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论文编号：	8464
作者编号：	2120132781
上传时间：	2016/6/13 12:12:34
中文题目：	JPM银行操作风险管理研究
英文题目：	Research on the Operational Risk
指导老师：	齐岳
中文关键字：	操作风险管理；JPM银行；巴塞尔协议；管理模型；借鉴作用
英文关键字：	Operating Risk Management; JPM Bank; Basel; Manager Model; Reference
中文摘要：	在传统的银行风险管理体系中，信用风险与市场风险往往被视为优先予以防范的对象。对这类风险的防范主要体现为银行作为整体对来自外部的风险予以管理。然而自20世纪90年代以来，来自外部的欺诈以及来自内部的操作违规，或者是两者的结合，都对银行的风险管理工作造成了较大的冲击。这些冲击甚至造成了如杜赛尔（Drexels）和巴林银行(Barings)这样的百年老店的倒闭。随着业务操作的日益复杂化，来自于操作层面的风险日益突出。任何一家银行在计算操作风险时都面临艰巨的挑战。直到20世纪90年代，随着英国巴林银行倒闭、亚洲金融危机以及大量银行业案件的爆发，世界各大银行才对操作风险给予重视，以JPM银行为首的主要跨国银行纷纷建立起了符合自己特点的操作风险管理体系。 在2003年推出的《新巴塞尔协议II》中，操作风险第一次背纳入巴塞尔协议框架。2010年9月推出了《巴塞尔协议III》后，银行操作风险资本计量与监管体系要求得到大幅地加强。巴塞尔委员会在2011年6月公布了新的《操作风险的健全管理原则》，涵盖了健全操作风险管理的原则以及11个方面的管理要求。至此，操作风险管理已经成为一个具有相对独立性、专业性的研究课题。本文以JPM银行为例，剖析其在操作风险上采取的行之有效的管理规范，通过对相关理论的研究，理清商业银行操作风险的分类，并且指出JPM银行的操作风险防控的成功之处在于充分利用理论与实际相结合，构建出一个具有良好弹性的防控体系。对于JPM银行的管理体系进行了深入的分析，从制度、流程以及辅助措施入手，构建了清晰的管理模型，该管理模型可以对其他商业银行提供较好的借鉴与参考意义。同时与我国商业银行管理现状结合起来，通过对两种管理方式的对比，提出我国商业银行今后的发展方向与改革要点。本文将在研究的过程中，引入JPM银行自身的操作风险防范案例，从而能够对成熟的操作风险管理体系建立起比较深入和周全的理解。
英文摘要：	In the tradition of risk management system, credit risk and market risk are the most important role in financial market which around of risk all days. For avoiding risk skills, banks always use many ways in internal management as a whole company. But from 1990s, there is more and more mix risk which including external deceit and internal illegal operation has made many risk events in finance field. For example, there are many banks are failures like Drexels, Barings and so on. Within the fast business development in after days, risk from operation is more and more important than before. It made much difficult and challenge for banks because there is a lot of risk should be calculate before the risk burst. Up to the 1900s, operation management had been built in finance market and many banks inside like JPM. They awake that the operation risk can make more badly influence in market like Drexels and Barings closed. In 2003, which in Basel system had published including the operation risk management. And then it propose requirement about supervision and calculation in risk management system in in Sep.2010.In Jun.2011,manangement principle about operation risk had been built, which include the process and development of risk management. Up to now, operation risk management has been a independent and professional topic which in society and banks. I will use the example of JPM company to analyze the effective and useful method of management for avoiding operation risk. From theory research, we can understand the classification of bank risk and can use the method of risk management from JPM to built a better system in our country. According the analyze of risk management from JPM, we can find a better mother and model to manage bank risk operation using the procedure, system and so on. Meanwhile, we also can compare the system between foreign and inside combining the theory and actual. Then we can built the development direction and Key points of reform in the future.
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