【作者】 刘戈登；

【导师】 张学陶；

【作者基本信息】 湖南大学 ， MBA， 2009， 硕士

【摘要】 随着对商业银行操作风险及其管理研究的不断深入,尤其是新巴塞尔协议确定了操作风险管理在商业银行风险管理中的重要位置后,操作风险的防范和管理工作已引起各国主要商业银行的高度重视。近年来,在我国银行业快速发展的过程中,各类案件频繁爆发,操作风险给国内银行业带来严重损失,操作风险管理的问题也十分突出,迫切需要加深研究和不断完善操作风险管理体系。同时,对于商业银行基层机构来说,操作风险也很突出且具有其特色。因此,针对基层行操作风险管理的研究意义非常重大。本文以中国银行益阳分行为研究对象,通过分析该分行操作风险产生的原因,来达到完善该分行风险管理实践的目的。文章首先回顾了国内外学者对商业银行操作风险的研究成果,然后对该分行近三年来操作风险现状进行了深入的分析,指出其中存在的问题,并分析了操作风险产生的内外因。通过分析可以得出,当前该分行操作风险内部管理不完善是引发操作风险的主要原因,主要包括操作风险业务管理流程、操作风险管理工具、操作风险内控机制等。针对该分行操作风险形成的主要原因,本文立足于企业内部管理的角度,从风险形成内因的可控性着手,提出了提高操作风险管理水平的对策。本文认为该分行可借鉴国际大中型银行操作风险管理的经验,重点从三方面完善其操作风险的管理体系,包括操作风险管理流程再造、操作风险管理工具创新、操作风险经济资本管理体系的完善。更多还原

【Abstract】 With the in-depth study of operational risk of commercial banks and the reinforcement in the importance of operational risk of commercial banking by Basel II , the major commercial banks has given high priority to operational risk. With rapid development of China’s banking industry in recent years, frequently happened deregulation and fraud cases and operation issues made bank a great loss. For operational risk management problems is very prominent, deepen research is needed urgently. Meanwhile, the problems of operational risk management in grass-roots commercial banks are outstanding and characteristic. Therefore, operational risk management aiming at grass-roots commercial banks has assumed great significance.In this paper, the author chose Bank of China Yiyang Branch as a sample for investigate on the reasons which made risk come into being and raised management measures for risk control. Firstly, it reviewed the commercial banking operational risk research results coming from domestic and overseas scholars and briefed risk’s connotations, classifications. Then, it raised the issues according to the analysis on past 3-year operation practices of Bank of China Yiyang Branch. The analysis includes internal and external causes generating operating risks. The author comes the conclusion that the main reason accounts for operational risk of Bank of China Yiyang Branch is the imperfect of internal management from aspects, i.e. management procedures, management instrument and internal control mechanism. This paper based on internal management perspective and the main aspects of reasons accounts for operational risk, proposed feasible solutions on operational risk management. Bank of China Yiyang Branch can draw lessons from operational risk management experiences from four overseas advanced banks .There are some feasible solutions on operational risk management, including operation procedure review, operational risk management tools innovation and economic capital management system reinforcement.更多还原