：2023-06-18 00:05

　　操作风险管理正成为现代金融市场健全风险管理实践的重要特征。随着对操作风险管理的日益关注,国际组织和国内监管机构制定了关于操作风险标准化管理的规则和法规。国内外操作风险损失数据研究表表明,内部欺诈是中国商业银行操作风险的最主要原因。因此,商业银行应提高员工合规意识和道德规范,防范内部欺诈,降低操作风险。为满足监管要求,提高企业声誉,S银行正逐步加强其操作风险管理,但仍处于初步建设阶段,与国际管理水平存在较大差距。本文通过总结操作风险管理理论,调查S银行历史新闻和内部管理实践,指出了S银行操作风险管理存在的问题。此外,还对S银行员工进行了问卷调查和现场访谈,从企业文化、人力资源管理、风险管理系统等方面进行深入分析,发现其重营销轻风险的企业文化,激进的激励方案,不到位的问责制,冲突角色的兼岗,及不完善的数据收集和管理是S银行操作风险事故频发的原因。本文采用文献研究法、调查法和观察法剖析S银行当前操作风险管理的缺陷与不足,并根据分析结论,提出优化建议。我们希望研究结果有助于S银行进一步发展其操作风险管理。

【文章页数】：100 页

【学位级别】：硕士

【文章目录】：
ACKNOWLEDGEMENTS
ABSTRACT
摘要
Chapter1 Introduction
    1.1 Research Background
        1.1.1 Regulatory Requirements
        1.1.2 Penalize Violators
        1.1.3 Endogenous Impetus
    1.2 Study Design
    1.3 Study Objectives
    1.4 Research Methodology
    1.5 Research Structure
Chapter2 Literature Review and Analysis Tools
    2.1 Definition and Classification of Operational Risk
    2.2 Operational Risk Measurement
        2.2.1 Basic Indicator Approach
        2.2.2 Standardized Measurement Approach
        2.2.3 Advanced Measurement Approaches
        2.2.4 Summarize of Measurement Approaches
        2.2.5 Shortcomings of Current Measurement Approaches
    2.3 Operational Risk Management
        2.3.1 Governance Structure
        2.3.2 Culture and Awareness
        2.3.3 Policies and Procedures
        2.3.4 Operational Risk Identification and Assessment
            2.3.4.1 Loss Data Collection
            2.3.4.2 Risk Control Self Assessments(RCSA)
            2.3.4.3 Key Risk Indicators(KRI)
        2.3.5 Reporting
        2.3.6 Risk Mitigation
            2.3.6.1 Business Continuity Planning(Scenario Analysis)
            2.3.6.2 Insurance
            2.3.6.3 Outsourcing
    2.4 A Loss Data Collection Exercise
        2.4.1 Overseas Loss Data Collection Exercise
        2.4.2 Domestic Loss Data Collection Exercise
Chapter3 Case Description
    3.1 Background Information
    3.2 Corporate Culture
    3.3 Human Resource Management and Remuneration System
        3.3.1 Balanced Scorecard
        3.3.2 Profit-centered incentives
        3.3.3 Hierarchy remuneration system
        3.3.4 Business Unit Rotation
        3.3.5 Employee
    3.4 Risk Management
    3.5 Governance Structure
    3.6 Data Processing
    3.7 Operational Risk Events
    3.8 Operational Risk Survey
    3.9 Summary
Chapter4 Case Analysis
    4.1 Corporate Culture
        4.1.1 Low Awareness of Operational Risk
        4.1.2 Inconsistency between Actions and Culture
        4.1.3 Customer experience
    4.2 Customer Privatization
        4.2.1 Relationship between Salespeople and Customer
        4.2.2 Information Asymmetry between Employee and Employer
        4.2.3 Kidnapping
    4.3 Incentive Scheme
        4.3.1 Short-term Actions and High Turnover Rate
        4.3.2 Regulation Fragmentation
        4.3.3 A Lax Accountability
    4.4 Duties and Positions
        4.4.1 Multi-sectoral Management
        4.4.2 Iinadequate Knowledge of Operational Risk Management
        4.4.3 Conflict-interest Dual Positions
    4.5 Data Collection and Operational Risk Measurement
        4.5.1 Data Collection and Processing
            4.5.1.1 Internal operational loss data
            4.5.1.2 External operational loss data
        4.5.2 Data Processing
        4.5.3 Operational Risk Measurement
    4.6 Conclusion
Chapter5 Suggestion and Conclusion
    5.1 Culture
    5.2 Relationship Privatization
        5.2.1 Relationship Privatization
        5.2.2 Dual Positions
    5.3 Incentive Programs
    5.4 Reinforce Punishment against Irregularities
        5.4.1 A Definite Stipulation on Negative Behavior
        5.4.2 A Strict Enforcement on Regulations
        5.4.3 A Regularly Review on the Effectiveness
    5.5 Risk Management System
        5.5.1 Loss Data Collection System
        5.5.2 Risk Monitor System
        5.5.3 Scenario Analysis System
    5.6 Conclusion
REFERENCE
APPENDIX



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