建行總行金融市場后臺操作風險研究
發(fā)布時間：2018-10-10 06:15
【摘要】：二十世紀九十年代以來,隨著金融市場不斷發(fā)展創(chuàng)新,操作風險也層出不窮,而對操作風險的管理也逐漸成為了商業(yè)銀行所面臨的新課題。巴塞爾委員會在2004年發(fā)布《巴塞爾協(xié)議Ⅱ》,對各國商業(yè)銀行的操作風險管理做出了指引。之后,銀監(jiān)會在2007年頒布了《商業(yè)銀行操作風險管理指引》,為我國商業(yè)銀行操作風險管理提供了依據。 本文通過對《巴塞爾協(xié)議Ⅱ》以及國內外相關文獻資料的研究學習,介紹了操作風險的涵義、分類以及整個操作風險的管理流程,并對操作風險損失經典案例進行了分析。 本文著重介紹了建行總行金融市場后臺操作風險管理現狀,并分析出了建行金融市場后臺在操作風險管理上所存在的問題。針對建行總行金融市場后臺在操作風險管理上的問題,提出了相關合理建議及有建設性的管理辦法,并針對業(yè)務特征提出了針對性的管理方法,如“自我評估法”、“關鍵風險指標法”以及提出了用標準法來對操作風險分配資本金。 本文的創(chuàng)新點是：分析建行總行金融市場業(yè)務后臺操作風險管理的問題,提出完善建行總行金融市場業(yè)務后臺操作風險管理的合理化建議。
[Abstract]:Since 1990s, with the continuous development and innovation of the financial market, the operational risk has emerged in endlessly, and the management of the operational risk has gradually become a new subject facing commercial banks. Basel Committee issued Basel II in 2004 to guide the operational risk management of commercial banks in various countries. After that, CBRC issued the operational risk Management guidelines of Commercial Banks in 2007, which provided the basis for the operational risk Management of Commercial Banks in China. This paper introduces the meaning, classification and management flow of operational risk through the study of Basel II and related literature at home and abroad, and analyzes the classic case of operational risk loss. This paper mainly introduces the background operation risk management status of CCB financial market, and analyzes the existing problems in CCB financial market background operation risk management. In view of the operational risk management problems in the financial market of CCB's head office, this paper puts forward some reasonable suggestions and constructive management methods, and puts forward some pertinent management methods, such as "self-assessment method", according to the characteristics of the business. The key risk index method and the standard method are put forward to allocate the operating risk capital. The innovation of this paper is to analyze the problems of background operation risk management in CCB's financial market business, and to put forward some reasonable suggestions to perfect the background operation risk management of CCB's financial market business.
【學位授予單位】：北京交通大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F832.33
本文編號：2260949
[Abstract]:Since 1990s, with the continuous development and innovation of the financial market, the operational risk has emerged in endlessly, and the management of the operational risk has gradually become a new subject facing commercial banks. Basel Committee issued Basel II in 2004 to guide the operational risk management of commercial banks in various countries. After that, CBRC issued the operational risk Management guidelines of Commercial Banks in 2007, which provided the basis for the operational risk Management of Commercial Banks in China. This paper introduces the meaning, classification and management flow of operational risk through the study of Basel II and related literature at home and abroad, and analyzes the classic case of operational risk loss. This paper mainly introduces the background operation risk management status of CCB financial market, and analyzes the existing problems in CCB financial market background operation risk management. In view of the operational risk management problems in the financial market of CCB's head office, this paper puts forward some reasonable suggestions and constructive management methods, and puts forward some pertinent management methods, such as "self-assessment method", according to the characteristics of the business. The key risk index method and the standard method are put forward to allocate the operating risk capital. The innovation of this paper is to analyze the problems of background operation risk management in CCB's financial market business, and to put forward some reasonable suggestions to perfect the background operation risk management of CCB's financial market business.
【學位授予單位】：北京交通大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F832.33
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，本文編號：2260949
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