CD银行柜面交易风险的识别、评价与防范问题研究

发布时间：2018-04-27 20:48

本文选题：柜面交易 + 风险识别　；参考：《电子科技大学》2017年硕士论文

【摘要】：随着全球金融的快速发展,商业银行面临着各种外界因素的不确定性和不断变化,自主业务创新需求不断增加、商业银行柜面系统设计越来越复杂,同时对于柜员的柜面交易操作要求不断提高,增加了柜面交易操作风险的发生率。研究发现由不完善的程序、人员及系统内外部事件造成的柜面交易风险往往给商业银行带来较大损失。巴塞尔委员会认为操作风险是银行业金融机构面临的三大风险,此后业界和学术界开始了对商业银行柜面交易风险管理的研究。通常情况下来看,柜面交易风险是一种特殊的操作风险,具有操作风险的所有性质。随着我国银行业的转型,由于内部管理机制不完善,柜面交易风险这种特殊的操作风险往往是我国银行业最主要的风险来源之一。与国际先进水平相比,我国由于操作风险引发的商业银行风险的比例远高于国际平均水平。因此,研究柜面交易风险的识别与预警具有一定的现实意义。本文立足商业银行柜面交易风险识别理论,结合CD银行关于柜面交易风险的实际情况,对以下问题进行研究:首先叙述本文研究背景和意义,通过总结国内外专家对于商业银行柜面风险管理研究成果以后,对当前研究的不足进行讨论;此后,介绍本文研究所用到的相关理论和方法进行介绍,奠定本文研究的理论基础;通过结合CD银行的基本情况和分析CD银行现柜面交易风险管理现状,总结出现CD银行柜面交易风险管理中存在的不足之处,进一步说明本文研究的必要性和重要性,以及为本文后续研究指出方向;在后续的研究内容中,本文重点研究了CD银行柜面交易风险识别、CD银行柜面交易风险评价和CD银行柜面交易风险防范三大内容。在风险识别的研究中,本文关注风险识别原则、风险识别方法以及对风险识别结果进行分析,通过对CD银行柜面交易风险识别研究,本文识别出CD商业银行柜面交易存在的潜在风险点;在风险评价过程中,使用模糊综合评价法对风险进行评价,最终得到CD银行柜面交易的主要风险;随后,本文分别从业务制度优化、风险文化建设、创新预警模型预防措施三个方面进行了详细的阐述。此外,本文还结合实际案例,对柜面交易风险预警模型的效果进行说明,证明了风险防范措施的有效性。最后,对本文的研究进行总结,指出本文研究的不足之处以及对今后工作进行展望。
[Abstract]:With the rapid development of global finance, commercial banks are faced with the uncertainty and change of various external factors, the demand for independent business innovation is increasing, and the design of counter counter system of commercial banks is becoming more and more complex. At the same time, the counter transaction operation requirements for teller are improved constantly, which increases the incidence of counter transaction operation risk. It is found that the risk of counter trading caused by imperfect procedures, personnel and internal and external events often brings great losses to commercial banks. The Basel Committee holds that operational risk is the three major risks faced by banking institutions. Since then, the industry and academic circles have begun to study the risk management of counter trading in commercial banks. Generally speaking, counter trading risk is a kind of special operational risk, which has all the properties of operational risk. With the transformation of China's banking industry, because of the imperfect internal management mechanism, the special operational risk of counter trading risk is often one of the most important risk sources of our banking industry. Compared with the international advanced level, the proportion of commercial bank risk caused by operational risk in China is much higher than the international average level. Therefore, it is of practical significance to study the identification and early warning of counter transaction risk. In this paper, based on the theory of risk identification in counter trading of commercial banks, combined with the actual situation of CD bank on the risk of counter trading, the following problems are studied: firstly, the background and significance of this study are described. After summarizing the research results of domestic and foreign experts on the risk management of commercial banks, the deficiencies of the current research are discussed. Then, the relevant theories and methods used in this study are introduced. By combining with the basic situation of CD bank and analyzing the current situation of risk management of CD bank's counter trading, the paper summarizes the shortcomings of the risk management of CD bank's counter trade. Further explains the necessity and importance of this study, and points out the direction for further research. This paper focuses on the risk identification of CD bank counter trading and the risk assessment of CD bank counter trade and the prevention of CD bank counter transaction risk. In the research of risk identification, this paper pays close attention to the principle of risk identification, the method of risk identification and the analysis of risk identification results. In this paper, the potential risk points of CD commercial bank counter trading are identified. In the process of risk evaluation, the main risk of CD bank counter trading is obtained by using fuzzy comprehensive evaluation method. This paper expatiates in detail from three aspects: the optimization of business system, the construction of risk culture and the preventive measures of innovating early warning model. In addition, combined with practical cases, this paper explains the effect of risk warning model of counter trade, and proves the effectiveness of risk prevention measures. Finally, this paper summarizes the research, points out the shortcomings of this study and prospects for future work.
【学位授予单位】：电子科技大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.2

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