我国商业银行操作风险管理对策研究

发布时间：2018-04-25 06:49

本文选题：商业银行 + 操作风险管理　；参考：《东北农业大学》2012年硕士论文

【摘要】：2004年6月,新巴塞尔协议将银行操作风险纳入商业银行风险资本的计量和监管框架,操作风险、市场风险与信用风险组成了银行三大风险。同年,中国工商银行出台了《操作风险管理框架》,这标志着中国工商银行成为我国金融系统内第一家正式将操作风险的监督管理纳入具体议事日程的银行。随着大量操作风险案件的曝光,人们对操作风险的关注与日俱增,对我国商业银行操作风险管理也提出了更为严峻的考验。我国商业银行对操作风险的研究起步较晚,管理水平不高,这导致了银行操作风险事件屡屡发生,严重损害了银行业的形象。所以,研究如何科学有效的度量操作风险,并在此基础上提高操作风险管理水平尤为重要。同时,面对银行业竞争日益激烈的趋势,我国商业银行采取有效措施加强操作风险管理,进而减少损失,对其提高竞争力水平更是意义深远。本文首先从定性分析的角度对操作风险管理相关理论进行论述,同时分析了我国商业银行操作风险现状及管理存在的主要问题,在借鉴了发达国家操作风险管理经验及启示的基础上,又从定量分析的角度,运用数理方法量化各项指标,运用Eview3.1软件检验并计算分析结果,使得定性分析结果更为可靠,充分体现了定性与定量分析相结合的方法。本文在阐述我国商业银行操作风险现状及管理存在的主要问题的基础上,对Eview3.1商业银行操作风险管理进行实证分析,并加以验证,体现了实证分析与规范分析相结合的方法。在实证过程中,本文对国内外操作风险管理度量模型的研究成果与应用进行比较,同时以具有代表性的较早的浦东发展银行和中国民生银行两家上市银行的相关数据进行比较实证研究,从而总结出具有代表性的我国商业银行操作风险管理对策。本文首先进行了大量的文献检索与阅读,对目前商业银行操作风险管理方面的研究理论和实证方法进行了系统的梳理。通过阐述我国商业银行操作风险的定义、特征和操作风险管理的相关理论,提出当前我国商业银行操作风险管理的现状及存在的主要问题。其次为了更好的提出完善我国商业银行操作风险管理对策,本文又进一步介绍了国外发达国家操作风险管理经验及启示,同时运用自上而下法中的基本指标法与CAPM模型中的收入模型对操作风险管理进行实证研究,为方便数据的获取,并更好的进行比较分析,选择了国内具有代表性的上市较早的浦东发展银行与中国民生银行作为研究对象,并通过比较分析得出了收入模型下的操作风险资本与基本指标法下所需的操作风险资本的比较结果。最后根据理论基础与实证分析结果提出从培养员工自觉防范操作风险的意识,建立健全操作风险体系,完善制度设计并建立清晰组织结构,升级系统功能以优化产品设计,完善内部控制并建立操作风险损失数据库等五个方面加强我国商业银行操作风险管理。
[Abstract]:In June 2004, the new Basel agreement put the operational risk of the bank into the measuring and regulatory framework of the venture capital of commercial banks, operating risk, market risk and credit risk. In the same year, the ICBC issued the operational risk management framework, which marked the ICBC becoming the first in the financial system of China. At home, the supervision and management of operational risk is formally incorporated into the specific bank of the agenda. With the exposure of a large number of operational risk cases, people have increased their attention to operational risk and put forward a more severe test for the operational risk management of commercial banks in China. Therefore, it is particularly important to study how to measure operational risk scientifically and effectively, and to improve the level of operational risk management on this basis. At the same time, in the face of the increasingly fierce competition trend in the banking industry, commercial banks in China take effective measures to strengthen operation. Risk management, thereby reducing losses, is of profound significance for improving its competitiveness.
This paper first discusses the related theories of operational risk management from the perspective of qualitative analysis, and analyzes the current situation of operational risk and the main problems in management of commercial banks in China. On the basis of the experience and Enlightenment of operational risk management in developed countries, the quantitative methods are used to quantify the indicators. Using Eview3.1 software to test and calculate the analysis results, make the qualitative analysis more reliable and fully reflect the combination of qualitative and quantitative analysis. On the basis of the present situation of operational risk and the main problems in management of commercial banks in China, this paper makes an empirical analysis on the operational risk management of Eview3.1 commercial banks. In the demonstration process, this paper compares the research results and the application of the operational risk management measurement model at home and abroad, and compares the relevant data between the earlier Pudong Development Bank and the two listed banks of China Minsheng Bank. Therefore, it summarizes the typical operational risk management strategies of China's commercial banks.
This paper first carries out a large number of literature retrieval and reading, systematically combs the research theories and empirical methods of operational risk management in commercial banks, and expounds the relevant theories of operational risk management of commercial banks in China, and puts forward the current operational risk management of commercial banks in China. The present situation and the main problems exist. Secondly, in order to better improve the operational risk management countermeasures of China's commercial banks, this paper further introduces the experience and Enlightenment of operational risk management in developed countries, and uses the basic index method in the top-down method and the income model in the CAPM model to carry out empirical research on operational risk management. For the convenience of data acquisition and better comparison and analysis, the study selected the representative Pudong Development Bank and the China Minsheng Bank as the research object, and obtained the comparison results of operating risk capital under the income model and the basic standard method. Finally, according to the theoretical basis and the empirical analysis results, it is proposed that the consciousness of training employees to guard against the operational risk consciously, to establish and improve the operational risk system, to perfect the system design and to establish a clear organizational structure, to upgrade the system function to optimize the product design, to improve the internal control and to establish a risk loss database, to strengthen our country. Commercial banks operate risk management.

【学位授予单位】：东北农业大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.2

【参考文献】