【摘要】：銀行業(yè)是一個經(jīng)營風險很高的行業(yè)，是否能科學的管理和防范各種風險直接關(guān)系到銀行的發(fā)展。銀行業(yè)所面臨的經(jīng)營風險主要是市場風險、信用風險和操作風險。一直以來，多數(shù)西方商業(yè)銀行對信用風險、市場風險的研究比較全面和深入，并形成了整套的風險管理理論和風險管理模式，但對操作風險的研究和關(guān)注相對滯后，上世紀90年代以來，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險事件使銀行產(chǎn)生巨額損失甚至倒閉，這使得銀行業(yè)和監(jiān)管部門均認識到加強操作風險管理的重要性。目前,監(jiān)管部門和銀行業(yè)機構(gòu)都前所未有地加強了對操作風險的管理和控制力度。盡管操作風險給國際銀行界造成了很大損失，但就目前來看，系統(tǒng)、完善的風險管理框架還沒有構(gòu)建成功，與之對應的監(jiān)測和管理工具也不是很成熟，因此，如何有效控制操作風險應成為擺在銀行業(yè)一個新的課題。 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)于操作風險的概述，介紹了巴塞爾委員會提出的操作風險的定義以及三種度量方法，，即基本指標法、標準化法以及高級計量法； 第三部分是商業(yè)銀行操作風險的具體形式及實證分析，本文結(jié)合我國商業(yè)銀行管理實踐，將操作風險事件分為六大類：執(zhí)行因素、制度和流程因素、系統(tǒng)因素、道德因素、客戶因素和不可抗力因素風險事件； 第四部分以美國和德國兩個國家的商業(yè)銀行在管理操作風險方面的實踐為例，介紹了國外的相關(guān)管理模式，揭示出國外銀行操作風險管理的特色； 第五部分是我國商業(yè)銀行操作風險管理現(xiàn)狀分析，介紹了我國商業(yè)銀行在操作風險管理方面的發(fā)展過程和管理現(xiàn)狀，揭示了這一管理體系中存在的不足和缺陷。 第六部分針對前文所指出的問題提出相應建議，主要包括：強化操作風險管理文化，提高風險防控意識、實行操作風險預評估機制、建立行之有效的操作風險管理構(gòu)架、構(gòu)建集中運營和遠程授權(quán)體系、控制基層行風險、引進電子化管理和外部審計方式，豐富風險管理手段、選擇適合的操作風險計量方法和加強人才隊伍建設等方面。 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.
【學位授予單位】：首都經(jīng)濟貿(mào)易大學
【學位級別】：碩士
【學位授予年份】：2012
【分類號】：F832.2

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