银行操作风险的国际比较及对A银行的启示

发布时间：2018-03-24 12:03

本文选题：商业银行　切入点：操作风险　出处：《山东大学》2012年硕士论文

【摘要】：根据巴塞尔新资本协议给出的定义,操作风险是指由于不完善或失灵的内部程序、人员及系统或外部事件导致损失的风险。包括法律风险,但不包括战略风险和声誉风险。近来,国际和国内不断发生操作风险事件,涉案金额也在不断扩大,操作风险已经成为与信用风险、市场风险并列的银行业三大风险之一。国外对此关注较早,目前已经形成比较成熟的管理理论和比较丰富的实践经验。我国金融业起步较晚,对操作风险近些年才逐渐认识和重视,实践上的操作风险管理远落后于国际领先银行。在此背景之下,通过对国内外商业银行的操作风险进行全面系统的对比分析,找出我国商业银行在操作风险管理方面存在的问题,并提出合理化的对策和建议,具有积极的现实意义。本文主要使用了实证分析法和比较分析法,在参考国内其他学者相关研究理论的基础上,笔者选取了具有一定代表性的某城市商业银行A银行,将理论与实践相结合,在对商业银行操作风险进行国际比较的基础上,分析A银行操作风险的管理现状并提出改进方案。本文共有七章组成：第一章为引言,主要是提出问题,阐述研究的背景和意义、文献综述和写作框架。第二章是操作风险的界定比较,对比介绍了国内外对操作风险的定义和详细界定。第三章是操作风险损失特征及成因比较,分别介绍了国外和国内商业银行操作风险损失数据的特征和成因。第四章是操作风险的管理比较,通过介绍德意志银行和花旗银行在操作风险管理方面的先进经验,得出国际活跃银行的做法对我国银行业的四点启示,进而找出国内商业银行在管理中普遍存在的问题。第五章介绍了A银行操作风险现状,包括现有的管理架构和存在的问题。第六章为A银行操作风险管理提出改进方案,包括内部约束和外部监督两大方面。第七章为结论部分,主要介绍通过以上分析所得出的主要研究发现。
[Abstract]:Operational risk, as defined in the Basel New Capital Accord, refers to the risk of loss due to imperfect or dysfunctional internal procedures, personnel and systems or external events, including legal risks, But it does not include strategic risks and reputational risks. Recently, international and domestic operational risk incidents continue to occur, and the amount involved in the case is also constantly expanding. Operational risk has become a credit risk. One of the three major risks in the banking industry where market risks are juxtaposed. Foreign countries have paid more attention to this issue and have formed more mature management theory and rich practical experience. China's financial industry started relatively late. In recent years, the operational risk has been gradually recognized and taken seriously, and the practical operational risk management has lagged far behind the international leading banks. In this context, the operational risk of commercial banks at home and abroad is compared and analyzed comprehensively and systematically. It is of positive practical significance to find out the problems existing in the operational risk management of commercial banks in our country and to put forward reasonable countermeasures and suggestions. This paper mainly uses the empirical analysis method and the comparative analysis method, on the basis of referring to the relevant research theories of other domestic scholars, the author selects A Bank, a certain representative city commercial bank, to combine the theory with the practice. On the basis of the international comparison of the operational risk of commercial banks, this paper analyzes the present situation of the management of operational risks in Bank A and puts forward the improvement scheme. There are seven chapters in this paper:. The first chapter is the introduction, which is mainly to raise questions, explain the background and significance of the research, literature review and writing framework. Chapter two is the definition and comparison of operational risk. The definition and detailed definition of operational risk at home and abroad are compared. Chapter three is a comparison of the characteristics and causes of operational risk loss. This paper introduces the characteristics and causes of operational risk loss data of foreign and domestic commercial banks respectively. Chapter four is the comparison of operational risk management, through the introduction of Deutsche Bank and Citibank's advanced experience in operational risk management. This paper draws four enlightenment from the practice of international active banks to our banking industry, and then finds out the common problems existing in the management of domestic commercial banks. Chapter five introduces the present situation of operational risk of Bank A. Chapter VI proposes an improvement scheme for the operational risk management of Bank A, including two aspects: internal constraints and external oversight. Chapter VII is the concluding part. This paper mainly introduces the main research findings obtained by the above analysis.
【学位授予单位】：山东大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.2

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