德州银行操作风险管理分析

发布时间：2018-03-06 22:28

本文选题：德州银行　切入点：操作风险　出处：《华中科技大学》2012年硕士论文　论文类型：学位论文

【摘要】：近年来国内银行业操作风险事故经常见诸报端，从渤海银行职员挪用客户存款私自放贷到齐鲁银行遭遇特大诈骗、卷入巨额存单伪造案；从中国农业银行支行行长携2亿非法集资外逃到中国光大银行网银系统事故频发。多发的操作风险事故给银行监管机构和银行风险管理部门敲响了警钟。然而，，操作风险是商业银行经营管理过程所中必须要承担的风险。商业银行操作风险管理的目标是合理控制操作风险，防止出现重大操作风险损失事件，并且要以科学的方法计算操作风险加权资产，来节约经济资本。笔者所在的德州银行在操作风险管理领域同样面临着严峻的形势，提高操作风险管理水平势在必行。本文全面回顾国内外商业银行操作风险研究文献，充分利用已有研究成果，借鉴商业银行操作风险管理理论，采用文献综述研究法、比较分析法、规范分析法以及定性分析与定量研究相结合的方法，比较国内商业银行与国外商业银行在操作风险管理实践上的差别，并结合《商业银行资本管理办法（试行）》这一“中国版”的巴塞尔协议Ⅲ对操作风险管理的要求，为德州银行构建适应《办法》要求的操作风险管理体系提出建议，这一体系包括了操作风险管理战略、流程及其赖以存在的基础设施和环境。
[Abstract]:In recent years, the domestic banking operation risk accident often appears in the newspaper, from the Bohai bank staff misappropriates the customer deposit privately to the Qilu bank to encounter the extraordinarily big fraud, gets involved in the huge deposit certificate forgery case; Frequent accidents have occurred in the Internet banking system of Everbright Bank of China with 200 million illegal funds raised by the head of Agricultural Bank of China. The frequent operational risk incidents have sounded the alarm for bank regulators and bank risk management departments. However, The operational risk is the risk that the commercial bank must undertake in the course of operation and management. The aim of the operational risk management of the commercial bank is to reasonably control the operational risk and prevent the occurrence of the major operational risk loss event. In order to economize the economic capital, the Texas Bank of Texas is faced with a severe situation in the field of operational risk management, so it is imperative to improve the level of operational risk management. This paper comprehensively reviews the domestic and foreign commercial bank operational risk research literature, fully utilizes the existing research results, draws lessons from the commercial bank operation risk management theory, adopts the literature review research method, the comparative analysis method, The paper compares the differences between domestic commercial banks and foreign commercial banks in the practice of operational risk management by combining normative analysis with qualitative analysis and quantitative research. Combined with the requirements for operational risk management in Basel III of the "Chinese version" of the Capital Management measures for Commercial Banks (trial), the paper puts forward some suggestions for the Bank of Texas to build an operational risk management system that meets the requirements of the measures. The system includes operational risk management strategies, processes and the infrastructure and environment on which they exist.
【学位授予单位】：华中科技大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.3

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