新形势下A银行潍坊分行操作风险评价与防范研究

发布时间：2018-11-23 09:18

【摘要】：在我国,近几年来,商业银行操作风险案件时有发生,这不仅在一定程度上损害了商业银行的自身形象,也降低了我们国家银行业的整体公信力。潍坊分行是A银行辖属下的二级分行,经营模式的战略目标是“横向提升,纵向进位”,并且不断完善风险防控体系,创新经营模式,但在具体的实际经营过程中,的确存在不少的操作风险。通过对A银行潍坊分行的操作风险与防范业务的发展现状进行分析,以期能够引起A银行潍坊分行的相关监管机构的重视。本文以操作风险的监管框架为基础,对巴塞尔委员会以及中国银监会的操作风险监管框架进行阐述,并以A银行潍坊分行为研究对象,对从2010年到2016年间在此行发生的1508例操作风险案例进行系统的统计分析,掌握了相当数量的一手的数据资料,并且按照巴塞尔委员会新资本协议的具体要求进行分类,细致的分析2010年到2016年的操作风险,并通过多维度统计出目前潍坊分行操作风险存在的风险的分布状况,并对主要的七大方面进行分析;在此基础上,运用模糊层次法对A银行潍坊分行的存在的操作风险进行评价,最后提出A银行潍坊分行在操作风险防范中的具体措施。本文对A银行潍坊分行的操作风险事件进行了按区域,风险类型,影响级别及业务条线等分类,这样的工作在目前国内对于银行业的研究中也是很难找到的,具有比较创新的意义。
[Abstract]:In China, in recent years, the operational risk cases of commercial banks occur from time to time, which not only damages the image of commercial banks to some extent, but also reduces the credibility of our country's banking industry as a whole. Weifang Branch is the secondary branch under the jurisdiction of A Bank. The strategic goal of the business model is "horizontal promotion, longitudinal carry", and constantly improve the risk prevention and control system, innovation business model, but in the specific actual business process, Indeed, there are many operational risks. Through the analysis of the operational risk and the current situation of the guard business of Weifang Branch of A Bank, this paper hopes to arouse the attention of the relevant supervisory bodies of Weifang Branch of A Bank. Based on the regulatory framework of operational risk, this paper expounds the operational risk regulatory framework of the Basel Committee and the China Banking Regulatory Commission, and takes Weifang Branch of Bank A as the research object. Through a systematic statistical analysis of the 1508 operational risk cases that occurred during the period from 2010 to 2016, we have grasped a considerable number of first-hand data and classified them according to the specific requirements of the Basel Committee's new capital agreement. Detailed analysis of operational risks from 2010 to 2016, and through multi-dimensional statistics of the current Weifang Branch operating risk distribution, and the main seven aspects of analysis; On this basis, the paper uses the fuzzy hierarchy method to evaluate the operational risk of Weifang Branch of Bank A, and finally puts forward the specific measures of Weifang Branch of Bank A in the prevention of operational risk. In this paper, the operational risk events of Weifang Branch of Bank A are classified by region, type of risk, influence level and line of business. This kind of work is also very difficult to find in the research of banking industry in China at present. It has the significance of innovation.
【学位授予单位】：青岛科技大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.2

【参考文献】