基于AHP-FUZZY的A商業(yè)銀行操作風險評價研究
發(fā)布時間：2018-09-06 10:30
【摘要】：A銀行前身是A省10家城市商業(yè)銀行整合而成,于2007年正式成立。A銀行在風險管控經(jīng)驗還有待提升,特別是在操作風險上的重視和研究是最近幾年才開始的,其還屬于起步階段,是制約A銀行風險管理水平的重要因素之一。因此A銀行應對操作風險因素進行識別和評估,發(fā)現(xiàn)不良因素加以改善,促進A銀行風險管理水平提升,減少風險發(fā)生概率,降低風險造成的損失。 本文主要對商業(yè)銀行風險以及銀行操作風險相關理論進行研究,依據(jù)A銀行操作風險現(xiàn)有的事件和管理影響因素進行分析,據(jù)此建立相應的指標體系；根據(jù)A銀行LYG分行進行實踐分析,在分析后提出相應的分析結果以及操作風險規(guī)避措施。 首先筆者提供了一個理論聯(lián)系實際的思路,針對A銀行操作風險管理中實際的問題,提出解決方案,并選取其中一個分行進行實踐分析,使理論模型運用到實際操作風險評估中。然后總結得到適合A銀行操作風險管理評估模型；其后通過對層次分析法和模糊綜合評價法進行了研究,并在實際項目中加以運用,得到了相關的實際評估結果并加以運用；最后通過對項目的實踐研究,并對操作風險評估結果進行了分析,提出了降低操作風險管理的幾個措施。 本文通過在A銀行LYG分行建立一套完整、科學和系統(tǒng)的操作風險評估體系,并提出了風險規(guī)避措施,以指導A銀行LYG分行操作風險管理的有效開展。隨著風險規(guī)避措施的應用,LYG分行操作風險損失事件得到了減少,提高了分行安全管理水平,提高了分行核心競爭力。
[Abstract]:Bank A was formed from the integration of 10 city commercial banks in A province. It was formally established in 2007. The experience of risk management has yet to be improved, especially in the operational risks, which has only begun in recent years. It also belongs to the initial stage and is one of the important factors restricting the risk management level of Bank A. Therefore, Bank A should identify and evaluate the operational risk factors, find out the bad factors to improve the risk management level, reduce the probability of risk occurrence and reduce the loss caused by risk. This article mainly studies the commercial bank risk and the bank operation risk correlation theory, carries on the analysis according to the A bank operation risk existing event and the management influence factor, establishes the corresponding index system accordingly; According to the practical analysis of LYG Branch of Bank A, the corresponding analysis results and operational risk avoidance measures are put forward. First of all, the author provides a train of thought of combining theory with practice, aiming at the practical problems in the operational risk management of Bank A, puts forward a solution, and selects one of the branches to carry out practical analysis. The theoretical model is applied to the practical operational risk assessment. Then it summarizes and obtains the appropriate operational risk management evaluation model of Bank A, and then studies the AHP and fuzzy comprehensive evaluation method, and applies them to the actual projects, and obtains the relevant practical evaluation results and uses them. Finally, through the practical research of the project and the analysis of the results of the operational risk assessment, several measures to reduce the operational risk management are put forward. In this paper, a complete, scientific and systematic operational risk assessment system is established in LYG branch of Bank A, and risk aversion measures are put forward to guide the effective operation risk management of Bank A LYG Branch. With the application of risk aversion measures, the risk loss events of LYG branch operation have been reduced, the level of branch security management has been improved, and the core competitiveness of the branch has been improved.
【學位授予單位】：西南交通大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F832.33
本文編號：2226086
[Abstract]:Bank A was formed from the integration of 10 city commercial banks in A province. It was formally established in 2007. The experience of risk management has yet to be improved, especially in the operational risks, which has only begun in recent years. It also belongs to the initial stage and is one of the important factors restricting the risk management level of Bank A. Therefore, Bank A should identify and evaluate the operational risk factors, find out the bad factors to improve the risk management level, reduce the probability of risk occurrence and reduce the loss caused by risk. This article mainly studies the commercial bank risk and the bank operation risk correlation theory, carries on the analysis according to the A bank operation risk existing event and the management influence factor, establishes the corresponding index system accordingly; According to the practical analysis of LYG Branch of Bank A, the corresponding analysis results and operational risk avoidance measures are put forward. First of all, the author provides a train of thought of combining theory with practice, aiming at the practical problems in the operational risk management of Bank A, puts forward a solution, and selects one of the branches to carry out practical analysis. The theoretical model is applied to the practical operational risk assessment. Then it summarizes and obtains the appropriate operational risk management evaluation model of Bank A, and then studies the AHP and fuzzy comprehensive evaluation method, and applies them to the actual projects, and obtains the relevant practical evaluation results and uses them. Finally, through the practical research of the project and the analysis of the results of the operational risk assessment, several measures to reduce the operational risk management are put forward. In this paper, a complete, scientific and systematic operational risk assessment system is established in LYG branch of Bank A, and risk aversion measures are put forward to guide the effective operation risk management of Bank A LYG Branch. With the application of risk aversion measures, the risk loss events of LYG branch operation have been reduced, the level of branch security management has been improved, and the core competitiveness of the branch has been improved.
【學位授予單位】：西南交通大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F832.33
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