發(fā)布時(shí)間：2018-04-27 20:48

  本文選題：柜面交易 + 風(fēng)險(xiǎn)識(shí)別　； 參考：《電子科技大學(xué)》2017年碩士論文

【摘要】：隨著全球金融的快速發(fā)展,商業(yè)銀行面臨著各種外界因素的不確定性和不斷變化,自主業(yè)務(wù)創(chuàng)新需求不斷增加、商業(yè)銀行柜面系統(tǒng)設(shè)計(jì)越來(lái)越復(fù)雜,同時(shí)對(duì)于柜員的柜面交易操作要求不斷提高,增加了柜面交易操作風(fēng)險(xiǎn)的發(fā)生率。研究發(fā)現(xiàn)由不完善的程序、人員及系統(tǒng)內(nèi)外部事件造成的柜面交易風(fēng)險(xiǎn)往往給商業(yè)銀行帶來(lái)較大損失。巴塞爾委員會(huì)認(rèn)為操作風(fēng)險(xiǎn)是銀行業(yè)金融機(jī)構(gòu)面臨的三大風(fēng)險(xiǎn),此后業(yè)界和學(xué)術(shù)界開始了對(duì)商業(yè)銀行柜面交易風(fēng)險(xiǎn)管理的研究。通常情況下來(lái)看,柜面交易風(fēng)險(xiǎn)是一種特殊的操作風(fēng)險(xiǎn),具有操作風(fēng)險(xiǎn)的所有性質(zhì)。隨著我國(guó)銀行業(yè)的轉(zhuǎn)型,由于內(nèi)部管理機(jī)制不完善,柜面交易風(fēng)險(xiǎn)這種特殊的操作風(fēng)險(xiǎn)往往是我國(guó)銀行業(yè)最主要的風(fēng)險(xiǎn)來(lái)源之一。與國(guó)際先進(jìn)水平相比,我國(guó)由于操作風(fēng)險(xiǎn)引發(fā)的商業(yè)銀行風(fēng)險(xiǎn)的比例遠(yuǎn)高于國(guó)際平均水平。因此,研究柜面交易風(fēng)險(xiǎn)的識(shí)別與預(yù)警具有一定的現(xiàn)實(shí)意義。本文立足商業(yè)銀行柜面交易風(fēng)險(xiǎn)識(shí)別理論,結(jié)合CD銀行關(guān)于柜面交易風(fēng)險(xiǎn)的實(shí)際情況,對(duì)以下問(wèn)題進(jìn)行研究:首先敘述本文研究背景和意義,通過(guò)總結(jié)國(guó)內(nèi)外專家對(duì)于商業(yè)銀行柜面風(fēng)險(xiǎn)管理研究成果以后,對(duì)當(dāng)前研究的不足進(jìn)行討論;此后,介紹本文研究所用到的相關(guān)理論和方法進(jìn)行介紹,奠定本文研究的理論基礎(chǔ);通過(guò)結(jié)合CD銀行的基本情況和分析CD銀行現(xiàn)柜面交易風(fēng)險(xiǎn)管理現(xiàn)狀,總結(jié)出現(xiàn)CD銀行柜面交易風(fēng)險(xiǎn)管理中存在的不足之處,進(jìn)一步說(shuō)明本文研究的必要性和重要性,以及為本文后續(xù)研究指出方向;在后續(xù)的研究?jī)?nèi)容中,本文重點(diǎn)研究了CD銀行柜面交易風(fēng)險(xiǎn)識(shí)別、CD銀行柜面交易風(fēng)險(xiǎn)評(píng)價(jià)和CD銀行柜面交易風(fēng)險(xiǎn)防范三大內(nèi)容。在風(fēng)險(xiǎn)識(shí)別的研究中,本文關(guān)注風(fēng)險(xiǎn)識(shí)別原則、風(fēng)險(xiǎn)識(shí)別方法以及對(duì)風(fēng)險(xiǎn)識(shí)別結(jié)果進(jìn)行分析,通過(guò)對(duì)CD銀行柜面交易風(fēng)險(xiǎn)識(shí)別研究,本文識(shí)別出CD商業(yè)銀行柜面交易存在的潛在風(fēng)險(xiǎn)點(diǎn);在風(fēng)險(xiǎn)評(píng)價(jià)過(guò)程中,使用模糊綜合評(píng)價(jià)法對(duì)風(fēng)險(xiǎn)進(jìn)行評(píng)價(jià),最終得到CD銀行柜面交易的主要風(fēng)險(xiǎn);隨后,本文分別從業(yè)務(wù)制度優(yōu)化、風(fēng)險(xiǎn)文化建設(shè)、創(chuàng)新預(yù)警模型預(yù)防措施三個(gè)方面進(jìn)行了詳細(xì)的闡述。此外,本文還結(jié)合實(shí)際案例,對(duì)柜面交易風(fēng)險(xiǎn)預(yù)警模型的效果進(jìn)行說(shuō)明,證明了風(fēng)險(xiǎn)防范措施的有效性。最后,對(duì)本文的研究進(jìn)行總結(jié),指出本文研究的不足之處以及對(duì)今后工作進(jìn)行展望。
[Abstract]:With the rapid development of global finance, commercial banks are faced with the uncertainty and change of various external factors, the demand for independent business innovation is increasing, and the design of counter counter system of commercial banks is becoming more and more complex. At the same time, the counter transaction operation requirements for teller are improved constantly, which increases the incidence of counter transaction operation risk. It is found that the risk of counter trading caused by imperfect procedures, personnel and internal and external events often brings great losses to commercial banks. The Basel Committee holds that operational risk is the three major risks faced by banking institutions. Since then, the industry and academic circles have begun to study the risk management of counter trading in commercial banks. Generally speaking, counter trading risk is a kind of special operational risk, which has all the properties of operational risk. With the transformation of China's banking industry, because of the imperfect internal management mechanism, the special operational risk of counter trading risk is often one of the most important risk sources of our banking industry. Compared with the international advanced level, the proportion of commercial bank risk caused by operational risk in China is much higher than the international average level. Therefore, it is of practical significance to study the identification and early warning of counter transaction risk. In this paper, based on the theory of risk identification in counter trading of commercial banks, combined with the actual situation of CD bank on the risk of counter trading, the following problems are studied: firstly, the background and significance of this study are described. After summarizing the research results of domestic and foreign experts on the risk management of commercial banks, the deficiencies of the current research are discussed. Then, the relevant theories and methods used in this study are introduced. By combining with the basic situation of CD bank and analyzing the current situation of risk management of CD bank's counter trading, the paper summarizes the shortcomings of the risk management of CD bank's counter trade. Further explains the necessity and importance of this study, and points out the direction for further research. This paper focuses on the risk identification of CD bank counter trading and the risk assessment of CD bank counter trade and the prevention of CD bank counter transaction risk. In the research of risk identification, this paper pays close attention to the principle of risk identification, the method of risk identification and the analysis of risk identification results. In this paper, the potential risk points of CD commercial bank counter trading are identified. In the process of risk evaluation, the main risk of CD bank counter trading is obtained by using fuzzy comprehensive evaluation method. This paper expatiates in detail from three aspects: the optimization of business system, the construction of risk culture and the preventive measures of innovating early warning model. In addition, combined with practical cases, this paper explains the effect of risk warning model of counter trade, and proves the effectiveness of risk prevention measures. Finally, this paper summarizes the research, points out the shortcomings of this study and prospects for future work.
【學(xué)位授予單位】：電子科技大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F832.2

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