本文選題：柜面交易 + 風(fēng)險識別�。� 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)計越來越復(fù)雜,同時對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)險往往給商業(yè)銀行帶來較大損失。巴塞爾委員會認(rèn)為操作風(fēng)險是銀行業(yè)金融機(jī)構(gòu)面臨的三大風(fēng)險,此后業(yè)界和學(xué)術(shù)界開始了對商業(yè)銀行柜面交易風(fēng)險管理的研究。通常情況下來看,柜面交易風(fēng)險是一種特殊的操作風(fēng)險,具有操作風(fēng)險的所有性質(zhì)。隨著我國銀行業(yè)的轉(zhuǎn)型,由于內(nèi)部管理機(jī)制不完善,柜面交易風(fēng)險這種特殊的操作風(fēng)險往往是我國銀行業(yè)最主要的風(fēng)險來源之一。與國際先進(jìn)水平相比,我國由于操作風(fēng)險引發(fā)的商業(yè)銀行風(fēng)險的比例遠(yuǎn)高于國際平均水平。因此,研究柜面交易風(fēng)險的識別與預(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)險識別理論,結(jié)合CD銀行關(guān)于柜面交易風(fēng)險的實(shí)際情況,對以下問題進(jìn)行研究:首先敘述本文研究背景和意義,通過總結(jié)國內(nèi)外專家對于商業(yè)銀行柜面風(fēng)險管理研究成果以后,對當(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)險管理現(xiàn)狀,總結(jié)出現(xiàn)CD銀行柜面交易風(fēng)險管理中存在的不足之處,進(jìn)一步說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)的研究內(nèi)容中,本文重點(diǎn)研究了CD銀行柜面交易風(fēng)險識別、CD銀行柜面交易風(fēng)險評價和CD銀行柜面交易風(fēng)險防范三大內(nèi)容。在風(fēng)險識別的研究中,本文關(guān)注風(fēng)險識別原則、風(fēng)險識別方法以及對風(fēng)險識別結(jié)果進(jìn)行分析,通過對CD銀行柜面交易風(fēng)險識別研究,本文識別出CD商業(yè)銀行柜面交易存在的潛在風(fēng)險點(diǎn);在風(fēng)險評價過程中,使用模糊綜合評價法對風(fēng)險進(jìn)行評價,最終得到CD銀行柜面交易的主要風(fēng)險;隨后,本文分別從業(yè)務(wù)制度優(yōu)化、風(fēng)險文化建設(shè)、創(chuàng)新預(yù)警模型預(yù)防措施三個方面進(jìn)行了詳細(xì)的闡述。此外,本文還結(jié)合實(shí)際案例,對柜面交易風(fēng)險預(yù)警模型的效果進(jìn)行說明,證明了風(fēng)險防范措施的有效性。最后,對本文的研究進(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)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F832.2

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