本文關(guān)鍵詞： 操作風(fēng)險 資本計量 招商銀行　出處：《內(nèi)蒙古大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：銀行業(yè)自古就是國民經(jīng)濟體系中一個十分特殊的行業(yè),銀行業(yè)最主要的特點就是會將社會上流動的資金轉(zhuǎn)為存款,進(jìn)而進(jìn)行負(fù)債經(jīng)營,初始的資本占比很低,正因為自身出具的資本比較低卻撬動了巨量資金,也提升了銀行業(yè)的風(fēng)險系數(shù),最終影響著整個經(jīng)濟金融體系的穩(wěn)定和經(jīng)濟社會的發(fā)展。 20世紀(jì)90年代中期以來,與國際先進(jìn)銀行相比,中國銀行業(yè)對操作風(fēng)險的管理仍處于初步的探索和起步階段,還沒有形成有效的管理系統(tǒng)。隨著金融機構(gòu)全球化和金融市場的放松管制,金融技術(shù)日益復(fù)雜化,銀行的業(yè)務(wù)活動愈發(fā)復(fù)雜,這些原因使得銀行和監(jiān)管當(dāng)局不斷關(guān)注與操作風(fēng)險的識別和度量。 本文首先定義什么是操作風(fēng)險,然后對操作風(fēng)險的特征進(jìn)行了定性,接著把操作風(fēng)險如何識別、如何評估以及怎樣緩釋控制的方法做了詳細(xì)描述,最后對招商銀行操作風(fēng)險資本計量的現(xiàn)狀、招行標(biāo)準(zhǔn)法的實施情況以及高級計量法的相關(guān)要求進(jìn)行了介紹,指出招商銀行目前操作風(fēng)險資本計量存在的不足,緊接著針對存在的問題,提出了加強招商銀行操作風(fēng)險資本計量的對策建議。
[Abstract]:The banking industry has been a very special industry in the national economic system since ancient times. The most important characteristic of the banking industry is that it will turn the funds flowing in the society into deposits and then operate in debt. The initial capital accounts for a very low proportion. It is because the capital issued by itself is relatively low but the huge amount of funds has been leveraged, and the risk coefficient of the banking industry has also been raised, which ultimately affects the stability of the entire economic and financial system and the development of the economy and society. Since the middle of 1990s, compared with the international advanced banks, the management of operational risks in Chinese banks is still in a preliminary exploration and initial stage. With the globalization of financial institutions and the deregulation of financial markets, financial technology has become increasingly complex and the business activities of banks have become more complex. These reasons make banks and regulators pay more attention to the identification and measurement of operational risk. In this paper, we first define what operational risk is, then define the characteristics of operational risk, and then describe in detail how to identify, how to evaluate and how to slow release control of operational risk. Finally, the paper introduces the current situation of China Merchants Bank's operational venture capital measurement, the implementation of China Merchants Standard Law and the related requirements of the Advanced Metrology Law, and points out the shortcomings of China Merchants Bank's current operational venture capital measurement. Then, in view of the existing problems, the paper puts forward countermeasures and suggestions to strengthen the measurement of operational venture capital of China Merchants Bank.
【學(xué)位授予單位】：內(nèi)蒙古大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F832.33

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