湖南省农信社前台交易操作风险预警系统研究

发布时间：2018-01-22 23:28

本文关键词： 前台交易操作风险风险预警系统数据挖掘湖南省农村信用社　出处：《湖南大学》2012年硕士论文　论文类型：学位论文

【摘要】：操作风险是国际银行业金融机构主要风险之一，随着农信社的规模和业务不断扩大，操作风险在总风险中所占比重越来越大，操作风险往往给农信社造成重大损失。巴塞尔委员会将操作风险纳入银行业金融机构三大风险之一后，对操作风险的管理和防范的重要性和迫切性受到了广泛的关注。我国银行在风险管理方面，，一直以来无论是在管理层或是学术界，都是将焦点和重心放在了信用风险和市场风险的管理方面，而对于操作风险未能给予它应有的关注，这使得我国的银行操作风险管理不管是在理论知识还是在经验积累方面都处于一个比较低的水平，大部分银行都没有能够建立起有效的操作风险防范和预警机制。本文以操作风险预警系统模型的设计和构建为核心，首先分析了湖南省农村信用社现有的操作风险预警系统存在不能够精确定位风险来源、不能有效监控风险交易的缺陷；然后针对这些缺陷，本文综合运用了风险管理、信息经济学、数据挖掘、软件工程、面向对象和控制论的基本原理和方法，将定性分析和量化分析相结合、规范分析和实证分析相结合，从可行性分析和需求分析两个方面证明了预警系统的设计改进的意义及其可行性，对于现行的风险预警系统做了二次开发，分别改进了原系统中的规则管理模块和客户分类方法，加入了案例匹配和自动学习调整功能，设计和构建了预警系统的系统框架和功能模块；其后，根据湖南省农村信用社前台交易的实际情况，构建了改进的交易操作风险预警系统模型，并进行了改进系统的总体设计和详细设计；最后提出加强银行前台操作抗风险预警系统应用能力的实施方案，在此基础上分析和总结了研究结果。
[Abstract]:Operational risk is one of the main risks in international banking financial institutions, with the rural credit cooperatives and the scale expanding of business operation risk in the total risk in proportion is more and more big, the operational risk of rural credit cooperatives tend to cause great losses. The Basel committee will be one of the three major operational risk into the risk of banking financial institutions, to the operational risk management and prevention of the urgency and importance have been widely concerned. China's banks in risk management, has always been whether in management or in academic circles, is the focus and focus on the management of credit risk and market risk, operational risk and for failing to give its proper attention, which makes the operational risk management of banks in China whether it is in theory but also in experience accumulated at a relatively low level, most banks are not able to build Effective risk prevention and early warning mechanism.
In this paper, the operational risk early warning system model design and construction as the core, firstly analyzes the existing sources of risk can not be precise positioning of rural credit cooperatives in Hunan province existing operational risk warning system, defects can not effectively monitor the risk of the transaction; and then according to these defects, this paper use the risk management, information economics, data mining, software engineering, basic principle and method of object oriented and control theory, qualitative analysis and quantitative analysis combining normative analysis and empirical analysis, analysis of two aspects proves the significance and feasibility of the improved design of early warning system from the feasibility analysis and demand for risk early warning system for two current development respectively improved rule management module and customer classification method in the original system, join the case matching and automatic learning adjustment function, design and construction of the early warning The system framework and function modules of the system; then, according to the actual situation of the transaction of rural credit cooperatives in Hunan Province, to build a system of operational risk warning trading improved model, and improved the overall design and detailed design of the system; finally proposed implementation plan to strengthen the bank operation risk early warning system against the application ability, on the basis of on the analysis and summary of the research results.

【学位授予单位】：湖南大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：TP311.52;F832.35

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