發(fā)布時間：2018-04-25 06:49

  本文選題：商業(yè)銀行 + 操作風(fēng)險(xiǎn)管理�。� 參考：《東北農(nóng)業(yè)大學(xué)》2012年碩士論文

【摘要】：2004年6月,新巴塞爾協(xié)議將銀行操作風(fēng)險(xiǎn)納入商業(yè)銀行風(fēng)險(xiǎn)資本的計(jì)量和監(jiān)管框架,操作風(fēng)險(xiǎn)、市場風(fēng)險(xiǎn)與信用風(fēng)險(xiǎn)組成了銀行三大風(fēng)險(xiǎn)。同年,中國工商銀行出臺了《操作風(fēng)險(xiǎn)管理框架》,這標(biāo)志著中國工商銀行成為我國金融系統(tǒng)內(nèi)第一家正式將操作風(fēng)險(xiǎn)的監(jiān)督管理納入具體議事日程的銀行。隨著大量操作風(fēng)險(xiǎn)案件的曝光,人們對操作風(fēng)險(xiǎn)的關(guān)注與日俱增,對我國商業(yè)銀行操作風(fēng)險(xiǎn)管理也提出了更為嚴(yán)峻的考驗(yàn)。我國商業(yè)銀行對操作風(fēng)險(xiǎn)的研究起步較晚,管理水平不高,這導(dǎo)致了銀行操作風(fēng)險(xiǎn)事件屢屢發(fā)生,嚴(yán)重?fù)p害了銀行業(yè)的形象。所以,研究如何科學(xué)有效的度量操作風(fēng)險(xiǎn),并在此基礎(chǔ)上提高操作風(fēng)險(xiǎn)管理水平尤為重要。同時,面對銀行業(yè)競爭日益激烈的趨勢,我國商業(yè)銀行采取有效措施加強(qiáng)操作風(fēng)險(xiǎn)管理,進(jìn)而減少損失,對其提高競爭力水平更是意義深遠(yuǎn)。 本文首先從定性分析的角度對操作風(fēng)險(xiǎn)管理相關(guān)理論進(jìn)行論述,同時分析了我國商業(yè)銀行操作風(fēng)險(xiǎn)現(xiàn)狀及管理存在的主要問題,在借鑒了發(fā)達(dá)國家操作風(fēng)險(xiǎn)管理經(jīng)驗(yàn)及啟示的基礎(chǔ)上,又從定量分析的角度,運(yùn)用數(shù)理方法量化各項(xiàng)指標(biāo),運(yùn)用Eview3.1軟件檢驗(yàn)并計(jì)算分析結(jié)果,使得定性分析結(jié)果更為可靠,充分體現(xiàn)了定性與定量分析相結(jié)合的方法。本文在闡述我國商業(yè)銀行操作風(fēng)險(xiǎn)現(xiàn)狀及管理存在的主要問題的基礎(chǔ)上,對Eview3.1商業(yè)銀行操作風(fēng)險(xiǎn)管理進(jìn)行實(shí)證分析,并加以驗(yàn)證,體現(xiàn)了實(shí)證分析與規(guī)范分析相結(jié)合的方法。在實(shí)證過程中,本文對國內(nèi)外操作風(fēng)險(xiǎn)管理度量模型的研究成果與應(yīng)用進(jìn)行比較,同時以具有代表性的較早的浦東發(fā)展銀行和中國民生銀行兩家上市銀行的相關(guān)數(shù)據(jù)進(jìn)行比較實(shí)證研究,從而總結(jié)出具有代表性的我國商業(yè)銀行操作風(fēng)險(xiǎn)管理對策。 本文首先進(jìn)行了大量的文獻(xiàn)檢索與閱讀,對目前商業(yè)銀行操作風(fēng)險(xiǎn)管理方面的研究理論和實(shí)證方法進(jìn)行了系統(tǒng)的梳理。通過闡述我國商業(yè)銀行操作風(fēng)險(xiǎn)的定義、特征和操作風(fēng)險(xiǎn)管理的相關(guān)理論,提出當(dāng)前我國商業(yè)銀行操作風(fēng)險(xiǎn)管理的現(xiàn)狀及存在的主要問題。其次為了更好的提出完善我國商業(yè)銀行操作風(fēng)險(xiǎn)管理對策,本文又進(jìn)一步介紹了國外發(fā)達(dá)國家操作風(fēng)險(xiǎn)管理經(jīng)驗(yàn)及啟示,同時運(yùn)用自上而下法中的基本指標(biāo)法與CAPM模型中的收入模型對操作風(fēng)險(xiǎn)管理進(jìn)行實(shí)證研究,為方便數(shù)據(jù)的獲取,并更好的進(jìn)行比較分析,選擇了國內(nèi)具有代表性的上市較早的浦東發(fā)展銀行與中國民生銀行作為研究對象,并通過比較分析得出了收入模型下的操作風(fēng)險(xiǎn)資本與基本指標(biāo)法下所需的操作風(fēng)險(xiǎn)資本的比較結(jié)果。最后根據(jù)理論基礎(chǔ)與實(shí)證分析結(jié)果提出從培養(yǎng)員工自覺防范操作風(fēng)險(xiǎn)的意識,建立健全操作風(fēng)險(xiǎn)體系,完善制度設(shè)計(jì)并建立清晰組織結(jié)構(gòu),升級系統(tǒng)功能以優(yōu)化產(chǎn)品設(shè)計(jì),完善內(nèi)部控制并建立操作風(fēng)險(xiǎn)損失數(shù)據(jù)庫等五個方面加強(qiáng)我國商業(yè)銀行操作風(fēng)險(xiǎn)管理。
[Abstract]:In June 2004, the new Basel agreement put the operational risk of the bank into the measuring and regulatory framework of the venture capital of commercial banks, operating risk, market risk and credit risk. In the same year, the ICBC issued the operational risk management framework, which marked the ICBC becoming the first in the financial system of China. At home, the supervision and management of operational risk is formally incorporated into the specific bank of the agenda. With the exposure of a large number of operational risk cases, people have increased their attention to operational risk and put forward a more severe test for the operational risk management of commercial banks in China. Therefore, it is particularly important to study how to measure operational risk scientifically and effectively, and to improve the level of operational risk management on this basis. At the same time, in the face of the increasingly fierce competition trend in the banking industry, commercial banks in China take effective measures to strengthen operation. Risk management, thereby reducing losses, is of profound significance for improving its competitiveness.
This paper first discusses the related theories of operational risk management from the perspective of qualitative analysis, and analyzes the current situation of operational risk and the main problems in management of commercial banks in China. On the basis of the experience and Enlightenment of operational risk management in developed countries, the quantitative methods are used to quantify the indicators. Using Eview3.1 software to test and calculate the analysis results, make the qualitative analysis more reliable and fully reflect the combination of qualitative and quantitative analysis. On the basis of the present situation of operational risk and the main problems in management of commercial banks in China, this paper makes an empirical analysis on the operational risk management of Eview3.1 commercial banks. In the demonstration process, this paper compares the research results and the application of the operational risk management measurement model at home and abroad, and compares the relevant data between the earlier Pudong Development Bank and the two listed banks of China Minsheng Bank. Therefore, it summarizes the typical operational risk management strategies of China's commercial banks.
This paper first carries out a large number of literature retrieval and reading, systematically combs the research theories and empirical methods of operational risk management in commercial banks, and expounds the relevant theories of operational risk management of commercial banks in China, and puts forward the current operational risk management of commercial banks in China. The present situation and the main problems exist. Secondly, in order to better improve the operational risk management countermeasures of China's commercial banks, this paper further introduces the experience and Enlightenment of operational risk management in developed countries, and uses the basic index method in the top-down method and the income model in the CAPM model to carry out empirical research on operational risk management. For the convenience of data acquisition and better comparison and analysis, the study selected the representative Pudong Development Bank and the China Minsheng Bank as the research object, and obtained the comparison results of operating risk capital under the income model and the basic standard method. Finally, according to the theoretical basis and the empirical analysis results, it is proposed that the consciousness of training employees to guard against the operational risk consciously, to establish and improve the operational risk system, to perfect the system design and to establish a clear organizational structure, to upgrade the system function to optimize the product design, to improve the internal control and to establish a risk loss database, to strengthen our country. Commercial banks operate risk management.

【學(xué)位授予單位】：東北農(nóng)業(yè)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2012
【分類號】：F832.2

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