联系我们

论文查询结果	返回搜索

论文编号：	3735
作者编号：	2120092751
上传时间：	2011/11/24 13:50:34
中文题目：	KHA银行风险管理研究
英文题目：	research of KHA bank risk management and operation management
指导老师：	程新生
中文关键字：	流动性风险 操作风险 银行 管理
英文关键字：	Liquidity Risk, Operation Risk, Bank, Management
中文摘要：	摘要 本文采用理论分析结合案例分析的方法，运用了真实的数据，全面的描述了KHA银行面临的内外部环境、现阶段的风险管理状况，以及目前存在的流动性风险和操作风险，并针对指出的问题提出了可供借鉴的解决办法。 文章共分六个部分，分别为第一章、绪论；第二章、相关理论回顾；第三章、KHA银行风险管理现状；第四章、KHA银行流动性和操作性风险分析；第五章、KHA银行面临风险的解决方法及采取策略；第六章、结论。 文章的第一章为绪论部分，交代了研究的背景及现实意义。在中国入世以后，金融业逐步开放，2006年国务院颁布了新的《中华人民共和国外资银行管理条例》，逐步取消外资银行的非国民待遇，全面放开金融业。《条例》以推动外资银行实行法人为导向，鼓励外资银行在中国成立法人银行。自此以后，外资银行纷纷在中国设立法人银行。KHA银行作为韩资中最早在中国设立外资分行的金融机构，要想占领更大的中国市场，就要更快发展，扩大业务，在外资银行中取得竞争优势，而KHA银行自中国法人设立以来，由于经验不足，人员年轻，面临一定的流动性风险和操作风险。 文章的第二章为相关理论回顾部分。在理论回顾中，介绍了委托代理、公司治理、组织行为、波特五力分析模型、绩效管理等与KHA银行面临问题有关的管理理论；与银行有关的流动性和流动性风险的概念、操作风险的概念，以及流动性管理相关理论及其演变过程历经的七个阶段：①商业贷款理论阶段；②资产转换理论阶段；③预期收入理论阶段；④存款理论阶段；⑤购买理论阶段；⑥销售理论阶段；⑦资产负债管理理论阶段，为全文的相关论述提供了理论基础。 文章的第三章为KHA银行目前的风险管理现状。介绍了KHA银行面临的内外部环境以及对KHA银行目前风险管理的现状分析。国际上由于金融危机造成的各家银行经营情况恶化、财务危机以及并购等外部环境，KHA银行进入中国市场、成立中国法人、转变经营观念、面临压力和风险的内部环境，以及目前KHA银行的风险管理架构、信用风险管理、市场风险管理、流动性风险管理、操作风险和内部控制等管理现状，本章节都做了详细的阐述。 文章的第四章为KHA银行流动性和操作性风险分析，本文的重点部分。KHA银行成立以来，上收对外拆借，上收结售汇，统一资金使用，但目前由于人员较新，缺乏总行的管理经验，资金管理略有不足，面临流动性风险以及操作风险等问题。本章分为两个章节，第一部分探讨流动性风险问题，第二部分探讨操作风险问题。流动性风险部分首先介绍了流动性比例、核心负债依存度、流动性缺口率、流动性覆盖率和净稳定资金比例，这五个测算银行流动性的常用指标。然后通过运用这五个指标分析了KHA银行法人设立以来一年的季度末数据，通过比较分析，发现KHA银行存在的四项流动性风险问题，分别为：1、资金运用不充分，同业拆放较大；2、资金期限不匹配；3、核心负债比例过低；4、30天以内能迅速变现的资产品种单一。操作风险部分则通过对KHA银行成立一年以来的运营情况的观察和分析，发现在现阶段银行存在制度不统一、韩方高层的三年任期造成短视效应、总行对分行控制度不够、制度建设缺乏等问题。 文章的第五章是针对KHA银行面临风险的解决方法及采取策略，也是本文的重点章节。本部分详细阐述了发现问题拟采用的解决方案。采用了两种方法从正反两个方面提出了流动性的解决办法，并提出了解决目前面临的操作风险的有关策略。流动性风险提出的建议策略为：1、运用资产负债管理理论来调整资金的使用。通过调整资产负债的结构来平衡资金期限，均匀资金的长中短期，减少资金缺口风险，并且整合各分行的资金来源，统一运用，来达到减少流动性风险的目的；2、利用监管指标的合规比例反推资金的期限和使用，即按照各指标的应该达到的监管标准所要求的各项资产条件来反过来推出各项资产理论构成以及所应达到的条件。不论采用哪种方法，最终采用的手段和措施都是相同的。操作风险则根据相关管理理论结合实际情况得出五条解决策略：1.完善人员的绩效考核体系；2.强化高管人员问责制；3.加强对垂直管理体系的监管；4.加强银行的内部合规审计管理；5.加强对操作风险管理系统的监管。希望通过这五条策略来解决目前的操作风险问题。 文章的最后部分为结论，总结了文章，银行发展不但要考虑利润和业务拓展情况，更多的要考虑经营运作可能产生的风管理问题。KHA银行作为外资银行，拥有国外比较先进的经营管理模式，但通过数据分析仍存在风险隐患，对于国内的中小银行而言，加强风险管理就更具有指导意义。并且本文最后提出了创新之处和进一步的研究方向。本文通过一系列的指标分析对KHA银行中国法人的流动性风险和操作风险进行了详细的解剖，并提出了一定的解决方案，今后，需要进一步加强银行流动性及操作风险管理方面的研究，并且实践提出解决方案的实际效果，并把探索最优的解决方案作为今后研究的课题。 关键词： 流动性风险 操作风险 银行 管理
英文摘要：	Abstract By combining theories and reality and applying true data, this article describes comprehensively KHA bank’s internal and external environment, current risk management situation, existing problems involving liquidity risk and operation risk and applicable solutions on those problems. The article comprises six chapters. The first chapters is introduction, the second one theory reviews, the third one KHA bank’s current risk management situation, the fourth one KHA bank analysis of liquidity risk and operation risk, the fifth one KHA bank solution and strategy, the sixth one conclusion. In the first chapter of the article, introduction, the author delineates background and reality meaning of this paper. After China enters WTO, China’s bank industry gradually opens to other countries. In 2006, China’s state council published newly amended “Regulations of the People's Republic of China Governing Financial Institutions with Foreign Capital”, which marks the complete opening of China’s bank industry and gives foreign banks citizen treatment. After then, foreign banks set up their local companies in China one after another. KHA bank, one of the earliest foreign banks which set up their branches in China, is willing to obtain more market share, expands business, develops more quickly and gain advantages in competition. However, since its local company in China setting up, KHA bank is facing big liquidity and operation risks because of lack of experience of new employees. The second chapter is theory review. In this part, the article reviews theories related to KHA bank’s current problems, including agent theory, corporate governance, organization behavior, Porter five forces and performance management. It also describes the concepts of bank liquidity, liquidity risk and operation risk, liquidity management theory and its seven stages, that is, commercial loan stage, asset transfer stage, anticipated income stage, deposit theory stage, purchase theory stage, sale theory stage and asset and liability management theory stage. All of these lay a solid theory foundation on the article. The third part analyses KHA bank’s current risk management situation. The article describes KHA bank’s internal and external environment and gives analysis on its current risk management situation. External environment includes worse business condition, financial crisis and M&A caused by international financial crisis. Its internal environment involves pressure and risks which KHA bank faces in the process where it enters China bank industry and sets up its local company. This chapter also gives detail description on KHA bank’s risk management organization, credit risk management, market risk management, liquidity risk management, operation risk management and internal control. The fourth chapter, the core part of this article, KHA bank analysis of liquidity risk and operation risk. Since setting up, KHA bank has put inter-bank lending and FX under unified management. But because new employees lack experience in headquarter, KHA bank can not use its fund effectively and faces liquidity risk, operation risk and other problems. This chapter has two parts. The first one is about liquidity risk. The other part is about operation risk. In the first part, the author introduces five common ratios to analyze the liquidity level, including Liquidity Rate Report, Core-Liability Dependence, Liquidity Gap, Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR). Then the author use the quarterly data since KHA bank’s foundation to find out four major liquidity problems this bank has including insufficient fund usage, fund period mismatch, too low Core-Liability Dependence, shortage of categories of assets that can be quickly converted to cash in 30 days. In the second part, by observing and analyzing the actual condition one year since KHA bank’s foundation, the author finds out problems involving existing regulation disunity, senior executives’ short sight activities caused by three-year term of office, headquarters’ inadequate control on subsidiaries and lack of regulation construction. The fifth chapter, another core part of this article, discusses KHA bank solutions and strategy on the problems. This part elaborates the applicable solutions for the problems comprehensively. The author uses two methods to deal with liquidity problem from two sides and present the strategy to solve operation problems. Regarding liquidity risk, the author presents two suggestions. The first one applies asset and liability theory to decide usage of fund. By adjusting the construction of asset and liability to balance fund period and reduce fund gap risk, KHA bank can integrate the fund sources of its branches and put into unified use so as to reduce liquidity risk. The second one is to use regulation requirement to reversely calculate the period and usage of asset. The two methods use the same operation measures. In the operation section the author gets five strategies by applying relevant management theory to reality, including completing performance appraisal system, strengthening senior managers responsibilities, strengthening vertical management, strengthening internal compliance and audit management and strengthening operation risk management. The final part is conclusion. It concludes that the development of the bank can not only consider profit and business expansion, it should pay more attention on the risk management in the operation. KHA bank, a foreign bank, has an advanced management model overseas, but it still has risk points through data analysis. Thus this analysis on risk management has more meaning on local small-and-medium sized banks. At last, the article points out its creative point and next research direction. The article gives a detailed analysis on the liquidity risk and operation risk of KHA bank by a series of ratios and gives several solutions. And in the future, the author will make deeper analysis on bank’s liquidity risk and operation risk management, carry on practice of solutions presented in the article and explore the best solution for liquidity and operation risk as the future theme. Key Word: Liquidity Risk, Operation Risk, Bank, Management
查看全文：	预览  下载(下载需要进行登录)