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论文编号：	5800
作者编号：	2120112777
上传时间：	2013/12/4 20:37:41
中文题目：	上海浦东发展银行操作风险的度量和管理
英文题目：	The measurement and management of operational risk in Shanghai Pudong Development Bank
指导老师：	马连福
中文关键字：	操作风险，巴塞尔协议，损失事件，压力测试
英文关键字：	operational risk;the Basel agreement;the loss event;pressure test
中文摘要：	风险管理的好坏是衡量一家商业银行能否稳健经营的关键因素。当前,我国银行业围绕服务实体经济，持续推动转变发展模式。银行产品创新能力和服务意识不断提高，寻求差异化、专业化服务的意识日益增强，零售银行、中小企业金融服务日益成为商业银行的重要业务增长点。同时，金融风险也在相应增加，尤其是作为三大风险之一的操作风险，逐渐受到各国商业银行的普遍关注。 近年来操作风险开始在各商业银行的多个业务领域迅速蔓延，发生了“法国兴业银行案”、“巴林银行案”、“中国银行高山案”等众多损失金额巨大的操作风险损失案件，有些风险损失事件甚至把商业银行推向了破产倒闭的边缘，成为监管机关对商业银行重点监控领域。目前，由于我国对商业银行操作风险的研究起步较晚，还没有形成一套体系化的操作风险管理流程，管理工具相对比较简单、度量难、预防难、发现难，成为困扰商业银行发展的主要障碍。本文以操作风险作为研究课题，以上海浦东发展银行的操作风险管理事件为例，重点研究商业银行操作风险的度量和管理实践模式，借鉴先进银行的管理方法，实现科学化、精细化管理，构建完整的操作风险管理体系，包括制定并完善操作风险管理政策、开发操作风险管理系统、确立评价考核机制等，持续加强操作风险管理制度建设。通过资本计量工具做好操作风险资本的度量，从管理流程上实现损失事件的收集、关键风险指标的确定以及操作风险的压力测试的实施和应用，目的是将操作风险提前预防、提前暴露、提前化解，增强操作风险管理能力。本文的研究以巴塞尔协议为基础，重点介绍上海浦东发展银行对操作风险的度量方法以及对操作风险管理流程的实践。在此基础上，分析其流程设置的合理性并提出笔者的改进建议。
英文摘要：	The quality of the risk management is the key factor of measuring commercial bank whether can operate soundly. At present, Chinese banking industry continued to promote the transformation of development mode around servicing entity economy. The ability of product innovation and service consciousness improve constantly，the awareness of seeking differences and professional service increasing. Retail bank, financial services for small and medium enterprises have become an important economic growth point of commercial bank growth. At the same time, financial risks increased accordingly, as one of the three major risk, operational risk, being paid attention by the commercial banks in the world. In recent years, operational risk began to spread rapidly in many areas of business commercial banks, a huge amount of loss cases in operational risk areas have became, for example: "French bank Societe Generale case", "Bahrain bank case", "Bank of China GaoShan case", some risk even lead to bankruptcy, operational risk has became the key monitoring. At present, because of the late starting in our country commercial bank and a incomplete management processes of operational risk , management tools is simple relatively, "Difficult to measure", "Difficult to prevent", "Difficult to find" become the main obstacle for commercial banks. In this paper, the operational risk as the research subject, the management of operational risk in Shanghai Pudong Development Bank for example, focuses on commercial bank operational risk measurement and management mode of practice, drawing on the management method of advanced banks, the realization of the scientific and fine management, build operational risk management system, including to develop and improve the operational risk management policy and operational risk management system, establish evaluation mechanism, continue to strengthen the construction of operational risk management system. Measuring operational risk capital by capital measurement tools. Make sure collect the loss of risk event , identify key risk indicators and pressure test operational risk.The goal is make operational risk be prevented, exposured and defused, enhance the ability of operational risk management. This paper based on the Basel Agreement, focuses on the Shanghai Pudong Development Bank to measure operational risk and practice of operational risk management processes. On this basis, analy the rationality of flow settings and make recommendations for improving the risk management ability.
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