商业银行跨境人民币结算业务操作风险管理

发布时间：2018-06-23 21:18

本文选题：跨境人民币结算业务 + 操作风险　；参考：《云南财经大学》2014年硕士论文

【摘要】：伴随我国经济实力的不断增强，人民币国际化一度成为热门话题。但直到2008年全球金融危机爆发以前，人民币国际化并没有取得太多实质性的进展。金融危机爆发后，人们意识到过渡依赖美元所带来的弊端，同时人民币稳定的币值在国际上获得了良好的公众预期和声誉，我国政府抓住这一时机加快人民币国际化步伐，尤为关键的一步就是从2009年开始实行跨境人民币结算业务试点，并逐步在全国范围推广。跨境人民币结算不仅对宏观层面的我国政治、经济具有深远意义，也使我国企业和商业银行受益。从我国商业银行的角度来看，跨境人民币结算业务给它们带来了巨大商机，关系到各银行核心竞争力的培养，乃至国际化经营。本文以微观主体商业银行为对象，先对跨境人民币结算业务的发展规模、操作模式和存在的问题进行了分析，得出该业务的发展经历了从冷转热的过程，且未来发展空间巨大；商业银行办理该业务依赖清算行模式和代理行模式；存在没有形成全球性结算网络、境内外机构联动性不足、产品种类少且缺乏创新、风险管理能力不足等诸多问题。全文重在介绍商业银行经营跨境人民币结算业务所面临的操作风险，对操作风险管理流程进行详细分析。作者构建了一个操作风险预警识别指标体系；综合业务开展时间短、数据匮乏等条件，认为现阶段收入法较适合各行使用，但更呼吁我国商业银行尽快将损失数据库的建立提上日程，利用更高效、精准的操作风险度量模型；商业银行应设置监督管理机构，对各类风险预警指标进行日常监测，及时发现问题；风险控制上首先注重风险防范，尽量规避风险，合理利用外包和投保方式转移风险，开发多种类的业务产品、控制给单个客户的授信额度以分散风险，对那些发生频率高但损失很小、无法完全规避的风险，利用预提的准备金对损失进行补偿，对那些无法投保的比如地震等自然灾害型风险，考虑设置意外损失基金应对损失；做好报告和反馈工作，保证管理效果。银行应积极吸收国际先进银行的操作风险管理经验，在改善操作风险管理上，可采取营造良好的风险文化氛围，提高全体员工的风险防控意识；完善制度规章，建立有效的风险组织结构；提高操作风险管理技术，合理利用管理工具；优化系统功能，重视人才队伍建设；以及从业务执行上完善操作措施。文章也对如何进一步拓展跨境人民币结算业务提出对策建议，指出商业银行必须完善支付结算系统的建立，大力发展清算渠道；加大对业务的宣传、深度挖掘境内外客户的需求、增强产品创新；加强内部上下级之间、境内外机构之间以及与政府监管部门之间的关系联动；注重人才培养和引进，提升业务人员的操作水平和全体员工的职业道德水平，提高银行的风险管理能力。
[Abstract]:Along with our country's economic strength unceasing enhancement, RMB internationalization once became the hot topic. But until the 2008 global financial crisis, the internationalization of the yuan has not made much substantial progress. After the outbreak of the financial crisis, people realized the disadvantages brought about by over-reliance on the US dollar, and at the same time, the stable value of the RMB gained a good public expectation and reputation internationally. Our government seized this opportunity to speed up the pace of RMB internationalization. A particularly crucial step is the introduction of cross-border renminbi settlement pilot operations in 2009 and gradually rolled out across the country. Cross-border RMB settlement is not only of great significance to Chinese politics and economy, but also benefit Chinese enterprises and commercial banks. From the point of view of Chinese commercial banks, cross-border RMB settlement business brings them huge business opportunities, which is related to the cultivation of core competitiveness of banks, and even international management. In this paper, the micro-main commercial banks as the object, first of all, the development scale, operation mode and existing problems of cross-border RMB settlement business are analyzed, and it is concluded that the development of this business has experienced the process from cold to hot, and the future development space is huge; The commercial banks rely on the clearing bank model and the agency bank model, and there are many problems, such as the lack of global settlement network, the lack of linkage between domestic and foreign institutions, the lack of product types and innovation, the lack of risk management ability, and so on. This paper mainly introduces the operational risks faced by commercial banks in the cross-border RMB settlement business, and analyzes the operational risk management process in detail. The author has constructed an operational risk early warning and identification index system, the comprehensive business development time is short, the data is scarce and so on, the author thinks that the income method is more suitable for each bank at the present stage. But it also calls on our commercial banks to put the establishment of loss database on the agenda as soon as possible and use more efficient and accurate operational risk measurement models. Commercial banks should set up supervision and management agencies to carry out daily monitoring of all kinds of risk early warning indicators. Risk control first pays attention to risk prevention, tries to avoid risks, reasonably uses outsourcing and insurance to transfer risks, develops various kinds of business products, and controls credit lines to individual customers in order to spread risks. For those risks with high frequency but little loss and can not be completely avoided, the reserve is used to compensate for the losses, and for those risks of natural disasters such as earthquakes that can not be insured, it is considered to set up an accident loss fund to deal with the losses. Make good report and feedback work to ensure management effect. Banks should actively absorb the operational risk management experience of international advanced banks. In order to improve operational risk management, banks should create a good risk culture atmosphere, enhance the awareness of risk prevention and control among all employees, and improve the system and regulations. Establish effective risk organization structure; improve operational risk management technology, rational use of management tools; optimize the system function, attach importance to the construction of talent team; and improve the operational measures from the business implementation. The article also puts forward countermeasures and suggestions on how to further expand cross-border RMB settlement business, and points out that commercial banks must improve the establishment of payment and settlement system, vigorously develop settlement channels, and increase the publicity of the business. To tap deeply the needs of domestic and foreign customers, to enhance product innovation, to strengthen the linkage between internal and external institutions, between domestic and foreign institutions and with government regulatory authorities, and to pay attention to the training and introduction of talents, Improve the operational level of the business staff and the professional ethics of all staff, improve the bank's risk management ability.
【学位授予单位】：云南财经大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.6

【参考文献】