招商银行操作风险资本计量研究

发布时间：2018-02-25 06:14

本文关键词： 操作风险资本计量招商银行　出处：《内蒙古大学》2013年硕士论文　论文类型：学位论文

【摘要】：银行业自古就是国民经济体系中一个十分特殊的行业,银行业最主要的特点就是会将社会上流动的资金转为存款,进而进行负债经营,初始的资本占比很低,正因为自身出具的资本比较低却撬动了巨量资金,也提升了银行业的风险系数,最终影响着整个经济金融体系的稳定和经济社会的发展。 20世纪90年代中期以来,与国际先进银行相比,中国银行业对操作风险的管理仍处于初步的探索和起步阶段,还没有形成有效的管理系统。随着金融机构全球化和金融市场的放松管制,金融技术日益复杂化,银行的业务活动愈发复杂,这些原因使得银行和监管当局不断关注与操作风险的识别和度量。本文首先定义什么是操作风险,然后对操作风险的特征进行了定性,接着把操作风险如何识别、如何评估以及怎样缓释控制的方法做了详细描述,最后对招商银行操作风险资本计量的现状、招行标准法的实施情况以及高级计量法的相关要求进行了介绍,指出招商银行目前操作风险资本计量存在的不足,紧接着针对存在的问题,提出了加强招商银行操作风险资本计量的对策建议。
[Abstract]:The banking industry has been a very special industry in the national economic system since ancient times. The most important characteristic of the banking industry is that it will turn the funds flowing in the society into deposits and then operate in debt. The initial capital accounts for a very low proportion. It is because the capital issued by itself is relatively low but the huge amount of funds has been leveraged, and the risk coefficient of the banking industry has also been raised, which ultimately affects the stability of the entire economic and financial system and the development of the economy and society. Since the middle of 1990s, compared with the international advanced banks, the management of operational risks in Chinese banks is still in a preliminary exploration and initial stage. With the globalization of financial institutions and the deregulation of financial markets, financial technology has become increasingly complex and the business activities of banks have become more complex. These reasons make banks and regulators pay more attention to the identification and measurement of operational risk. In this paper, we first define what operational risk is, then define the characteristics of operational risk, and then describe in detail how to identify, how to evaluate and how to slow release control of operational risk. Finally, the paper introduces the current situation of China Merchants Bank's operational venture capital measurement, the implementation of China Merchants Standard Law and the related requirements of the Advanced Metrology Law, and points out the shortcomings of China Merchants Bank's current operational venture capital measurement. Then, in view of the existing problems, the paper puts forward countermeasures and suggestions to strengthen the measurement of operational venture capital of China Merchants Bank.
【学位授予单位】：内蒙古大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33

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