我国商业银行操作风险预警研究

发布时间：2018-01-07 06:33

本文关键词：我国商业银行操作风险预警研究　出处：《陕西师范大学》2012年硕士论文　论文类型：学位论文

【摘要】：商业银行作为实现金融资源的合理配置和市场经济重要的组成部分,一直以来都受到各国投资者、学术界和监管机构的广泛关注,而商业银行本身主要是以信用作为基础,以货币借贷以及支付结算为主要业务,以承担风险的风险溢价为主要利润来源的高负债、高风险行业,不仅要在积极开发新型的金融产品、服务以及帮客户承担和分散风险的同时,还要用科学的方法妥善的分析和管理日常经营过程中潜在的风险,风险管理水平的高低也是现代商业银行核心竞争力的体现。随着金融市场的逐步开放和商业银行的迅速发展,随之而来的是风险管理压力的大大增加,对信用风险和市场风险的管理也日渐成熟,但最近几年以来,国内外屡屡发生的操作风险事件,也明显的暴露出了我国商业银行在操作风险管理和控制方面存在的不足之处,使监管机构逐步认识到操作风险预先控制的重要性。为了实现商业银行稳健高效的经营,及时、高效的抵御操作风险对银行所造成的冲击,对操作风险预警的研究也就成为了当前的热点课题。目前,国内商业银行对于操作风险不论理论研究还是实践经验方面都比较欠缺,学者的研究也大多局限于巴塞尔新资本协议中对操作风险的相关阐述和资本计量方法、模型的介绍和分析方面,而针对操作风险的预先防范、风险的事中及时有效控制以及事后的风险缓释方面的研究相对较少。在这种背景之下,本文沿着我国商业银行操作风险事件所固有的特点和目前管理和控制的现状—影响因素—识别与计量—预警机制这一逻辑主线,进行了系统的研究。首先,通过大量的调查分析研究,发现当前我国商业银行操作风险事件涉及范围广、日常业务相对集中、技术落后和员工专业素质相对较低的特有发展现状,明确了我国操作风险存在预警机制不健全、损失数据难以获得、信息披露机制不完善、专业的风险管理人员稀缺等相关问题。从人员因素、流程因素、系统因素以及外部事件等多个维度分析了导致操作风险发生的实质原因,且通过相关数据分析表明,人员因素是导致操作风险事件的主要原因。其次,对我国商业银行操作风险的识别方法、手段以及计量模式进行了分析,从而根据商业银行的经营规模选择适合的资本计量方法。再次,文章的重心主要是基于商业银行操作风险的预警职能目标、预警模式、预警流程和预警指标四个维度建立完善我国商业银行操作风险预警机制,重点针对商业银行常见的四大业务,用定性和定量分析方法构建了与我国商业银行的现状及其特殊性相适应的商业银行操作风险预警体系,通过预警指标的变化采取及时有效的措施,可切断或者阻止操作风险传播路径,达到操作风险控制的目的。最后结合全文的研究,提出了对我国商业银行强化操作风险预警的对策建议,建议从商业银行公司治理及内部控制、人员、操作风险预警应急预案和构建操作风险损失数据库等几个方面,来完善商业银行操作风险预警机制,做到以较低的风险管理成本获得较高的风险管理收益,使监管资本和经济资本得到合理有效的配置,从而使我国商业银行操作风险管理能力得到实质上的提升。
[Abstract]:Commercial banks as an important part of the financial resources and the market economy, has attracted investors around the world, the focus of academic and regulatory agencies, and commercial banks are mainly credit as the basis, by borrowing money and payment as the main business, high debt to the risk premium for the main source of profit, high risk industry, not only to actively develop new financial products and services to help customers bear and disperse the risk at the same time, the potential risk to use scientific methods to analyze and manage the daily operation process, reflect the level of risk management is the core competitiveness of commercial banks. With the rapid the development of the opening of the financial market and commercial banks, followed by a pressure increase of risk management, credit risk and market wind Risk management has become more mature, but in recent years, domestic and foreign operational risk events occur frequently, but also significantly exposed the deficiencies in the operational risk management and control of commercial banks in our country, the importance that regulators pre control gradually realized that the operational risk of commercial banks. In order to achieve efficient and robust operation, timely, efficient operation of the bank against the risk caused by the impact of research on operational risk warning has become the current hot topics.
At present, the domestic commercial banks lack the operational risk regardless of theoretical research or practical experience, scholars also mostly confined to the new Basel Capital Accord in elaborate the operational risk and capital measurement methods, the introduction and analysis of the model, but for precautionary operational risk, risk mitigation timely and effective control after the risk of something arefew.
In this background, this paper follow the inherent characteristics of China's commercial banks operational risk events and the management and control of the situation - factors identification and measurement and early warning mechanism of the main line of logic was studied. Firstly, through a lot of investigation and analysis, found that the current operating risk in China's commercial banks involving a wide range of daily business is relatively concentrated, the unique development of backward technology and staff professional quality is relatively low, clear our operational risk early warning mechanism is not perfect, the loss of data is difficult to obtain the information disclosure mechanism is not perfect, the relevant problems of lack of professional risk management staff. The process from human factors, many factors. Dimensions of system factors and external events such as the real reasons leading to the occurrence of operational risk, and through the relevant data analysis showed that the factors lead to operating personnel The main reason for the risk event. Secondly, recognition method of operational risk of Chinese commercial banks, analyzes the means and measurement mode, so as to select the appropriate capital measurement methods according to the scale of operation of commercial banks. Thirdly, the focus of this article is the main target, the early warning function of commercial bank operational risk based on early warning, early warning flow and early warning indicators four dimensions to establish and perfect the mechanism of operation risk of commercial banks in China, the four major business focus on Commercial Bank common, constructs the system of commercial bank operation risk warning situation and our country commercial bank and its particularity adapted by qualitative and quantitative analysis methods, through the change of early warning indicators timely effective measures can be cut off or stop the operation risk propagation path, to operational risk control. Finally, the dissertation puts forward to me Countermeasures and suggestions of China's commercial banks to strengthen the operational risk warning, recommendations from the commercial bank corporate governance and internal control, personnel, operational risk warning emergency plan and the construction of operational risk loss database and other aspects, to improve the operational risk warning mechanism of commercial banks, to lower the cost of risk management to obtain higher risk management benefit, make supervision capital and economic capital to be rational and effective allocation to the operational risk management of China's commercial bank has substantially improved.

【学位授予单位】：陕西师范大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.2

【参考文献】