【作者】 邱娟；

【导师】 王保民；

【作者基本信息】 中北大学 ， 安全技术及工程， 2012， 硕士

【摘要】 银行从产生之日起就是与风险共生的，银行是从经营风险中受益的，风险越大收益也就越大，能否在发展自身的情况下有效的控制风险是现代商业银行经营的一个关键因素。风险管理是我国商业银行面临的一项全新的长期性问题，尤其以操作风险更为重要。本文研究的目的在于通过构建商业银行操作风险安全评价体系，减少操作风险的高发因素，降低风险带来的损失。文中选取了商业银行操作风险高发风险因素中的人员因素、内部流程、系统缺陷、外部事件四个一级指标和十五个二级评判指标作为操作风险的影响因素。根据某商业银行的实际案例分析及问卷调查得出各因素的影响程度，并且运用层次分析法为各因素进行权重赋值，通过单层次排序及一致性检验对权重进行分析，运用矩阵进行量化计算得出结果，然后通过总层次排序及一致性检验，仍然用矩阵进行量化计算，对比较结果进行验证，验证合格后再运用层次和模糊评价法相结合的方法对量化数据进行计算得出结果，并根据量化后计算出的结果对该银行的操作风险现状进行安全评价。运用层次评价法和模糊评价法相结合的综合评价方法得出该银行总体安全状况良好，但是该银行仍然存在问题，其中操作失误仍然是各个影响因素中最重要的，所以对于该银行来说，为了避免操作风险，为了银行自身安全应该继续加强人员管控并且加强规范化操作要求。通过综合评价法对银行进行整体操作风险评价，可以看出综合评价方法可以全面的、真实的反映银行现实操作中存在的风险隐患，可以准确的预测风险因素，因此综合评价方法应用在银行操作风险的评估及预测上是科学的，是值得推广的。更多还原

【Abstract】 Banks exist with risks from the date of the produce; it gets profit from management risk.However, the greater risk the banks undertake, the more profits the banks gain. It’s a keyfactor whether the commercial banks could control risk validly under its own development.Risk management is a new long-term problem that Chinese commercial banks facing,especially in operation risk is more important.The purpose of this study is to reduce the high-risk factors of the operating risk andreduce the risks brought about by loss through constructing commercial Banks operation risksafety evaluation system. This paper selected the commercial Banks operating risk factors ofhigh risk factors, internal flow, the personnel system defect, external events four primaryindex and 15 level 2 judging indexes as the influence factors of operation risk. This paperaccording to a commercial bank of the analysis of actual case and questionnaire survey ofeach factors influence degree, and uses the analytic hierarchy process for the weight factorsassignment, then through the sheer level sorting and consistency checks the weight usingquantitative analysis matrix computation to obtain the result, and then sort through the generallevel and consistency check still uses matrix to quantify the result of the comparisonverification, validation after uses level and qualified again with the method of fuzzyevaluation method of quantitative data calculated results, and finally assesss the bank’soperation risk status according to the calculated results after quantification.By using analysis method of combining analytical hierarchy evaluation method and afuzzy evaluation method, we can conclude that the bank is overall in good condition. Butthere are still problems of the bank, among which operation error still is the most importantfactor.So for the bank it should continue to strengthen personnel control and standardizationoperational requirements in order to avoid operational risk for its own security operation.Through the comprehensive evaluation method of bank risk evaluation overalloperations can see that comprehensive evaluation method can be comprehensive, reflected inthe bank reality operation the risk in the hidden trouble, and can accurately predict the riskfactors, so comprehensive evaluation method applied in the assessment of the risks of bankingoperation and forecasting is science, and is worth extending.更多还原