中蒙两国商业银行操作风险管理对比研究

发布时间：2018-08-04 08:35

【摘要】：20世纪90年代以前,全球商业银行业的产品种类和业务结构比较单一,电子化程度较低,业务规模不大,同业竞争不太激烈,内部管理比较严格,所以银行操作风险问题不是很严重,操作风险损失较小。90年代以后,全球商业银行的产品业务多样化,技术势头迅猛,银行同业竞争加剧,操作风险问题越来越突出,特别是近几年有加速上升的趋势。截止2016年底,作为全球银行的总资本排名前4家银行是中国的商业银行的,其面临的竞争和复杂性日益增加,各个中国商业银行都在进行运营规模及交易范围的扩大,并且尝试创新服务和产品,期望自已在严峻的竞争环境中拔得头筹。随着人们对商业银行操作风险方面问题的日益关注和金融危机的发生,巴塞尔协议中针对操作风险的认识也在不断完善,操作风险管理也成为全世界商业银行瞩目的话题。伴随“操作风险管理”这一概念的提出,越来越多的国内外金融业专家学者都将这个全新的理论作为研究对象,其中,巴塞尔对这一理论的提出发展做出极大贡献,随着研究的不断深入推进,新的研究成果也纷纷涌现,其中所涉及的操作风险的定义、类型、度量等研究。对商业银行操作风险管理方面的研究做出理论性探索,将中国商业银行操作风险管理与蒙古国商业银行操作风险管理进行对比研究,依据中蒙两国商业银行运营管理流程,充分研究分析商业银行操作风险管理组织体系和操作风险管理现状及存在问题,对中蒙两国商业银行的相关管理策略和机制进行比较分析;通过中蒙两国商业银行视角下操作风险管理流程模型,分别从操作风险识别,风险评估、风险处理与风险监控等不同风险管理环节进行探索分析,2017年4月发生的大件事,对中国民生银行的30亿元的事件案例进行研究,并蒙古国最大商业银行之一翰银行的对内部欺诈事件案例进行研究;最后在操作风险管理理论研究的基础上,借鉴中国商业银行操作风险管理方面的具体策略与机制,完善蒙古国商业银行操作风险管理流程,对蒙古国商业银行的操作风险管理提出有效的对策与建议。一方面期望本文的一些研究成果能给蒙古国商业银行操作风险管理与机制创新带来一定的理论参考与决策支持;另一方面也从不同的视角为商业银行的操作风险管理理论研究提供理论参考与补充。
[Abstract]:Before the 1990s, the product types and business structure of the global commercial banking industry were relatively single, the degree of electronization was relatively low, the business scale was small, the competition in the same industry was not too intense, and the internal management was relatively strict. So the problem of operational risk in banks is not very serious. After the operation risk loss is relatively small. After the 1990s, the global commercial banks' product business is diversified, the technical momentum is swift and violent, the interbank competition intensifies, the operational risk problem becomes more and more prominent. Especially in recent years, there is a trend of acceleration. By the end of 2016, as the top four banks in the world in terms of total capital, they are Chinese commercial banks, which face increasing competition and complexity. All Chinese commercial banks are expanding their operation scale and trading scope. And try to innovate services and products, expect to be in a tough competitive environment. With the increasing attention to the operational risk of commercial banks and the occurrence of financial crisis, the understanding of operational risk in the Basel Accord has been constantly improved, and operational risk management has become a topic of worldwide commercial banks' attention. With the introduction of the concept of "operational risk management", more and more experts and scholars at home and abroad have taken this new theory as the research object, among which, Basel has made great contributions to the development of the theory. With the further development of the research, new research results have emerged, including the definition, type and measurement of operational risk. This paper makes a theoretical exploration on the operational risk management of commercial banks, compares the operational risk management of Chinese commercial banks with that of Mongolian commercial banks, and bases on the operational management process of commercial banks in China and Mongolia. Fully study and analyze the operational risk management organization system and operational risk management status and existing problems of commercial banks, and compare the relevant management strategies and mechanisms between China and Mongolia commercial banks; Based on the operational risk management process model from the perspective of commercial banks of China and Mongolia, this paper explores and analyzes the different risk management links, such as operational risk identification, risk assessment, risk handling and risk monitoring, and the major events that occurred in April 2017. This paper studies the case of 3 billion yuan of China Minsheng Bank, and the case of internal fraud of John Bank, one of the largest commercial banks in Mongolia. Finally, on the basis of the theory of operational risk management, Based on the specific strategies and mechanisms of operational risk management of Chinese commercial banks, the operational risk management process of Mongolian commercial banks is improved, and effective countermeasures and suggestions are put forward for the operational risk management of Mongolian commercial banks. On the one hand, it is expected that some of the research results in this paper can bring some theoretical reference and decision support to the operational risk management and mechanism innovation of Mongolian commercial banks. On the other hand, it also provides a theoretical reference and supplement for the operational risk management theory of commercial banks from different perspectives.
【学位授予单位】：北京交通大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33;F833.11

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