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论文编号：	5190
作者编号：	2120082487
上传时间：	2013/6/5 10:16:12
中文题目：	商业银行操作风险管理研究
英文题目：	Research on Commercial Bank Operational Risk Management
指导老师：	古志辉
中文关键字：	商业银行; 操作风险; 风险等级矩阵模型; 三道防线
英文关键字：	Commercial Bank; Operational Risk; Risk Matrix Model; 3-Line Defense
中文摘要：	银行业是一个高风险行业，市场风险，信贷风险，操作风险等各种风险时刻存在。如何理解各种风险，及采取相应的措施控制预防相应的风险，成为商业银行必须解决的问题。随着我国持续的经济高速发展，我国的商业银行也进入了快速发展阶段。然而操作风险作为银行风险的一个重要的分支，自二十世纪九十年代以来在国际及国内引发的各种案件及严重后果，一直备受人们的关注。首先本文详细介绍了操作风险的概念，操作风险的种类及操作风险的度量。 所谓银行业的操作风险，是指由于不完善或无效的内部程序、人员和系统或外部事件导致损失的风险，包括法律风险但不包括战略和声誉风险。如果不能很好的控制，对银行的影响轻至客户投诉，重至巨额损失，银行停业甚至倒闭。本文通过大量的实例说明我国目前银行业面临的操作风险的问题严重性及控制的相对薄弱。但银行业不能因为有风险就拒绝发展，相反我们应该更为有效地准备，根据不同的风险点设置合理的控制手段，以达到风险与收益的平衡。根据多年的实践经验的总结，本文提出了操作风险的风险承受等级矩阵模型，提出了风险管理流程。通过计划、发现、控制、发起、优化、沟通六步制定出风险承受等级，及相应的稀释风险的具体措施，从而使银行能够接受自身能够承受的风险，也就是风险承受能力的概念。要做到控制风险有的放矢，就需要科学的操作风险的控制方法。本文介绍了在董事会授权下，矩阵式的三道防线防控方法。三道防线互相制约，互相补充，在各自独立的职能范围内协调一致地做到风险防控。最后本文介绍了操作风险管理在实际工作中的应用，并结合案例叙述管理策略的执行，以及最终对改进操作风险控制的一些展望。
英文摘要：	Banking industry is a high risk industry. Market Risk, Credit Risk, Operational Risk, etc is everywhere. How to understand each kind of risk, and how to take proper control method, is the unavoidable issue to every bank. All among the different kinds of risks, Operational Risk is one major risk type. In China along with the great economy development, China banking industry steps into a prosperous era. However the Operational Risk, as a key risk type, has been focused a lot since 1990’s due to the serious impact caused. First of all this paper introduces the concept, different type, and also the measurement of the Operational Risk. The operational risk refers to the risk of loss resulting from inadequate or failed internal processes, staff or information technology systems or from external events. The operational risk includes legal risk, but excludes strategic risk and reputational risk. If cannot manager properly, the Operational Risk may lead to impact from customer complaint, to serious financial loss, or even to stop business or bankruptcy. Through numerous samples, this paper illustrates the serious problems and weakness in Operational Risk faced by China banking industry currently. However the banks cannot stop development due to there is risk, but on the contrary, we need to prepare more effectively. We can set control measurement according to different risk points, in order to achieve the balance between the risk and the revenue. Based on years working experience, this paper introduces the Risk Assessment Matrix, and the Operational Risk management process. This helps banks to assess and accept the risk, through six steps of plan, inform, control, originate, optimize and communicate. This is also the concept of risk acceptance. To achieve control specific risk, we need practical risk control method. This paper introduces the 3-Line defense control method under delegation from board of directors. The 3 lines cooperate, segregate and coordinate to achieve the effective risk control. In the last, this paper introduces the practice in the real world. How the measurement can be utilized in daily work. And finally some suggestions for future operational risk control are proposed.
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