本文關(guān)鍵詞：我國(guó)商業(yè)銀行操作風(fēng)險(xiǎn)預(yù)警研究　出處：《陜西師范大學(xué)》2012年碩士論文　論文類(lèi)型：學(xué)位論文

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【摘要】：商業(yè)銀行作為實(shí)現(xiàn)金融資源的合理配置和市場(chǎng)經(jīng)濟(jì)重要的組成部分,一直以來(lái)都受到各國(guó)投資者、學(xué)術(shù)界和監(jiān)管機(jī)構(gòu)的廣泛關(guān)注,而商業(yè)銀行本身主要是以信用作為基礎(chǔ),以貨幣借貸以及支付結(jié)算為主要業(yè)務(wù),以承擔(dān)風(fēng)險(xiǎn)的風(fēng)險(xiǎn)溢價(jià)為主要利潤(rùn)來(lái)源的高負(fù)債、高風(fēng)險(xiǎn)行業(yè),不僅要在積極開(kāi)發(fā)新型的金融產(chǎn)品、服務(wù)以及幫客戶(hù)承擔(dān)和分散風(fēng)險(xiǎn)的同時(shí),還要用科學(xué)的方法妥善的分析和管理日常經(jīng)營(yíng)過(guò)程中潛在的風(fēng)險(xiǎn),風(fēng)險(xiǎn)管理水平的高低也是現(xiàn)代商業(yè)銀行核心競(jìng)爭(zhēng)力的體現(xiàn)。隨著金融市場(chǎng)的逐步開(kāi)放和商業(yè)銀行的迅速發(fā)展,隨之而來(lái)的是風(fēng)險(xiǎn)管理壓力的大大增加,對(duì)信用風(fēng)險(xiǎn)和市場(chǎng)風(fēng)險(xiǎn)的管理也日漸成熟,但最近幾年以來(lái),國(guó)內(nèi)外屢屢發(fā)生的操作風(fēng)險(xiǎn)事件,也明顯的暴露出了我國(guó)商業(yè)銀行在操作風(fēng)險(xiǎn)管理和控制方面存在的不足之處,使監(jiān)管機(jī)構(gòu)逐步認(rèn)識(shí)到操作風(fēng)險(xiǎn)預(yù)先控制的重要性。為了實(shí)現(xiàn)商業(yè)銀行穩(wěn)健高效的經(jīng)營(yíng),及時(shí)、高效的抵御操作風(fēng)險(xiǎn)對(duì)銀行所造成的沖擊,對(duì)操作風(fēng)險(xiǎn)預(yù)警的研究也就成為了當(dāng)前的熱點(diǎn)課題。 目前,國(guó)內(nèi)商業(yè)銀行對(duì)于操作風(fēng)險(xiǎn)不論理論研究還是實(shí)踐經(jīng)驗(yàn)方面都比較欠缺,學(xué)者的研究也大多局限于巴塞爾新資本協(xié)議中對(duì)操作風(fēng)險(xiǎn)的相關(guān)闡述和資本計(jì)量方法、模型的介紹和分析方面,而針對(duì)操作風(fēng)險(xiǎn)的預(yù)先防范、風(fēng)險(xiǎn)的事中及時(shí)有效控制以及事后的風(fēng)險(xiǎn)緩釋方面的研究相對(duì)較少。 在這種背景之下,本文沿著我國(guó)商業(yè)銀行操作風(fēng)險(xiǎn)事件所固有的特點(diǎn)和目前管理和控制的現(xiàn)狀—影響因素—識(shí)別與計(jì)量—預(yù)警機(jī)制這一邏輯主線(xiàn),進(jìn)行了系統(tǒng)的研究。首先,通過(guò)大量的調(diào)查分析研究,發(fā)現(xiàn)當(dāng)前我國(guó)商業(yè)銀行操作風(fēng)險(xiǎn)事件涉及范圍廣、日常業(yè)務(wù)相對(duì)集中、技術(shù)落后和員工專(zhuān)業(yè)素質(zhì)相對(duì)較低的特有發(fā)展現(xiàn)狀,明確了我國(guó)操作風(fēng)險(xiǎn)存在預(yù)警機(jī)制不健全、損失數(shù)據(jù)難以獲得、信息披露機(jī)制不完善、專(zhuān)業(yè)的風(fēng)險(xiǎn)管理人員稀缺等相關(guān)問(wèn)題。從人員因素、流程因素、系統(tǒng)因素以及外部事件等多個(gè)維度分析了導(dǎo)致操作風(fēng)險(xiǎn)發(fā)生的實(shí)質(zhì)原因,且通過(guò)相關(guān)數(shù)據(jù)分析表明,人員因素是導(dǎo)致操作風(fēng)險(xiǎn)事件的主要原因。其次,對(duì)我國(guó)商業(yè)銀行操作風(fēng)險(xiǎn)的識(shí)別方法、手段以及計(jì)量模式進(jìn)行了分析,從而根據(jù)商業(yè)銀行的經(jīng)營(yíng)規(guī)模選擇適合的資本計(jì)量方法。再次,文章的重心主要是基于商業(yè)銀行操作風(fēng)險(xiǎn)的預(yù)警職能目標(biāo)、預(yù)警模式、預(yù)警流程和預(yù)警指標(biāo)四個(gè)維度建立完善我國(guó)商業(yè)銀行操作風(fēng)險(xiǎn)預(yù)警機(jī)制,重點(diǎn)針對(duì)商業(yè)銀行常見(jiàn)的四大業(yè)務(wù),用定性和定量分析方法構(gòu)建了與我國(guó)商業(yè)銀行的現(xiàn)狀及其特殊性相適應(yīng)的商業(yè)銀行操作風(fēng)險(xiǎn)預(yù)警體系,通過(guò)預(yù)警指標(biāo)的變化采取及時(shí)有效的措施,可切斷或者阻止操作風(fēng)險(xiǎn)傳播路徑,達(dá)到操作風(fēng)險(xiǎn)控制的目的。最后結(jié)合全文的研究,提出了對(duì)我國(guó)商業(yè)銀行強(qiáng)化操作風(fēng)險(xiǎn)預(yù)警的對(duì)策建議,建議從商業(yè)銀行公司治理及內(nèi)部控制、人員、操作風(fēng)險(xiǎn)預(yù)警應(yīng)急預(yù)案和構(gòu)建操作風(fēng)險(xiǎn)損失數(shù)據(jù)庫(kù)等幾個(gè)方面,來(lái)完善商業(yè)銀行操作風(fēng)險(xiǎn)預(yù)警機(jī)制,做到以較低的風(fēng)險(xiǎn)管理成本獲得較高的風(fēng)險(xiǎn)管理收益,使監(jiān)管資本和經(jīng)濟(jì)資本得到合理有效的配置,從而使我國(guó)商業(yè)銀行操作風(fēng)險(xiǎn)管理能力得到實(shí)質(zhì)上的提升。
[Abstract]:Commercial banks as an important part of the financial resources and the market economy, has attracted investors around the world, the focus of academic and regulatory agencies, and commercial banks are mainly credit as the basis, by borrowing money and payment as the main business, high debt to the risk premium for the main source of profit, high risk industry, not only to actively develop new financial products and services to help customers bear and disperse the risk at the same time, the potential risk to use scientific methods to analyze and manage the daily operation process, reflect the level of risk management is the core competitiveness of commercial banks. With the rapid the development of the opening of the financial market and commercial banks, followed by a pressure increase of risk management, credit risk and market wind Risk management has become more mature, but in recent years, domestic and foreign operational risk events occur frequently, but also significantly exposed the deficiencies in the operational risk management and control of commercial banks in our country, the importance that regulators pre control gradually realized that the operational risk of commercial banks. In order to achieve efficient and robust operation, timely, efficient operation of the bank against the risk caused by the impact of research on operational risk warning has become the current hot topics.
At present, the domestic commercial banks lack the operational risk regardless of theoretical research or practical experience, scholars also mostly confined to the new Basel Capital Accord in elaborate the operational risk and capital measurement methods, the introduction and analysis of the model, but for precautionary operational risk, risk mitigation timely and effective control after the risk of something arefew.
In this background, this paper follow the inherent characteristics of China's commercial banks operational risk events and the management and control of the situation - factors identification and measurement and early warning mechanism of the main line of logic was studied. Firstly, through a lot of investigation and analysis, found that the current operating risk in China's commercial banks involving a wide range of daily business is relatively concentrated, the unique development of backward technology and staff professional quality is relatively low, clear our operational risk early warning mechanism is not perfect, the loss of data is difficult to obtain the information disclosure mechanism is not perfect, the relevant problems of lack of professional risk management staff. The process from human factors, many factors. Dimensions of system factors and external events such as the real reasons leading to the occurrence of operational risk, and through the relevant data analysis showed that the factors lead to operating personnel The main reason for the risk event. Secondly, recognition method of operational risk of Chinese commercial banks, analyzes the means and measurement mode, so as to select the appropriate capital measurement methods according to the scale of operation of commercial banks. Thirdly, the focus of this article is the main target, the early warning function of commercial bank operational risk based on early warning, early warning flow and early warning indicators four dimensions to establish and perfect the mechanism of operation risk of commercial banks in China, the four major business focus on Commercial Bank common, constructs the system of commercial bank operation risk warning situation and our country commercial bank and its particularity adapted by qualitative and quantitative analysis methods, through the change of early warning indicators timely effective measures can be cut off or stop the operation risk propagation path, to operational risk control. Finally, the dissertation puts forward to me Countermeasures and suggestions of China's commercial banks to strengthen the operational risk warning, recommendations from the commercial bank corporate governance and internal control, personnel, operational risk warning emergency plan and the construction of operational risk loss database and other aspects, to improve the operational risk warning mechanism of commercial banks, to lower the cost of risk management to obtain higher risk management benefit, make supervision capital and economic capital to be rational and effective allocation to the operational risk management of China's commercial bank has substantially improved.

【學(xué)位授予單位】：陜西師范大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類(lèi)號(hào)】：F832.2

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