【作者】 陈欢；

【导师】 吴信如；

【作者基本信息】 华东师范大学 ， 金融学， 2008， 硕士

【摘要】 银行作为现今社会经济生活的中心,其健康发展与稳定可谓至关重要,尤其,随着银行业务跨越的领域越来越广,经营的规模不断加大,业务的复杂程度逐渐加深,银行的操作风险管理也成为了日趋紧迫并严峻的问题。也由此,各国际各先进管理机构和商业银行,都通过一系列的方式加入到操作风险管理的团队中。然而,就我国商业银行而言,无论是从理论上还是实践上,对操作风险的真正含义和内容还比较陌生。一直以来,我国商业银行对操作风险的认识、管理、防范控制等缺乏全面、系统和规范的认知。因此,当面临日益加剧的国际化竞争和自身的改革时,提高操作风险管理水平成了我国商业银行当务之急解决的问题。本文尽可能清晰、系统地对商业银行操作风险进行了阐述,分析其特点和表现形式,并追踪其背后成因。文章大致包括四个部分,第一部分阐述操作风险管理研究的背景和意义,并对国内外的研究动态进行概述与评析。第二部分介绍了我国商业银行操作风险形成的背后根因,并在新巴塞尔资本协议的框架下,结合我国国情,对我国商业的操作风险进行再识别和定义。在此基础上进而提出,要从根本上防范操作风险,必须从“制度与人”两方面着手,完善公司治理、组织架构、内部控制等,并强化风险文化的建设和员工的培训。第三部分在对操作风险的形成机理和识别的基础上,着重提出模型化管理,通过借鉴国外先进银行的操作实例,对建立我国商业银行操作风险管理模型提出参考性建议。第四部分在对操作风险识别以及评估的基础上,将该风险纳入银行全面的风险管理体系中,在建立“条线”式管理的同时,强调了“三道防线”,以及合规管理和内部审计与操作风险管理的配合运作。最后,从外部监管约束的角度出发,提出改变监管理念,进一步完善监管手段等建议。本文依据媒体公开信息和银行内部信息,对我国商业银行操作风险管理的现实情况进行了深入剖析。同时,在借鉴国外先进管理机构和商业银行的管理理念和管理技术的基础上,从理念、管理框架、管理手段等多个角度,较为全面并系统地对我国商业银行操作风险管理提出了自己的看法和建议。更多还原

【Abstract】 Bank as the center of today’s social and economic life, its healthy development and stability is essential, in particular, with the banking business has become an increasingly widespread across the area, increasing the size of the operation, the complexity of the business, gradually make the bank’s operations Risk management to be became a increasingly urgent and serious problem. This has all the advanced international management institutions and commercial banks, all the way through a series of operations by adding to the risk management team.However, China’s commercial banks, both in theory or in practice, operational risk and the true meaning of the content is still relatively unfamiliar. All along, China’s commercial banks on operational risk awareness, management, control, prevent the lack of comprehensive, systematic and standardized knowledge. As a result, when faced with increasing international competition and its own reforms, improve the operational risk management has become a top priority of China’s commercial banks to resolve problems.In this paper, as far as possible, clear and systematic communicate operation of commercial banks on the risks, analyze its characteristics and expressions, and tracking the causes behind. The article more or less, including four parts, the first part of the operation on risk management is background and significance of the study and research at home and abroad to carry out an overview and analysis.The second part of China’s commercial banks is to introduce operational risk as a result of the formation of the root behind, and the new Basel Capital Accord framework, combined with China’s national conditions, China’s commercial operation of the risk of re-identification and definition. On this basis, and then put forward in order to fundamentally prevent the risk of the operation, it is necessary to "system" of the two aspects, to improve corporate governance, organizational structure and internal controls, risk and strengthen the cultural building and staff training.The third part in the operation of the risk is of the formation mechanism and identification based on the model of stress management, advanced through the foreign banks operating example, the establishment of China’s commercial banks operating risk management model put forward proposals for reference.In the fourth part is to identify and assess risk based on the risk of the bank into a comprehensive risk management system, set up in the "line" management style at the same time, stressed the "three lines of defense", as well as the Cooperation with compliance and Internal audit. Finally, regulatory constraints from the external supervision, and the proposed changes in regulatory philosophy is also important which means to further improve the supervision and so on.In this paper, based on public information and media in-house bank, China’s commercial banks to operate the reality of risk management conducted an in-depth analysis. At the same time, based on the idea from advanced foreign management institutions and the management techniques, I made a more comprehensive and systematic Views and suggestions to China’s commercial banks which including the management framework, the management tools and other point of view.更多还原