本文選題：商業(yè)銀行　切入點：操作風險　出處：《山東大學》2012年碩士論文

【摘要】：根據(jù)巴塞爾新資本協(xié)議給出的定義,操作風險是指由于不完善或失靈的內(nèi)部程序、人員及系統(tǒng)或外部事件導致?lián)p失的風險。包括法律風險,但不包括戰(zhàn)略風險和聲譽風險。近來,國際和國內(nèi)不斷發(fā)生操作風險事件,涉案金額也在不斷擴大,操作風險已經(jīng)成為與信用風險、市場風險并列的銀行業(yè)三大風險之一。國外對此關(guān)注較早,目前已經(jīng)形成比較成熟的管理理論和比較豐富的實踐經(jīng)驗。我國金融業(yè)起步較晚,對操作風險近些年才逐漸認識和重視,實踐上的操作風險管理遠落后于國際領(lǐng)先銀行。在此背景之下,通過對國內(nèi)外商業(yè)銀行的操作風險進行全面系統(tǒng)的對比分析,找出我國商業(yè)銀行在操作風險管理方面存在的問題,并提出合理化的對策和建議,具有積極的現(xiàn)實意義。 本文主要使用了實證分析法和比較分析法,在參考國內(nèi)其他學者相關(guān)研究理論的基礎(chǔ)上,筆者選取了具有一定代表性的某城市商業(yè)銀行A銀行,將理論與實踐相結(jié)合,在對商業(yè)銀行操作風險進行國際比較的基礎(chǔ)上,分析A銀行操作風險的管理現(xiàn)狀并提出改進方案。本文共有七章組成： 第一章為引言,主要是提出問題,闡述研究的背景和意義、文獻綜述和寫作框架。第二章是操作風險的界定比較,對比介紹了國內(nèi)外對操作風險的定義和詳細界定。第三章是操作風險損失特征及成因比較,分別介紹了國外和國內(nèi)商業(yè)銀行操作風險損失數(shù)據(jù)的特征和成因。第四章是操作風險的管理比較,通過介紹德意志銀行和花旗銀行在操作風險管理方面的先進經(jīng)驗,得出國際活躍銀行的做法對我國銀行業(yè)的四點啟示,進而找出國內(nèi)商業(yè)銀行在管理中普遍存在的問題。第五章介紹了A銀行操作風險現(xiàn)狀,包括現(xiàn)有的管理架構(gòu)和存在的問題。第六章為A銀行操作風險管理提出改進方案,包括內(nèi)部約束和外部監(jiān)督兩大方面。第七章為結(jié)論部分,主要介紹通過以上分析所得出的主要研究發(fā)現(xiàn)。
[Abstract]:Operational risk, as defined in the Basel New Capital Accord, refers to the risk of loss due to imperfect or dysfunctional internal procedures, personnel and systems or external events, including legal risks, But it does not include strategic risks and reputational risks. Recently, international and domestic operational risk incidents continue to occur, and the amount involved in the case is also constantly expanding. Operational risk has become a credit risk. One of the three major risks in the banking industry where market risks are juxtaposed. Foreign countries have paid more attention to this issue and have formed more mature management theory and rich practical experience. China's financial industry started relatively late. In recent years, the operational risk has been gradually recognized and taken seriously, and the practical operational risk management has lagged far behind the international leading banks. In this context, the operational risk of commercial banks at home and abroad is compared and analyzed comprehensively and systematically. It is of positive practical significance to find out the problems existing in the operational risk management of commercial banks in our country and to put forward reasonable countermeasures and suggestions. This paper mainly uses the empirical analysis method and the comparative analysis method, on the basis of referring to the relevant research theories of other domestic scholars, the author selects A Bank, a certain representative city commercial bank, to combine the theory with the practice. On the basis of the international comparison of the operational risk of commercial banks, this paper analyzes the present situation of the management of operational risks in Bank A and puts forward the improvement scheme. There are seven chapters in this paper:. The first chapter is the introduction, which is mainly to raise questions, explain the background and significance of the research, literature review and writing framework. Chapter two is the definition and comparison of operational risk. The definition and detailed definition of operational risk at home and abroad are compared. Chapter three is a comparison of the characteristics and causes of operational risk loss. This paper introduces the characteristics and causes of operational risk loss data of foreign and domestic commercial banks respectively. Chapter four is the comparison of operational risk management, through the introduction of Deutsche Bank and Citibank's advanced experience in operational risk management. This paper draws four enlightenment from the practice of international active banks to our banking industry, and then finds out the common problems existing in the management of domestic commercial banks. Chapter five introduces the present situation of operational risk of Bank A. Chapter VI proposes an improvement scheme for the operational risk management of Bank A, including two aspects: internal constraints and external oversight. Chapter VII is the concluding part. This paper mainly introduces the main research findings obtained by the above analysis.
【學位授予單位】：山東大學
【學位級別】：碩士
【學位授予年份】：2012
【分類號】：F832.2

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