我国商业银行操作风险管理探究
发布时间：2018-10-18 16:06
【摘要】：银行业是一个经营风险很高的行业，是否能科学的管理和防范各种风险直接关系到银行的发展。银行业所面临的经营风险主要是市场风险、信用风险和操作风险。一直以来，多数西方商业银行对信用风险、市场风险的研究比较全面和深入，并形成了整套的风险管理理论和风险管理模式，但对操作风险的研究和关注相对滞后，上世纪90年代以来，以巴林银行里森事件和大和银行井口俊英事件为代表的操作风险事件使银行产生巨额损失甚至倒闭，这使得银行业和监管部门均认识到加强操作风险管理的重要性。目前,监管部门和银行业机构都前所未有地加强了对操作风险的管理和控制力度。尽管操作风险给国际银行界造成了很大损失，但就目前来看，系统、完善的风险管理框架还没有构建成功，与之对应的监测和管理工具也不是很成熟，因此，如何有效控制操作风险应成为摆在银行业一个新的课题。 本文第一部分是引言，介绍了研究背景及意义、文献综述和文章的内容与结构； 第二部分是关于操作风险的概述，介绍了巴塞尔委员会提出的操作风险的定义以及三种度量方法，，即基本指标法、标准化法以及高级计量法； 第三部分是商业银行操作风险的具体形式及实证分析，本文结合我国商业银行管理实践，将操作风险事件分为六大类：执行因素、制度和流程因素、系统因素、道德因素、客户因素和不可抗力因素风险事件； 第四部分以美国和德国两个国家的商业银行在管理操作风险方面的实践为例，介绍了国外的相关管理模式，揭示出国外银行操作风险管理的特色； 第五部分是我国商业银行操作风险管理现状分析，介绍了我国商业银行在操作风险管理方面的发展过程和管理现状，揭示了这一管理体系中存在的不足和缺陷。 第六部分针对前文所指出的问题提出相应建议，主要包括：强化操作风险管理文化，提高风险防控意识、实行操作风险预评估机制、建立行之有效的操作风险管理构架、构建集中运营和远程授权体系、控制基层行风险、引进电子化管理和外部审计方式，丰富风险管理手段、选择适合的操作风险计量方法和加强人才队伍建设等方面。 第七部分是本文的研究结论。
[Abstract]:The banking industry is an industry with high operating risk. Whether it can manage and prevent all kinds of risks scientifically is directly related to the development of banks. The operating risk faced by the banking industry is mainly market risk, credit risk and operational risk. Most western commercial banks have been studying credit risk and market risk comprehensively and deeply, and formed a whole set of risk management theory and risk management model, but the research and attention on operational risk is relatively lagging behind. Since the 1990s, the operational risk events, represented by the Rison incident of Bahraini Bank and the Iguchi Toshihide incident of Daiwa Bank, have caused the banks to suffer huge losses and even fail. This makes both banks and regulators aware of the importance of strengthening operational risk management. At present, regulators and banking institutions have never strengthened the management and control of operational risks. Although the operational risks have caused great losses to the international banking community, at present, the system, the perfect risk management framework has not been successfully constructed, and the corresponding monitoring and management tools are not very mature, so, How to effectively control the operational risk should become a new topic in the banking industry. The first part of this paper is an introduction, which introduces the background and significance of the research, literature review and the content and structure of the article. This paper introduces the definition of operational risk put forward by the Basel Committee and three kinds of measurement methods, namely, basic index method, standardization method and advanced metrology method. The third part is the concrete form and empirical analysis of operational risk of commercial banks. Based on the management practice of commercial banks in China, this paper divides operational risk events into six categories: execution factors, system and process factors, system factors, moral factors, customer factors and force majeure factors. The fourth part takes the practice of the commercial banks in the United States and Germany in the management of operational risk as an example, introduces the relevant management models abroad, and reveals the characteristics of the operational risk management of foreign banks. The fifth part is the analysis of the current situation of operational risk management of commercial banks in China. It introduces the development process and management status of operational risk management of commercial banks in China, and reveals the shortcomings and defects in this management system. The sixth part puts forward the corresponding suggestions for the problems mentioned above, including: strengthening the culture of operational risk management, raising the awareness of risk prevention and control, carrying out the pre-assessment mechanism of operational risk, and establishing an effective framework of operational risk management. To construct centralized operation and remote authorization system, to control the risk of grass-roots banks, to introduce electronic management and external audit, to enrich the means of risk management, to select suitable operational risk measurement methods and to strengthen the construction of talents. The seventh part is the conclusion of this paper.
【学位授予单位】：首都经济贸易大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.2
本文编号：2279644
[Abstract]:The banking industry is an industry with high operating risk. Whether it can manage and prevent all kinds of risks scientifically is directly related to the development of banks. The operating risk faced by the banking industry is mainly market risk, credit risk and operational risk. Most western commercial banks have been studying credit risk and market risk comprehensively and deeply, and formed a whole set of risk management theory and risk management model, but the research and attention on operational risk is relatively lagging behind. Since the 1990s, the operational risk events, represented by the Rison incident of Bahraini Bank and the Iguchi Toshihide incident of Daiwa Bank, have caused the banks to suffer huge losses and even fail. This makes both banks and regulators aware of the importance of strengthening operational risk management. At present, regulators and banking institutions have never strengthened the management and control of operational risks. Although the operational risks have caused great losses to the international banking community, at present, the system, the perfect risk management framework has not been successfully constructed, and the corresponding monitoring and management tools are not very mature, so, How to effectively control the operational risk should become a new topic in the banking industry. The first part of this paper is an introduction, which introduces the background and significance of the research, literature review and the content and structure of the article. This paper introduces the definition of operational risk put forward by the Basel Committee and three kinds of measurement methods, namely, basic index method, standardization method and advanced metrology method. The third part is the concrete form and empirical analysis of operational risk of commercial banks. Based on the management practice of commercial banks in China, this paper divides operational risk events into six categories: execution factors, system and process factors, system factors, moral factors, customer factors and force majeure factors. The fourth part takes the practice of the commercial banks in the United States and Germany in the management of operational risk as an example, introduces the relevant management models abroad, and reveals the characteristics of the operational risk management of foreign banks. The fifth part is the analysis of the current situation of operational risk management of commercial banks in China. It introduces the development process and management status of operational risk management of commercial banks in China, and reveals the shortcomings and defects in this management system. The sixth part puts forward the corresponding suggestions for the problems mentioned above, including: strengthening the culture of operational risk management, raising the awareness of risk prevention and control, carrying out the pre-assessment mechanism of operational risk, and establishing an effective framework of operational risk management. To construct centralized operation and remote authorization system, to control the risk of grass-roots banks, to introduce electronic management and external audit, to enrich the means of risk management, to select suitable operational risk measurement methods and to strengthen the construction of talents. The seventh part is the conclusion of this paper.
【学位授予单位】：首都经济贸易大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.2
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