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论文编号：	5594
作者编号：	2120106061
上传时间：	2013/6/20 10:39:30
中文题目：	中国捷信消费金融操作风险管理研究
英文题目：	Research On the Operational Risk Management of Home Credit China
指导老师：	古志辉
中文关键字：	操作风险；新巴塞尔协议；金融机构
英文关键字：	operational risk, Basel II, Financial Institution
中文摘要：	最近几年层出不穷的国际金融机构违规操作案，已经将操作风险的关注度推向了一个新的高点。某些国际性金融机构也已为发生了负面的操作风险事件而付出了惨重的经济代价和声誉损失。操作风险是相对于我们以往一直关注的市场风险和信用风险这两种传统型风险，对现在金融机构的重要性越来越明显，如何正确认识、评估计量、管理和控制操作风险，已经成为各金融机构如今所要面对的重大课题与挑战。 本文先就金融机构所面临的各种相关风险予以介绍，并引出本文主要研究的课题操作风险。以《新巴塞尔资本协议》作为理论研究依据，以中国捷信消费金融有限公司研究对象，对其操作运营风险管理现状进行分析并提出改善意见。本论文以现有国内外的重要操作风险理论作为基础，来研究中国捷信消费金融有限公司目前所要面对的操作风险管理水准不断提升的战略需求以及该公司目前操作风险的管理情况进行阐述。本论文会把《新巴塞尔资本协议》中所定义的操作风险要求与中国银行监管机构提出相关操作风险的方针和政策相结合，以巴塞尔协会官方提供的协议全文和中国银行监管委员会提出的金融机构操作风险要求作为重要的参考文献。 在论文分析的论述过程中，将采用定性和定量相互结合的研究方法。本论文以定性分析方法针对金融机构操作风险管理现状进行分析，目的是通过描述实际的现有状况，寻找问题的根源；定量分析方法会在针对操作风险案例分析和建模研究过程中作为主要分析法，目的是通过对整体数据的分析，得出操作风险发生分布的规律。另外通过对典型风险类型的具体案例进行分析，得出操作风险的特点和发生规律。对操作风险管理问题根源的深挖和操作风险事件及案例本身的量化分析，希望能够得出一些具体的、具有建设性的操作风险管理提升措施和实施方法。期望能提高中国捷信消费金融有限公司操作风险管理水平，减少由于操作风险给公司带来的经济损失，提出一些建议。
英文摘要：	The high frequency of negative operational risk incidents happened international financial institutions in recent years has shown the operational risk is becoming another major to the financial world. Some of international financial institutions have already suffered heavy economic impact and loss of reputation because of operational risk. Comparing to the traditional risk type such as credit risk and market risk, the significance and the importance of operational risk to a financial institution has become so obvious that no one could avoid this kind of risk without properly controlling and managing. This paper firstly presents various risk types that a financial institution could be facing and then as one of the risk breeds, operational risk will be led out and further discussed in the paper. Taking “BASEL II” as theoretic foundation and selecting the company “Homecredit China” as the research target, this paper will conduct detail analysis on the current status of the operational risk management of “Homecredit China” and make several suggestions to its operational risk management mechanism. Taking both domestic and foreign operational risk theories as reference, author will conduct further analysis on the strategic needs of elevating Homecredit’s operational risk management level and its risk control status. This paper will combine both requirement pre-defined in BASLE II and regulation and policy issued by CBRC, and use the official BASEL II agreement and Regulations on operational risk issued by CBRC as important reference. During the analysis discussion, two different analyzing approaches will be using in this paper which are qualitative analysis approach and quantitative analysis approach. This paper will use qualitative analysis approach to conduct overall operational risk status of current financial institutions, aiming to dig out the main issue through describing the current situation. Quantitative analysis approach will be taken as the main methodology in the operational risk case analysis and financial model construction, aiming to discover the common distribution pattern of operational risk through analyzing the overall data. Further, by conducting case study on typical operational risk events, author is trying to find the unique characteristics of operational risk. Towards to the end of the paper, some conclusions and advices will also be made to the company to improve its operational risk management and enhance its operational risk policy.
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