本文選題：商業(yè)銀行　切入點(diǎn)：操作風(fēng)險(xiǎn)　出處：《山東財(cái)經(jīng)大學(xué)》2012年碩士論文

【摘要】：商業(yè)銀行作為現(xiàn)代社會(huì)經(jīng)濟(jì)發(fā)展的金融樞紐，時(shí)刻面臨著多種風(fēng)險(xiǎn)。長(zhǎng)期以來(lái)，國(guó)內(nèi)外學(xué)者將主要精力放在商業(yè)銀行面臨的信用風(fēng)險(xiǎn)和市場(chǎng)風(fēng)險(xiǎn)研究上，而忽視了操作風(fēng)險(xiǎn)的存在。然而，近年來(lái)各國(guó)商業(yè)銀行操作風(fēng)險(xiǎn)案例頻發(fā)，并且每一次案發(fā)都給銀行帶來(lái)巨額損失，有的甚至直接導(dǎo)致銀行倒閉，人們逐漸將視野轉(zhuǎn)向這一伴隨銀行誕生而出現(xiàn)的古老風(fēng)險(xiǎn)。巴塞爾新資本協(xié)議也已把操作風(fēng)險(xiǎn)列為商業(yè)銀行三大風(fēng)險(xiǎn)之一，并要求對(duì)其計(jì)算監(jiān)管資本，這標(biāo)志著國(guó)際金融界對(duì)操作風(fēng)險(xiǎn)管理的研究進(jìn)入了一個(gè)新階段。 與國(guó)外相比，我國(guó)商業(yè)銀行操作風(fēng)險(xiǎn)研究起步較晚，尤其在操作風(fēng)險(xiǎn)度量方法方面，由于我國(guó)商業(yè)銀行早期防范操作風(fēng)險(xiǎn)意識(shí)淡薄并且一直未建立操作風(fēng)險(xiǎn)損失數(shù)據(jù)庫(kù)，導(dǎo)致我國(guó)商業(yè)銀行至今未找到一種適合自身情況的有效度量操作風(fēng)險(xiǎn)的模型。因此，尋找一種有效評(píng)估、度量我國(guó)商業(yè)銀行操作風(fēng)險(xiǎn)的模型就顯得尤為重要。本文正是基于此目的進(jìn)行了相關(guān)研究。具體來(lái)講，本文分為六章，主要內(nèi)容如下： 第一章，結(jié)合國(guó)內(nèi)外商業(yè)銀行操作風(fēng)險(xiǎn)案例，，闡述了操作風(fēng)險(xiǎn)給商業(yè)銀行帶來(lái)的危害，說(shuō)明了防范商業(yè)銀行操作風(fēng)險(xiǎn)的重要性，進(jìn)而總結(jié)了本文的研究背景和研究意義。在此基礎(chǔ)上，分別從操作風(fēng)險(xiǎn)識(shí)別、操作風(fēng)險(xiǎn)度量和操作風(fēng)險(xiǎn)管理控制三方面，概括歸納了國(guó)內(nèi)外商業(yè)銀行操作風(fēng)險(xiǎn)研究現(xiàn)狀。最后，給出了本文研究方法和創(chuàng)新。 第二章，首先闡述了操作風(fēng)險(xiǎn)在國(guó)內(nèi)外的發(fā)展歷程，從中發(fā)現(xiàn)我國(guó)商業(yè)銀行操作風(fēng)險(xiǎn)同國(guó)外相比具有一些自己的特點(diǎn)，這主要是與我國(guó)上世紀(jì)所經(jīng)歷的特殊經(jīng)濟(jì)發(fā)展階段有關(guān)。其次，歸納了國(guó)際上較為通用的幾種操作風(fēng)險(xiǎn)定義，并結(jié)合我國(guó)商業(yè)銀行自身特點(diǎn)提出了適合我國(guó)商業(yè)銀行的操作風(fēng)險(xiǎn)定義。再次，分析了我國(guó)商業(yè)銀行操作風(fēng)險(xiǎn)的特點(diǎn)。最后，根據(jù)我國(guó)商業(yè)銀行操作風(fēng)險(xiǎn)特點(diǎn)，從宏觀和微觀兩方面分析了操作風(fēng)險(xiǎn)的形成原因。 第三章，首先提出了商業(yè)銀行操作風(fēng)險(xiǎn)的識(shí)別程序以及國(guó)際上常用的幾種操作風(fēng)險(xiǎn)識(shí)別方法即自我評(píng)估法、關(guān)鍵風(fēng)險(xiǎn)指標(biāo)法和德?tīng)柗品�。其次，闡述了國(guó)際上采用較多的幾種商業(yè)銀行操作風(fēng)險(xiǎn)評(píng)估方法，即美國(guó)COSO內(nèi)部控制框架、巴塞爾委員會(huì)內(nèi)部控制系統(tǒng)評(píng)估框架、英國(guó)綜合準(zhǔn)則報(bào)告和操作風(fēng)險(xiǎn)記分卡法。再次，分析了幾種國(guó)際上公認(rèn)的比較好的操作風(fēng)險(xiǎn)度量方法，即基本指標(biāo)法、標(biāo)準(zhǔn)法和高級(jí)計(jì)量方法。最后，分析了我國(guó)商業(yè)銀行操作風(fēng)險(xiǎn)實(shí)際情況和特點(diǎn)，指出了我國(guó)商業(yè)銀行操作風(fēng)險(xiǎn)度量的局限性。 第四章，結(jié)合我國(guó)商業(yè)銀行實(shí)際情況以及我國(guó)商業(yè)銀行操作風(fēng)險(xiǎn)特點(diǎn)，提出操作風(fēng)險(xiǎn)指標(biāo)體系的構(gòu)建原則，并根據(jù)此原則構(gòu)建了我國(guó)商業(yè)銀行操作風(fēng)險(xiǎn)評(píng)價(jià)指標(biāo)體系。 第五章，從模糊綜合評(píng)價(jià)模型入手，闡明了該模型的基本思想和原理，給出了建模的基本步驟以及幾種權(quán)重確定方法。其中，鑒于層次分析法（AHP）確定權(quán)重的準(zhǔn)確性和合理性，提出用AHP來(lái)確定模型中的指標(biāo)權(quán)重。最后，根據(jù)前面章節(jié)中建立的操作風(fēng)險(xiǎn)評(píng)價(jià)指標(biāo)體系，選取我國(guó)一家股份制商業(yè)銀行華夏銀行作為評(píng)價(jià)對(duì)象，利用模糊綜合評(píng)價(jià)模型對(duì)該商業(yè)銀行操作風(fēng)險(xiǎn)進(jìn)行檢驗(yàn)，并對(duì)檢驗(yàn)結(jié)果進(jìn)行了分析。最后，結(jié)合操作風(fēng)險(xiǎn)評(píng)價(jià)指標(biāo)分析了華夏銀行操作風(fēng)險(xiǎn)的管理現(xiàn)狀。 第六章，主要從提升商業(yè)銀行員工素質(zhì)、完善操作風(fēng)險(xiǎn)流程控制、加強(qiáng)商業(yè)銀行信息系統(tǒng)建設(shè)、加強(qiáng)商業(yè)銀行操作風(fēng)險(xiǎn)外部監(jiān)管、完善商業(yè)銀行內(nèi)部控制機(jī)制和合理分配商業(yè)銀行資本等幾個(gè)方面闡述了我國(guó)商業(yè)銀行操作風(fēng)險(xiǎn)管理的一些對(duì)策。 本文在借鑒了國(guó)內(nèi)外操作風(fēng)險(xiǎn)研究的方法基礎(chǔ)上對(duì)商業(yè)銀行操作風(fēng)險(xiǎn)進(jìn)行了探索性研究。希望通過(guò)本文的寫(xiě)作，對(duì)我國(guó)商業(yè)銀行操作風(fēng)險(xiǎn)的評(píng)估、度量和管理控制提供一些借鑒意義。
[Abstract]:As a financial hub of modern social and economic development , commercial banks face a variety of risks . For a long time , scholars at home and abroad focus on the credit risk and market risk research facing commercial banks , and neglect the existence of operational risks . However , the Basel 2 capital agreement has listed the operation risk as one of the three risks of commercial banks and demanded the calculation of regulatory capital , which marks the international financial community ' s research into operation risk management into a new stage .

Compared with the foreign countries , the research on the operation risk of commercial banks in China started relatively late , especially in terms of operational risk measurement methods . As a result , China ' s commercial banks have not found a model suitable for their own situation . Therefore , it is very important to find a model which is suitable for the operation risk of commercial banks in our country .

Chapter one , combining the operation risk cases of commercial banks at home and abroad , expounds the harm caused by operation risk to commercial banks , explains the importance of preventing the operation risk of commercial banks , and summarizes the research background and research significance of this paper . On the basis of this , the present situation of operational risk of commercial banks in China and abroad is summarized from the aspects of operational risk identification , operational risk measurement and operation risk management control . Finally , the research methods and innovations of this paper are given .

The second chapter introduces the development course of operational risk in China and abroad , and finds out that the operational risk of commercial banks in China has some characteristics compared with those of foreign countries . This is mainly related to the special economic development stage experienced in the last century . Secondly , it summarizes the characteristics of the operation risk of commercial banks in China . Finally , according to the characteristics of the operation risk of commercial banks in China , the reasons of the operation risk are analyzed from both macro and micro aspects .

In chapter 3 , the recognition procedure of the operational risk of commercial banks and the methods of self - assessment , key risk index and Delphi method commonly used in international commercial banks are put forward . Secondly , the methods of evaluating the operational risk of commercial banks , namely , the basic index method , the standard method and the advanced metering method , are analyzed . Finally , the practical situation and characteristics of the operation risk of commercial banks in China are analyzed , and the limitations of the measurement of the operational risk of commercial banks in China are pointed out .

Chapter four , combining the actual situation of commercial banks in China and the characteristics of the operation risk of commercial banks in China , puts forward the construction principle of operating risk index system , and constructs the evaluation index system of operation risk of commercial banks according to this principle .

In chapter 5 , starting from the fuzzy comprehensive evaluation model , the basic ideas and principles of the model are clarified , the basic steps of modeling and the methods of determining weights are given .

The sixth chapter expounds the countermeasures of the risk management of commercial banks in China mainly from the aspects of improving the staff quality of the commercial banks , perfecting the operation risk process control , strengthening the construction of the commercial bank information system , strengthening the external supervision of the operation risk of the commercial banks , perfecting the internal control mechanism of the commercial banks and the rational distribution of the capital of the commercial banks .

This paper studies the operational risk of commercial banks on the basis of the methods of operational risk research at home and abroad . It is hoped that through the writing of this paper , we can provide some reference for the evaluation , measurement and management control of the operation risk of commercial banks in China .

【學(xué)位授予單位】：山東財(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類(lèi)號(hào)】：F832.2;F224

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