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

【摘要】：商業(yè)銀行作為現(xiàn)代社會經(jīng)濟發(fā)展的金融樞紐，時刻面臨著多種風險。長期以來，國內(nèi)外學者將主要精力放在商業(yè)銀行面臨的信用風險和市場風險研究上，而忽視了操作風險的存在。然而，近年來各國商業(yè)銀行操作風險案例頻發(fā)，并且每一次案發(fā)都給銀行帶來巨額損失，有的甚至直接導致銀行倒閉，人們逐漸將視野轉(zhuǎn)向這一伴隨銀行誕生而出現(xiàn)的古老風險。巴塞爾新資本協(xié)議也已把操作風險列為商業(yè)銀行三大風險之一，并要求對其計算監(jiān)管資本，這標志著國際金融界對操作風險管理的研究進入了一個新階段。 與國外相比，我國商業(yè)銀行操作風險研究起步較晚，尤其在操作風險度量方法方面，由于我國商業(yè)銀行早期防范操作風險意識淡薄并且一直未建立操作風險損失數(shù)據(jù)庫，導致我國商業(yè)銀行至今未找到一種適合自身情況的有效度量操作風險的模型。因此，尋找一種有效評估、度量我國商業(yè)銀行操作風險的模型就顯得尤為重要。本文正是基于此目的進行了相關(guān)研究。具體來講，本文分為六章，主要內(nèi)容如下： 第一章，結(jié)合國內(nèi)外商業(yè)銀行操作風險案例，，闡述了操作風險給商業(yè)銀行帶來的危害，說明了防范商業(yè)銀行操作風險的重要性，進而總結(jié)了本文的研究背景和研究意義。在此基礎(chǔ)上，分別從操作風險識別、操作風險度量和操作風險管理控制三方面，概括歸納了國內(nèi)外商業(yè)銀行操作風險研究現(xiàn)狀。最后，給出了本文研究方法和創(chuàng)新。 第二章，首先闡述了操作風險在國內(nèi)外的發(fā)展歷程，從中發(fā)現(xiàn)我國商業(yè)銀行操作風險同國外相比具有一些自己的特點，這主要是與我國上世紀所經(jīng)歷的特殊經(jīng)濟發(fā)展階段有關(guān)。其次，歸納了國際上較為通用的幾種操作風險定義，并結(jié)合我國商業(yè)銀行自身特點提出了適合我國商業(yè)銀行的操作風險定義。再次，分析了我國商業(yè)銀行操作風險的特點。最后，根據(jù)我國商業(yè)銀行操作風險特點，從宏觀和微觀兩方面分析了操作風險的形成原因。 第三章，首先提出了商業(yè)銀行操作風險的識別程序以及國際上常用的幾種操作風險識別方法即自我評估法、關(guān)鍵風險指標法和德爾菲法。其次，闡述了國際上采用較多的幾種商業(yè)銀行操作風險評估方法，即美國COSO內(nèi)部控制框架、巴塞爾委員會內(nèi)部控制系統(tǒng)評估框架、英國綜合準則報告和操作風險記分卡法。再次，分析了幾種國際上公認的比較好的操作風險度量方法，即基本指標法、標準法和高級計量方法。最后，分析了我國商業(yè)銀行操作風險實際情況和特點，指出了我國商業(yè)銀行操作風險度量的局限性。 第四章，結(jié)合我國商業(yè)銀行實際情況以及我國商業(yè)銀行操作風險特點，提出操作風險指標體系的構(gòu)建原則，并根據(jù)此原則構(gòu)建了我國商業(yè)銀行操作風險評價指標體系。 第五章，從模糊綜合評價模型入手，闡明了該模型的基本思想和原理，給出了建模的基本步驟以及幾種權(quán)重確定方法。其中，鑒于層次分析法（AHP）確定權(quán)重的準確性和合理性，提出用AHP來確定模型中的指標權(quán)重。最后，根據(jù)前面章節(jié)中建立的操作風險評價指標體系，選取我國一家股份制商業(yè)銀行華夏銀行作為評價對象，利用模糊綜合評價模型對該商業(yè)銀行操作風險進行檢驗，并對檢驗結(jié)果進行了分析。最后，結(jié)合操作風險評價指標分析了華夏銀行操作風險的管理現(xiàn)狀。 第六章，主要從提升商業(yè)銀行員工素質(zhì)、完善操作風險流程控制、加強商業(yè)銀行信息系統(tǒng)建設(shè)、加強商業(yè)銀行操作風險外部監(jiān)管、完善商業(yè)銀行內(nèi)部控制機制和合理分配商業(yè)銀行資本等幾個方面闡述了我國商業(yè)銀行操作風險管理的一些對策。 本文在借鑒了國內(nèi)外操作風險研究的方法基礎(chǔ)上對商業(yè)銀行操作風險進行了探索性研究。希望通過本文的寫作，對我國商業(yè)銀行操作風險的評估、度量和管理控制提供一些借鑒意義。
[Abstract]:As a financial hub of modern social and economic development , commercial banks face a variety of risks . For a long time , scholars at home and abroad focus on the credit risk and market risk research facing commercial banks , and neglect the existence of operational risks . However , the Basel 2 capital agreement has listed the operation risk as one of the three risks of commercial banks and demanded the calculation of regulatory capital , which marks the international financial community ' s research into operation risk management into a new stage .

Compared with the foreign countries , the research on the operation risk of commercial banks in China started relatively late , especially in terms of operational risk measurement methods . As a result , China ' s commercial banks have not found a model suitable for their own situation . Therefore , it is very important to find a model which is suitable for the operation risk of commercial banks in our country .

Chapter one , combining the operation risk cases of commercial banks at home and abroad , expounds the harm caused by operation risk to commercial banks , explains the importance of preventing the operation risk of commercial banks , and summarizes the research background and research significance of this paper . On the basis of this , the present situation of operational risk of commercial banks in China and abroad is summarized from the aspects of operational risk identification , operational risk measurement and operation risk management control . Finally , the research methods and innovations of this paper are given .

The second chapter introduces the development course of operational risk in China and abroad , and finds out that the operational risk of commercial banks in China has some characteristics compared with those of foreign countries . This is mainly related to the special economic development stage experienced in the last century . Secondly , it summarizes the characteristics of the operation risk of commercial banks in China . Finally , according to the characteristics of the operation risk of commercial banks in China , the reasons of the operation risk are analyzed from both macro and micro aspects .

In chapter 3 , the recognition procedure of the operational risk of commercial banks and the methods of self - assessment , key risk index and Delphi method commonly used in international commercial banks are put forward . Secondly , the methods of evaluating the operational risk of commercial banks , namely , the basic index method , the standard method and the advanced metering method , are analyzed . Finally , the practical situation and characteristics of the operation risk of commercial banks in China are analyzed , and the limitations of the measurement of the operational risk of commercial banks in China are pointed out .

Chapter four , combining the actual situation of commercial banks in China and the characteristics of the operation risk of commercial banks in China , puts forward the construction principle of operating risk index system , and constructs the evaluation index system of operation risk of commercial banks according to this principle .

In chapter 5 , starting from the fuzzy comprehensive evaluation model , the basic ideas and principles of the model are clarified , the basic steps of modeling and the methods of determining weights are given .

The sixth chapter expounds the countermeasures of the risk management of commercial banks in China mainly from the aspects of improving the staff quality of the commercial banks , perfecting the operation risk process control , strengthening the construction of the commercial bank information system , strengthening the external supervision of the operation risk of the commercial banks , perfecting the internal control mechanism of the commercial banks and the rational distribution of the capital of the commercial banks .

This paper studies the operational risk of commercial banks on the basis of the methods of operational risk research at home and abroad . It is hoped that through the writing of this paper , we can provide some reference for the evaluation , measurement and management control of the operation risk of commercial banks in China .

【學位授予單位】：山東財經(jīng)大學
【學位級別】：碩士
【學位授予年份】：2012
【分類號】：F832.2;F224

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