【摘要】：20世紀(jì)90年代以前,全球商業(yè)銀行業(yè)的產(chǎn)品種類和業(yè)務(wù)結(jié)構(gòu)比較單一,電子化程度較低,業(yè)務(wù)規(guī)模不大,同業(yè)競爭不太激烈,內(nèi)部管理比較嚴(yán)格,所以銀行操作風(fēng)險(xiǎn)問題不是很嚴(yán)重,操作風(fēng)險(xiǎn)損失較小。90年代以后,全球商業(yè)銀行的產(chǎn)品業(yè)務(wù)多樣化,技術(shù)勢頭迅猛,銀行同業(yè)競爭加劇,操作風(fēng)險(xiǎn)問題越來越突出,特別是近幾年有加速上升的趨勢。截止2016年底,作為全球銀行的總資本排名前4家銀行是中國的商業(yè)銀行的,其面臨的競爭和復(fù)雜性日益增加,各個(gè)中國商業(yè)銀行都在進(jìn)行運(yùn)營規(guī)模及交易范圍的擴(kuò)大,并且嘗試創(chuàng)新服務(wù)和產(chǎn)品,期望自已在嚴(yán)峻的競爭環(huán)境中拔得頭籌。隨著人們對商業(yè)銀行操作風(fēng)險(xiǎn)方面問題的日益關(guān)注和金融危機(jī)的發(fā)生,巴塞爾協(xié)議中針對操作風(fēng)險(xiǎn)的認(rèn)識也在不斷完善,操作風(fēng)險(xiǎn)管理也成為全世界商業(yè)銀行矚目的話題。伴隨“操作風(fēng)險(xiǎn)管理”這一概念的提出,越來越多的國內(nèi)外金融業(yè)專家學(xué)者都將這個(gè)全新的理論作為研究對象,其中,巴塞爾對這一理論的提出發(fā)展做出極大貢獻(xiàn),隨著研究的不斷深入推進(jìn),新的研究成果也紛紛涌現(xiàn),其中所涉及的操作風(fēng)險(xiǎn)的定義、類型、度量等研究。對商業(yè)銀行操作風(fēng)險(xiǎn)管理方面的研究做出理論性探索,將中國商業(yè)銀行操作風(fēng)險(xiǎn)管理與蒙古國商業(yè)銀行操作風(fēng)險(xiǎn)管理進(jìn)行對比研究,依據(jù)中蒙兩國商業(yè)銀行運(yùn)營管理流程,充分研究分析商業(yè)銀行操作風(fēng)險(xiǎn)管理組織體系和操作風(fēng)險(xiǎn)管理現(xiàn)狀及存在問題,對中蒙兩國商業(yè)銀行的相關(guān)管理策略和機(jī)制進(jìn)行比較分析;通過中蒙兩國商業(yè)銀行視角下操作風(fēng)險(xiǎn)管理流程模型,分別從操作風(fēng)險(xiǎn)識別,風(fēng)險(xiǎn)評估、風(fēng)險(xiǎn)處理與風(fēng)險(xiǎn)監(jiān)控等不同風(fēng)險(xiǎn)管理環(huán)節(jié)進(jìn)行探索分析,2017年4月發(fā)生的大件事,對中國民生銀行的30億元的事件案例進(jìn)行研究,并蒙古國最大商業(yè)銀行之一翰銀行的對內(nèi)部欺詐事件案例進(jìn)行研究;最后在操作風(fēng)險(xiǎn)管理理論研究的基礎(chǔ)上,借鑒中國商業(yè)銀行操作風(fēng)險(xiǎn)管理方面的具體策略與機(jī)制,完善蒙古國商業(yè)銀行操作風(fēng)險(xiǎn)管理流程,對蒙古國商業(yè)銀行的操作風(fēng)險(xiǎn)管理提出有效的對策與建議。一方面期望本文的一些研究成果能給蒙古國商業(yè)銀行操作風(fēng)險(xiǎn)管理與機(jī)制創(chuàng)新帶來一定的理論參考與決策支持;另一方面也從不同的視角為商業(yè)銀行的操作風(fēng)險(xiǎn)管理理論研究提供理論參考與補(bǔ)充。
[Abstract]:Before the 1990s, the product types and business structure of the global commercial banking industry were relatively single, the degree of electronization was relatively low, the business scale was small, the competition in the same industry was not too intense, and the internal management was relatively strict. So the problem of operational risk in banks is not very serious. After the operation risk loss is relatively small. After the 1990s, the global commercial banks' product business is diversified, the technical momentum is swift and violent, the interbank competition intensifies, the operational risk problem becomes more and more prominent. Especially in recent years, there is a trend of acceleration. By the end of 2016, as the top four banks in the world in terms of total capital, they are Chinese commercial banks, which face increasing competition and complexity. All Chinese commercial banks are expanding their operation scale and trading scope. And try to innovate services and products, expect to be in a tough competitive environment. With the increasing attention to the operational risk of commercial banks and the occurrence of financial crisis, the understanding of operational risk in the Basel Accord has been constantly improved, and operational risk management has become a topic of worldwide commercial banks' attention. With the introduction of the concept of "operational risk management", more and more experts and scholars at home and abroad have taken this new theory as the research object, among which, Basel has made great contributions to the development of the theory. With the further development of the research, new research results have emerged, including the definition, type and measurement of operational risk. This paper makes a theoretical exploration on the operational risk management of commercial banks, compares the operational risk management of Chinese commercial banks with that of Mongolian commercial banks, and bases on the operational management process of commercial banks in China and Mongolia. Fully study and analyze the operational risk management organization system and operational risk management status and existing problems of commercial banks, and compare the relevant management strategies and mechanisms between China and Mongolia commercial banks; Based on the operational risk management process model from the perspective of commercial banks of China and Mongolia, this paper explores and analyzes the different risk management links, such as operational risk identification, risk assessment, risk handling and risk monitoring, and the major events that occurred in April 2017. This paper studies the case of 3 billion yuan of China Minsheng Bank, and the case of internal fraud of John Bank, one of the largest commercial banks in Mongolia. Finally, on the basis of the theory of operational risk management, Based on the specific strategies and mechanisms of operational risk management of Chinese commercial banks, the operational risk management process of Mongolian commercial banks is improved, and effective countermeasures and suggestions are put forward for the operational risk management of Mongolian commercial banks. On the one hand, it is expected that some of the research results in this paper can bring some theoretical reference and decision support to the operational risk management and mechanism innovation of Mongolian commercial banks. On the other hand, it also provides a theoretical reference and supplement for the operational risk management theory of commercial banks from different perspectives.
【學(xué)位授予單位】：北京交通大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F832.33;F833.11

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