【摘要】：二十世紀(jì)九十年代以來(lái),隨著金融市場(chǎng)不斷發(fā)展創(chuàng)新,操作風(fēng)險(xiǎn)也層出不窮,而對(duì)操作風(fēng)險(xiǎn)的管理也逐漸成為了商業(yè)銀行所面臨的新課題。巴塞爾委員會(huì)在2004年發(fā)布《巴塞爾協(xié)議Ⅱ》,對(duì)各國(guó)商業(yè)銀行的操作風(fēng)險(xiǎn)管理做出了指引。之后,銀監(jiān)會(huì)在2007年頒布了《商業(yè)銀行操作風(fēng)險(xiǎn)管理指引》,為我國(guó)商業(yè)銀行操作風(fēng)險(xiǎn)管理提供了依據(jù)。 本文通過(guò)對(duì)《巴塞爾協(xié)議Ⅱ》以及國(guó)內(nèi)外相關(guān)文獻(xiàn)資料的研究學(xué)習(xí),介紹了操作風(fēng)險(xiǎn)的涵義、分類以及整個(gè)操作風(fēng)險(xiǎn)的管理流程,并對(duì)操作風(fēng)險(xiǎn)損失經(jīng)典案例進(jìn)行了分析。 本文著重介紹了建行總行金融市場(chǎng)后臺(tái)操作風(fēng)險(xiǎn)管理現(xiàn)狀,并分析出了建行金融市場(chǎng)后臺(tái)在操作風(fēng)險(xiǎn)管理上所存在的問(wèn)題。針對(duì)建行總行金融市場(chǎng)后臺(tái)在操作風(fēng)險(xiǎn)管理上的問(wèn)題,提出了相關(guān)合理建議及有建設(shè)性的管理辦法,并針對(duì)業(yè)務(wù)特征提出了針對(duì)性的管理方法,如“自我評(píng)估法”、“關(guān)鍵風(fēng)險(xiǎn)指標(biāo)法”以及提出了用標(biāo)準(zhǔn)法來(lái)對(duì)操作風(fēng)險(xiǎn)分配資本金。 本文的創(chuàng)新點(diǎn)是：分析建行總行金融市場(chǎng)業(yè)務(wù)后臺(tái)操作風(fēng)險(xiǎn)管理的問(wèn)題,提出完善建行總行金融市場(chǎng)業(yè)務(wù)后臺(tái)操作風(fēng)險(xiǎn)管理的合理化建議。
[Abstract]:Since 1990s, with the continuous development and innovation of the financial market, the operational risk has emerged in endlessly, and the management of the operational risk has gradually become a new subject facing commercial banks. Basel Committee issued Basel II in 2004 to guide the operational risk management of commercial banks in various countries. After that, CBRC issued the operational risk Management guidelines of Commercial Banks in 2007, which provided the basis for the operational risk Management of Commercial Banks in China. This paper introduces the meaning, classification and management flow of operational risk through the study of Basel II and related literature at home and abroad, and analyzes the classic case of operational risk loss. This paper mainly introduces the background operation risk management status of CCB financial market, and analyzes the existing problems in CCB financial market background operation risk management. In view of the operational risk management problems in the financial market of CCB's head office, this paper puts forward some reasonable suggestions and constructive management methods, and puts forward some pertinent management methods, such as "self-assessment method", according to the characteristics of the business. The key risk index method and the standard method are put forward to allocate the operating risk capital. The innovation of this paper is to analyze the problems of background operation risk management in CCB's financial market business, and to put forward some reasonable suggestions to perfect the background operation risk management of CCB's financial market business.
【學(xué)位授予單位】：北京交通大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.33

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本文編號(hào)：2260949