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| 论文编号： | 1478 | |
| 作者编号： | 2220070848 | |
| 上传时间： | 2010/1/19 10:56:56 | |
| 中文题目： | 商业银行操作风险管理研究 | |
| 英文题目： | 商业银行操作风险管理研究 | |
| 指导老师： | 齐寅峰 | |
| 中文关键字： | 商业银行 操作风险 新巴塞尔协议 | |
| 英文关键字： | Commercial Bank , Operational Risk, New Basel Accord | |
| 中文摘要： | 20世纪末，当大多数银行和巴塞尔委员会仍然将关注的目光聚焦于信用风险和市场风险之时，国际金融也发生的一起倒闭案引起了他们的震惊,并在很大程度上改变了他们原有的认识和做法。那就是发生于1995年的巴林银行破产倒闭。这一事件给全球金融机构敲响了警钟----操作风险正成为金融机构面临的最大的威胁之一。巴塞尔委员会开始将操作风险纳入重要领域，并最终在新资本协议中将其纳入风险资本的计算和监管框架。我国各商业银行近几年重大操作风险事件频频发生，引起监管部门的重视。 论文共分五个章节。文中第一章导论，介绍了商业银行操作风险管理的背景及相关文献综述。第二章介绍了商业银行操作风险概念的界定、分类、特点、与信用风险和市场风险的关系。第三章介绍了操作风险的识别、评估和计量。第四章介绍了我国商业银行对操作风险的管理。第五章以中国银行为例，介绍了中国银行近年来在操作风险管理上取得的成效。 本人认为商业银行应通过建立完善的内部风险管理和控制体系，规范风险管理流程，提高风险评估水平，加强监控能力，逐步建立符合巴塞尔新资本协议要求风险管理框架，规避操作风险，提高管理水平。 | |
| 英文摘要： | In the late 20th century, when most banks and the Basel Committee are still concerning about the credit risk and market risk，the suddenly bankruptcy of Barings Bank in 1995 shocked them and had great impact on their understanding and practices of risks. This event sounded the alarm of global financial institution, which operational risk is becoming one of the greatest threats of the financial institutions. The Basel Committee recognizes the importance of the operational risk which therefore is included in the calculation of risk capital and regulatory framework in the new Capital Accord. In the last few years, the frequency of operational risk events occurring in the Chinese commercial banks has drawn the regulator’s attention. This dissertation comprises five chapters. The first chapter introduces the background and literature review of operational risk management in commercial banks. The second chapter describes the definition, classification, characteristics of the risk in commercial banking operations as well as relationships with credit risk and market risk. The third chapter focuses on identification, assessment and measurement of operational risk. The following chapter explains the management of operational risk in China's commercial banks. Taking the Bank of China as an example, the last chapter concentrates on the improvements of operational risk management in the Bank of China in recent years. As far as I am concerned, by building a sound internal risk management and control system, standardizing the risk management processes, improving the level of risk assessment and strengthening surveillance capacity, the commercial banks could gradually establish risk management framework required by the New Basel Accord in order to avoid operational risks and improve management. | |
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