【摘要】：銀行業(yè)是一個(gè)經(jīng)營(yíng)風(fēng)險(xiǎn)很高的行業(yè)，是否能科學(xué)的管理和防范各種風(fēng)險(xiǎn)直接關(guān)系到銀行的發(fā)展。銀行業(yè)所面臨的經(jīng)營(yíng)風(fēng)險(xiǎn)主要是市場(chǎng)風(fēng)險(xiǎn)、信用風(fēng)險(xiǎn)和操作風(fēng)險(xiǎn)。一直以來(lái)，多數(shù)西方商業(yè)銀行對(duì)信用風(fēng)險(xiǎn)、市場(chǎng)風(fēng)險(xiǎn)的研究比較全面和深入，并形成了整套的風(fēng)險(xiǎn)管理理論和風(fēng)險(xiǎn)管理模式，但對(duì)操作風(fēng)險(xiǎn)的研究和關(guān)注相對(duì)滯后，上世紀(jì)90年代以來(lái)，以巴林銀行里森事件和大和銀行井口俊英事件為代表的操作風(fēng)險(xiǎn)事件使銀行產(chǎn)生巨額損失甚至倒閉，這使得銀行業(yè)和監(jiān)管部門(mén)均認(rèn)識(shí)到加強(qiáng)操作風(fēng)險(xiǎn)管理的重要性。目前,監(jiān)管部門(mén)和銀行業(yè)機(jī)構(gòu)都前所未有地加強(qiáng)了對(duì)操作風(fēng)險(xiǎn)的管理和控制力度。盡管操作風(fēng)險(xiǎn)給國(guó)際銀行界造成了很大損失，但就目前來(lái)看，系統(tǒng)、完善的風(fēng)險(xiǎn)管理框架還沒(méi)有構(gòu)建成功，與之對(duì)應(yīng)的監(jiān)測(cè)和管理工具也不是很成熟，因此，如何有效控制操作風(fēng)險(xiǎn)應(yīng)成為擺在銀行業(yè)一個(gè)新的課題。 本文第一部分是引言，介紹了研究背景及意義、文獻(xiàn)綜述和文章的內(nèi)容與結(jié)構(gòu)； 第二部分是關(guān)于操作風(fēng)險(xiǎn)的概述，介紹了巴塞爾委員會(huì)提出的操作風(fēng)險(xiǎn)的定義以及三種度量方法，，即基本指標(biāo)法、標(biāo)準(zhǔn)化法以及高級(jí)計(jì)量法； 第三部分是商業(yè)銀行操作風(fēng)險(xiǎn)的具體形式及實(shí)證分析，本文結(jié)合我國(guó)商業(yè)銀行管理實(shí)踐，將操作風(fēng)險(xiǎn)事件分為六大類(lèi)：執(zhí)行因素、制度和流程因素、系統(tǒng)因素、道德因素、客戶(hù)因素和不可抗力因素風(fēng)險(xiǎn)事件； 第四部分以美國(guó)和德國(guó)兩個(gè)國(guó)家的商業(yè)銀行在管理操作風(fēng)險(xiǎn)方面的實(shí)踐為例，介紹了國(guó)外的相關(guān)管理模式，揭示出國(guó)外銀行操作風(fēng)險(xiǎn)管理的特色； 第五部分是我國(guó)商業(yè)銀行操作風(fēng)險(xiǎn)管理現(xiàn)狀分析，介紹了我國(guó)商業(yè)銀行在操作風(fēng)險(xiǎn)管理方面的發(fā)展過(guò)程和管理現(xiàn)狀，揭示了這一管理體系中存在的不足和缺陷。 第六部分針對(duì)前文所指出的問(wèn)題提出相應(yīng)建議，主要包括：強(qiáng)化操作風(fēng)險(xiǎn)管理文化，提高風(fēng)險(xiǎn)防控意識(shí)、實(shí)行操作風(fēng)險(xiǎn)預(yù)評(píng)估機(jī)制、建立行之有效的操作風(fēng)險(xiǎn)管理構(gòu)架、構(gòu)建集中運(yùn)營(yíng)和遠(yuǎn)程授權(quán)體系、控制基層行風(fēng)險(xiǎn)、引進(jìn)電子化管理和外部審計(jì)方式，豐富風(fēng)險(xiǎn)管理手段、選擇適合的操作風(fēng)險(xiǎn)計(jì)量方法和加強(qiáng)人才隊(duì)伍建設(shè)等方面。 第七部分是本文的研究結(jié)論。
[Abstract]:The banking industry is an industry with high operating risk. Whether it can manage and prevent all kinds of risks scientifically is directly related to the development of banks. The operating risk faced by the banking industry is mainly market risk, credit risk and operational risk. Most western commercial banks have been studying credit risk and market risk comprehensively and deeply, and formed a whole set of risk management theory and risk management model, but the research and attention on operational risk is relatively lagging behind. Since the 1990s, the operational risk events, represented by the Rison incident of Bahraini Bank and the Iguchi Toshihide incident of Daiwa Bank, have caused the banks to suffer huge losses and even fail. This makes both banks and regulators aware of the importance of strengthening operational risk management. At present, regulators and banking institutions have never strengthened the management and control of operational risks. Although the operational risks have caused great losses to the international banking community, at present, the system, the perfect risk management framework has not been successfully constructed, and the corresponding monitoring and management tools are not very mature, so, How to effectively control the operational risk should become a new topic in the banking industry. The first part of this paper is an introduction, which introduces the background and significance of the research, literature review and the content and structure of the article. This paper introduces the definition of operational risk put forward by the Basel Committee and three kinds of measurement methods, namely, basic index method, standardization method and advanced metrology method. The third part is the concrete form and empirical analysis of operational risk of commercial banks. Based on the management practice of commercial banks in China, this paper divides operational risk events into six categories: execution factors, system and process factors, system factors, moral factors, customer factors and force majeure factors. The fourth part takes the practice of the commercial banks in the United States and Germany in the management of operational risk as an example, introduces the relevant management models abroad, and reveals the characteristics of the operational risk management of foreign banks. The fifth part is the analysis of the current situation of operational risk management of commercial banks in China. It introduces the development process and management status of operational risk management of commercial banks in China, and reveals the shortcomings and defects in this management system. The sixth part puts forward the corresponding suggestions for the problems mentioned above, including: strengthening the culture of operational risk management, raising the awareness of risk prevention and control, carrying out the pre-assessment mechanism of operational risk, and establishing an effective framework of operational risk management. To construct centralized operation and remote authorization system, to control the risk of grass-roots banks, to introduce electronic management and external audit, to enrich the means of risk management, to select suitable operational risk measurement methods and to strengthen the construction of talents. The seventh part is the conclusion of this paper.
【學(xué)位授予單位】：首都經(jīng)濟(jì)貿(mào)易大學(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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