托管银行基金业务外包服务的风险管理研究

发布时间：2018-06-16 22:50

本文选题：托管银行 + 基金业务外包　；参考：《天津工业大学》2017年硕士论文

【摘要】：我国的基金业截止2015年底,已发展至管理规模12.6万亿元,发展迅猛。目前各基金管理人的业务均为自己运营,其运营成本较大,对各基金管理人是一个沉重的负担。基金业务外包可以为各方带来巨大利好,对我国的金融业进一步深化改革,优化资源配置也非常有意义。但其同时也会给各业务相关方带来风险,其中有些风险发生后将会对各相关方产生巨大的消极影响,如监管禁入、造成参与方巨大的经济损失等,而同时国内细分到基金业务外包的风险管理研究较少,因此风险管理研究对托管银行基金业务外包具有很大的推广应用意义和理论意义。本文从各业务相关方的角度出发,先梳理了基金业务当事人运营业务的流程和内容,然后分析了基金业务外包服务各参与方之间的博弈关系,再使用生产流程分析法中的列举法,识别、分析了基金业务外包中的各项风险,进而在此基础上对识别出来的各项风险利用德尔菲法、层次分析法和模糊综合评价法对各风险项的风险等级和风险概率进行了量化分析,然后利用风险矩阵法对各项风险进行了排序,甄别出重点的、关键的风险,如可能造成基金业务外包服务失败的投资资产受损失、客户信息泄露、信息披露不及时等风险项,从而使各参与方可以根据风险识别、风险度量的结果,统筹建立和实施风险控制策略。在识别和量化风险的基础上,本文联系我国的基金业务实际情况,针对各基金业务外包服务参与人的风险项,提出了风险应对策略建议,如针对我国金融机构分业监管的情况,给出了建立统一监管理念建议;针对我国目前关于基金业务外包的制度较少的情况,给出了加强制度建设的建议,对目前处于新生阶段的基金业务外包服务具有指导意义,希望为各托管银行基金业务外包业务的顺利开展贡献力量。
[Abstract]:By the end of 2015, China's fund industry has developed to management scale of 12.6 trillion yuan, rapid development. At present, each fund manager's business is its own operation, its operation cost is big, it is a heavy burden to each fund manager. Fund outsourcing can bring great benefits to all parties, and it is of great significance to further deepen the reform of our financial industry and optimize the allocation of resources. But at the same time, it will also bring risks to the relevant parties, some of which will have a huge negative impact on the relevant parties, such as the regulatory ban, resulting in huge economic losses of the participants, and so on. At the same time, there are few researches on risk management in domestic subdivision to fund outsourcing, so risk management research has great significance in promoting and applying fund outsourcing in custodian bank. From the point of view of the relevant parties, this paper first combs the process and content of the fund business parties' operation business, and then analyzes the game relationship between the parties involved in the fund business outsourcing service. Then using the enumeration method of production process analysis to identify and analyze the risks in fund outsourcing, and then use Delphi method to identify the risks. The analytic hierarchy process (AHP) and fuzzy comprehensive evaluation are used to quantitatively analyze the risk levels and risk probability of each risk item, and then the risk matrix method is used to sort out the key and key risks. If the investment assets that may cause the failure of the outsourced service of the fund business are lost, the customer information is leaked, the information is not disclosed in time, and so on, so that the participants can identify and measure the risk according to the risk, Establish and implement risk control strategy as a whole. On the basis of identifying and quantifying risks, this paper, in connection with the actual situation of fund business in our country, puts forward some suggestions to deal with the risks of the participants in the outsourcing services of each fund business, such as the situation of separate supervision of financial institutions in our country. This paper puts forward the suggestion of establishing the unified supervision idea, aiming at the fact that the system of fund outsourcing is few at present in our country, it gives the suggestion of strengthening the system construction, which is of guiding significance to the fund outsourcing service which is in the new stage at present. I hope to contribute to the smooth development of the business outsourcing of the trusteeship bank fund.
【学位授予单位】：天津工业大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.2

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