發(fā)布時(shí)間：2019-04-15 20:18

【摘要】：近年來,隨著金融全球化、金融衍生工具的迅猛發(fā)展以及商業(yè)銀行經(jīng)營復(fù)雜程度的急劇提高,國內(nèi)外銀行業(yè)由操作風(fēng)險(xiǎn)造成巨額虧損和商業(yè)銀行倒閉事件時(shí)有發(fā)生,部分損失事件影響巨大。特別是,在2007年美國“次貸危機(jī)”的過程中,操作風(fēng)險(xiǎn)問題再一次引起人們的重視和反思。同時(shí),伴隨著金融管制放松、業(yè)務(wù)全球化和金融創(chuàng)新步伐的加快以及信息技術(shù)的迅猛發(fā)展,我國商業(yè)銀行操作風(fēng)險(xiǎn)損失事件發(fā)生較為頻繁并有日益嚴(yán)重的趨勢(shì),操作風(fēng)險(xiǎn)正日益成為我國商業(yè)銀行面臨的主要風(fēng)險(xiǎn)。在這種背景下,本文以中國建設(shè)銀行LN分行為例對(duì)商業(yè)銀行操作風(fēng)險(xiǎn)問題進(jìn)行分析。 本論文主要包括五章： 第一章對(duì)商業(yè)銀行操作風(fēng)險(xiǎn)的基礎(chǔ)性理論進(jìn)行闡述,理清商業(yè)銀行操作風(fēng)險(xiǎn)的涵義和分類,分析操作風(fēng)險(xiǎn)與市場(chǎng)風(fēng)險(xiǎn)、信用風(fēng)險(xiǎn)之間的關(guān)系,概括操作風(fēng)險(xiǎn)管理的基本要素； 第二章對(duì)中國建設(shè)銀行LN分行操作風(fēng)險(xiǎn)的現(xiàn)狀、成因和案例進(jìn)行分析,對(duì)中國建設(shè)銀行LN分行操作風(fēng)險(xiǎn)的現(xiàn)狀進(jìn)行闡述的基礎(chǔ)上,從主觀和客觀兩方面分析操作風(fēng)險(xiǎn)產(chǎn)生的原因和形成機(jī)制。 第三章對(duì)中國建設(shè)銀行LN分行操作風(fēng)險(xiǎn)管理面臨的挑戰(zhàn)進(jìn)行研究,在對(duì)巴塞爾協(xié)議的改進(jìn)和完善進(jìn)行歸納的基礎(chǔ)上,分析巴塞爾協(xié)議的改進(jìn)對(duì)LN分行操作風(fēng)險(xiǎn)管理的影響,并從創(chuàng)新性金融領(lǐng)域和創(chuàng)新性金融產(chǎn)品兩方面分析金融創(chuàng)新對(duì)LN分行操作風(fēng)險(xiǎn)管理的影響； 第四章對(duì)國內(nèi)外商業(yè)銀行操作風(fēng)險(xiǎn)管理的實(shí)踐和啟示進(jìn)行分析,在對(duì)國內(nèi)外商業(yè)銀行操作風(fēng)險(xiǎn)管理實(shí)踐的經(jīng)驗(yàn)和教訓(xùn)進(jìn)行總結(jié)的基礎(chǔ)上,分析不同商業(yè)銀行在操作風(fēng)險(xiǎn)管理方面的特點(diǎn),歸納對(duì)中國建設(shè)銀行LN分行操作風(fēng)險(xiǎn)管理的啟示； 第五章對(duì)中國建設(shè)銀行LN分行如何完善操作風(fēng)險(xiǎn)管理進(jìn)行研究,從構(gòu)建實(shí)用性的風(fēng)險(xiǎn)評(píng)估體系、完善操作風(fēng)險(xiǎn)管理組織結(jié)構(gòu)、加強(qiáng)操作風(fēng)險(xiǎn)管理環(huán)境建設(shè)三方面提出LN分行應(yīng)對(duì)操作風(fēng)險(xiǎn)的具體措施。
[Abstract]:In recent years, with the financial globalization, the rapid development of financial derivatives and the rapid increase in the complexity of commercial banks, the domestic and foreign banking industry caused huge losses and commercial bank failures from time to time due to operational risks. Some of the loss events have a huge impact. Especially, in the process of American subprime mortgage crisis in 2007, the problem of operational risk has aroused people's attention and reflection once again. At the same time, with the relaxation of financial control, the acceleration of the pace of business globalization and financial innovation, and the rapid development of information technology, the operational risk loss events of commercial banks in China occur more frequently and have an increasingly serious trend. Operational risk is increasingly becoming the main risk faced by China's commercial banks. Under this background, this paper takes LN Branch of China Construction Bank as an example to analyze the operational risk of commercial banks. This paper mainly includes five chapters: the first chapter expounds the basic theory of operational risk of commercial bank, clarifies the meaning and classification of operational risk of commercial bank, analyzes the relationship between operational risk and market risk, credit risk, and analyzes the relationship between operational risk and market risk and credit risk. Summarize the basic elements of operational risk management; The second chapter analyzes the current situation, causes and cases of the operational risk of the LN branch of China Construction Bank, and expounds the current situation of the operational risk of the LN branch of the China Construction Bank. The causes and formation mechanism of operational risk are analyzed from subjective and objective aspects. The third chapter studies the challenges faced by the operational risk management of the LN branch of China Construction Bank. On the basis of summing up the improvement and perfection of the Basel agreement, this paper analyzes the impact of the improvement of the Basel agreement on the operational risk management of the LN branch. And from the innovative financial field and innovative financial products to analyze the impact of financial innovation on the operational risk management of LN branch; The fourth chapter analyzes the practice and enlightenment of operational risk management in domestic and foreign commercial banks, and on the basis of summarizing the experiences and lessons of operational risk management in domestic and foreign commercial banks, This paper analyzes the characteristics of different commercial banks in the aspect of operational risk management, and sums up the enlightenment to the operational risk management of LN branch of China Construction Bank. The fifth chapter studies how to improve the operational risk management of the LN Branch of China Construction Bank, from the construction of a practical risk assessment system, improve the organizational structure of operational risk management. To strengthen the environmental construction of operational risk management, the concrete measures to deal with the operational risk of LN branch are put forward.
【學(xué)位授予單位】：遼寧大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類號(hào)】：F832.33

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