本文關(guān)鍵詞： 前臺(tái)交易 操作風(fēng)險(xiǎn) 風(fēng)險(xiǎn)預(yù)警系統(tǒng) 數(shù)據(jù)挖掘 湖南省農(nóng)村信用社　出處：《湖南大學(xué)》2012年碩士論文　論文類(lèi)型：學(xué)位論文

【摘要】：操作風(fēng)險(xiǎn)是國(guó)際銀行業(yè)金融機(jī)構(gòu)主要風(fēng)險(xiǎn)之一，隨著農(nóng)信社的規(guī)模和業(yè)務(wù)不斷擴(kuò)大，操作風(fēng)險(xiǎn)在總風(fēng)險(xiǎn)中所占比重越來(lái)越大，操作風(fēng)險(xiǎn)往往給農(nóng)信社造成重大損失。巴塞爾委員會(huì)將操作風(fēng)險(xiǎn)納入銀行業(yè)金融機(jī)構(gòu)三大風(fēng)險(xiǎn)之一后，對(duì)操作風(fēng)險(xiǎn)的管理和防范的重要性和迫切性受到了廣泛的關(guān)注。我國(guó)銀行在風(fēng)險(xiǎn)管理方面，，一直以來(lái)無(wú)論是在管理層或是學(xué)術(shù)界，都是將焦點(diǎn)和重心放在了信用風(fēng)險(xiǎn)和市場(chǎng)風(fēng)險(xiǎn)的管理方面，而對(duì)于操作風(fēng)險(xiǎn)未能給予它應(yīng)有的關(guān)注，這使得我國(guó)的銀行操作風(fēng)險(xiǎn)管理不管是在理論知識(shí)還是在經(jīng)驗(yàn)積累方面都處于一個(gè)比較低的水平，大部分銀行都沒(méi)有能夠建立起有效的操作風(fēng)險(xiǎn)防范和預(yù)警機(jī)制。 本文以操作風(fēng)險(xiǎn)預(yù)警系統(tǒng)模型的設(shè)計(jì)和構(gòu)建為核心，首先分析了湖南省農(nóng)村信用社現(xiàn)有的操作風(fēng)險(xiǎn)預(yù)警系統(tǒng)存在不能夠精確定位風(fēng)險(xiǎn)來(lái)源、不能有效監(jiān)控風(fēng)險(xiǎn)交易的缺陷；然后針對(duì)這些缺陷，本文綜合運(yùn)用了風(fēng)險(xiǎn)管理、信息經(jīng)濟(jì)學(xué)、數(shù)據(jù)挖掘、軟件工程、面向?qū)ο蠛涂刂普摰幕驹砗头椒ǎ瑢⒍ㄐ苑治龊土炕治鱿嘟Y(jié)合、規(guī)范分析和實(shí)證分析相結(jié)合，從可行性分析和需求分析兩個(gè)方面證明了預(yù)警系統(tǒng)的設(shè)計(jì)改進(jìn)的意義及其可行性，對(duì)于現(xiàn)行的風(fēng)險(xiǎn)預(yù)警系統(tǒng)做了二次開(kāi)發(fā)，分別改進(jìn)了原系統(tǒng)中的規(guī)則管理模塊和客戶分類(lèi)方法，加入了案例匹配和自動(dòng)學(xué)習(xí)調(diào)整功能，設(shè)計(jì)和構(gòu)建了預(yù)警系統(tǒng)的系統(tǒng)框架和功能模塊；其后，根據(jù)湖南省農(nóng)村信用社前臺(tái)交易的實(shí)際情況，構(gòu)建了改進(jìn)的交易操作風(fēng)險(xiǎn)預(yù)警系統(tǒng)模型，并進(jìn)行了改進(jìn)系統(tǒng)的總體設(shè)計(jì)和詳細(xì)設(shè)計(jì)；最后提出加強(qiáng)銀行前臺(tái)操作抗風(fēng)險(xiǎn)預(yù)警系統(tǒng)應(yīng)用能力的實(shí)施方案，在此基礎(chǔ)上分析和總結(jié)了研究結(jié)果。
[Abstract]:Operational risk is one of the main risks in international banking financial institutions, with the rural credit cooperatives and the scale expanding of business operation risk in the total risk in proportion is more and more big, the operational risk of rural credit cooperatives tend to cause great losses. The Basel committee will be one of the three major operational risk into the risk of banking financial institutions, to the operational risk management and prevention of the urgency and importance have been widely concerned. China's banks in risk management, has always been whether in management or in academic circles, is the focus and focus on the management of credit risk and market risk, operational risk and for failing to give its proper attention, which makes the operational risk management of banks in China whether it is in theory but also in experience accumulated at a relatively low level, most banks are not able to build Effective risk prevention and early warning mechanism.
In this paper, the operational risk early warning system model design and construction as the core, firstly analyzes the existing sources of risk can not be precise positioning of rural credit cooperatives in Hunan province existing operational risk warning system, defects can not effectively monitor the risk of the transaction; and then according to these defects, this paper use the risk management, information economics, data mining, software engineering, basic principle and method of object oriented and control theory, qualitative analysis and quantitative analysis combining normative analysis and empirical analysis, analysis of two aspects proves the significance and feasibility of the improved design of early warning system from the feasibility analysis and demand for risk early warning system for two current development respectively improved rule management module and customer classification method in the original system, join the case matching and automatic learning adjustment function, design and construction of the early warning The system framework and function modules of the system; then, according to the actual situation of the transaction of rural credit cooperatives in Hunan Province, to build a system of operational risk warning trading improved model, and improved the overall design and detailed design of the system; finally proposed implementation plan to strengthen the bank operation risk early warning system against the application ability, on the basis of on the analysis and summary of the research results.

【學(xué)位授予單位】：湖南大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類(lèi)號(hào)】：TP311.52;F832.35

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