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论文编号：	3890
作者编号：	2120092685
上传时间：	2011/12/2 9:03:48
中文题目：	国有商业银行基于流程的操作风险管理模式研究
英文题目：	Study of Flow-control Based Operational Risk Management of State-owned Commercial Banks
指导老师：	武立东
中文关键字：	巴塞尔新资本协议，操作风险管理，流程再造
英文关键字：	New Basel Capital Accord; operational risk management; flow reconstruction
中文摘要：	近年来，在金融界屡屡发生重大违法、违规的舞弊事件，我国银行界也并不平静，如中行高山卷款潜逃案、建行吉林金融诈骗案、农行邯郸金库5500万元被盗案，山西7.28诈骗案等等，这些事件是和商业银行的操作风险紧密联系在一起的。因此，如何不断学习与借鉴国际上先进的操作风险管理经验，逐步提高识别、控制操作风险的能力和管理水平，建立操作风险管理的长效机制，已经成为监管部门以及越来越多的商业银行所面临的重要课题。 “巴塞尔新资本协议”将操作风险作为一个全新风险领域纳入商业银行风险管理体系中，对我国商业银行风险管理而言，是机遇也是挑战。目前，我国商业银行在操作风险管理过程中，普遍存在重视程度不足、管理理论与实际操作分离、未建立专业序列、管理工具缺乏实际运用等问题。本文针对操作风险管理所存在的问题，力图搭建商业银行操作风险管理框架并提出相关解决建议。首先，本文通过回顾、归纳风险管理、内部控制以及流程再造等理论的基础上，从业务发展与风险管理之间的关系、操作风险管理绩效考核体系、高级管理人员操作风险管理理念等三各方面，探讨了国有商业银行在新协议下操作风险管理方面产生问题的根源，为全文展开奠定了基础。第二，在理论分析与问题探讨的基础上，本文从组织结构、业务流程、操作工具、管理文化等维度，构建了基于流程控制的商业银行操作风险管理模式，并以中国银行为对象开展案例研究。最后，本文提出商业银行操作风险管理的解决建议，如通过银行的组织结构调整实现组织结构的扁平化，进一步梳理业务流程确定流程的条线归属关系，实现部门的垂直化管理，简化流程管理步骤；实现操作风险与控制评估（RACA）、关键风险指标(KRI)等一系列操作风险管理流程工具与银行日常业务管理的嵌入式运用；制定专业人才准入标准、明确培养方向、改进继任管理方法等提升专业序列标准，同时通过制定科学的绩效考核机制培养嵌入式管理理念。
英文摘要：	The number of illegal operations and criminal cases in financial business arouse in China today, and through the case study , there are evidences to show that all those cases are concerned with operational risks. Under this circumstance, it becomes a critical important issue that commercial banks have to deal with, to improve the ability to identify and control operational risks and furthermore, to establish a long-term system to get operational risks under control. “New Basel Capital Accord” takes operational risk as a completely new risk area and brings it into the commercial bank risk management system, which is an opportunity and a challenge as well for commercial bank risk management. At present, universal problems such as lack of concern, disengagement of management theory and practice, failure to establish professional alignment, and deficiency of practical application of management tools prevail among the commercial banks in China. Therefore, due the problems of operational risk management that mentioned above, this paper suggests to establish a flow-control based operational risk management pattern, which can deal with the existing problems. From the beginning, according to review and summarize the thoery of risk management, internal control and flow reconstitute, combining the relationship of the development and the risk control, system of performance assessment, sense of operational risk management among the high-level managers, this paper thoroughly analyzes the existing problems and causes among state-owned commercial banks related to operational risk management, which establish the foundation for the paper. Secondly, basing the problems of operational risk management, start with the configuration of organizations, flow of the business, tools of the operation, and the culture of the management, this paper establish a pattern of flow-based operational risk management , and take practice of Bank of China as an example to develop an investigation. Finally, suggests several objectives could be realized, such as, flat management hierarchy will be enforced through readjustment of the bank’s organization, the flow affiliation relations can be affirmed by trimming the operation flow in order to further realize the departments’ vertical management and simplify the flow management steps, a series of operational risk management tools like RACA, KRI,ect, will be embedded into the banks’ routine business management, operational risk management will be propelled with the fostering of operation risk management culture, and the professional alignment standard will be elevated by formulating the professional admittance criteria, mapping the cultivation orientation and promoting the succession management measures. In the meanwhile, the embedded management idea will be fostered by stipulating a scientific system of performance assessment.
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