【作者】 刘欣；

【导师】 吕德宏；

【作者基本信息】 西北农林科技大学 ， 金融学， 2010， 硕士

【摘要】 随着大量操作风险案件的曝光,人们对操作风险的关注与日俱增,对国有商业银行操作风险防范也提出了更为严峻的考验。面对银行业竞争日益激烈的趋势,国有商业银行采取有效措施防范操作风险,进而减少损失,对其提高竞争力的意义重大。本文阐述了操作风险基础理论,从多角度剖析国有商业银行生成操作风险的因素,分析了国有商业银行操作风险防范现状和存在问题,然后运用因子分析进行实证研究,并从不同层面提出国有商业银行操作风险防范的对策建议,尤其要注重各项措施在不同阶段、不同层面间的相互配合。文章由六章内容组成:第一章导论论述了研究背景,目的和意义,国内外研究动态,并对其进行评述,以及研究思路和方法,可能创新之处。第二章操作风险及生成的一般性因素分析主要介绍了操作风险涵义、特征,并进行操作风险生成的一般性因素分析。第三章国有商业银行操作风险防范现状及存在问题从内部控制、制度和技术三个方面介绍国有商业银行操作风险防范的现状,并重点分析了国有商业银行操作风险防范存在的问题。第四章指标选取、数据收集及样本概况主要内容有选取指标、设计问卷并收集数据、统计及分析调查数据,为下一步的实证研究奠定基础。第五章国有商业银行操作风险防范的实证研究运用因子分析法对指标进行归类,得出四个因子,并计算因子得分及排名,同时通过项目分析、信度检验验证指标的可用性,进行单因素分析,分析是否存在影响问卷得分的因素,根据实证分析结果得出结论。第六章完善国有商业银行操作风险防范的对策建议构建了分阶段操作风险防范体系,以及结合实证研究结果,分别从防范制度层面、防范能力、防范意识、外部约束和模型度量五个方面提出完善国有商业银行操作风险防范的对策建议。更多还原

【Abstract】 As a large number of cases on operational risk have been exposed, operational risk has attracted increasing attention and proposed more test for state-owned commercial banks. With the increasingly competitive trends of banking industry, state-owned commercial banks are expected to make measures with purpose of effectively avoiding operational risk and reducing losses which play a significant role in improving competitiveness.The thesis elaborates the basic theory of operational risk. In the different perspectives, it explores the factors that lead to operational risk in state-owned commercial bank and analyzes status and problems of operational risk defense. Next, with factor analysis, the empiric study is made and appropriate measures on operational risk defense in state-owned banks are taken in different levels. What’s more import, the cooperation of all measures in different stages and different levles should be attached more importance.The thesis is divided into six parts,Chapter 1: Introduction. The thesis starts from introduction of background, purpose, significance and literature review overseas and domestics. Next, it makes comments on the literature review. Last, it provides the thinking, methodology and innovation of the research.Chapter 2: Operational risk and a general analysis about operational risk produced factors. This chapter focuses on the definition and characteristics of operational risk and discusses a general factors on operational risk producing.Chapter 3: The status and problems of operational risk prevention in state-owned commercial bank. This chapter discusses the status about operational risk prevention of state-owned commercial bank in three aspects of internal control, system and technical and focuses on the problems.Chapter 4: Selection of index, data collection and samples.The main contents include selection of index, questionnaire design, data collection and statistics and analysis on survey data. These lay the foundation on the next empirical analysis.Chapter 5: The empirical study on operational risk prevention in state-owned commercial bank. With factor analysis, we can classify the indicators into four factors, and then calculate the scores and ranks. At the same time, we use item analysis, reliability testing to verify the availability of indicators, and apply the single factor analysis to analysis whether the factors will affect questionnaire scores. According to the empirical results, we can measure operational risk prevention of state-owned commercial banks.Chapter 6: The suggestions on operational risk prevention of state-owned commercial bank. The chapter proposes the measures to improve operational risk defense in state-owned commercial bank. The phased defense system against operational risk is expected to be established. With research of empiric study, appropriate measures are posed in the five aspects, including the system of defense, ability to guard, awareness, external constraint and model.更多还原