论我国中小银行操作风险管理
发布时间：2018-12-21 07:52
【摘要】：金融是现代经济的枢纽,商业银行作为现代金融体系的核心,发挥着资源配置、供求调节、价值发现、风险分担、信息传递等许多社会经济功能。而中小商业银行具有机制灵活、决策快速、经营高效等特点和优势,与大型商业银行展开错位竞争,找到了自己的生存和发展空间,日渐成为现代银行体系不可或缺的重要组成部分。风险管理是商业银行尤其是中小商业银行的永恒主题。随着我国银行业的全面深化改革与开放,同业间竞争愈趋激烈,商业银行面临的各类风险不断增多,操作风险便是其中最常见但又不易于控制的重要风险之一。由于中小商业银行在规模、体制、人员素质、管理方式等方面不同于大型商业银行,其操作风险的表现形式、成因、危害程度、计量工具、控制手段有很大的特殊性。因此,选择中小商业银行的操作风险管理作为研究课题,具有重要的理论价值和现实意义。本文是按“风险识别→风险评价→风险测度→风险应对”这一风险管理基本程序展开的,共分为七个部分,主要内容如下:第一部分“导论”的主要内容:一是阐明本文的选题背景和研究意义;二是回顾国内外研究现状,并进行评述;三是介绍本文的研究内容、方法和思路。第二部分“本文研究相关理论基础”的主要内容:一是界定了中小银行、操作风险、中小银行操作风险和操作风险管理程序四个基本概念;二是阐述了商业银行管理理论、风险管理理论和内部控制理论三个基本理论。第三部分“我国中小银行操作风险敞口及成因”的主要内容:一是分析了我国中小银行操作风险敞口;二是探明了我国中小银行操作风险成因。第四部分“我国中小银行操作风险因子的危害性评价”的主要内容:一是介绍了评价方法(G1法);二是评价因子分析(中小银行操作风险评价指标体系的建立);三是评价过程及结果。第五部分“中小银行操作风险测度方法”的主要内容:一是介绍了商业银行操作风险测度方法的演变及选择;二是论述了基本指标法在我国中小银行的实际应用;三是论述了收入模型法在我国中小银行的实际应用;四是操作风险测度方法应用要解决的关键问题。第六部分“中小银行操作风险应对策略”的主要内容:一是操作风险的事前防范手段;二是操作风险的事中控制工具;三是操作风险的事后化解艺术。第七部分“结论”的主要内容:一是总结了本文的主要观点;二是疏理了本文的创新点;三是指出了本文的研究不足,并对未来研究进行了展望。
[Abstract]:Finance is the hub of modern economy. As the core of modern financial system, commercial banks play a lot of social and economic functions, such as resource allocation, supply and demand regulation, value discovery, risk sharing, information transmission and so on. The small and medium-sized commercial banks have the characteristics and advantages of flexible mechanism, rapid decision-making, efficient management, and so on. They compete misplaced with large commercial banks and find their own survival and development space. Increasingly, it has become an integral part of the modern banking system. Risk management is the eternal theme of commercial banks, especially small and medium-sized commercial banks. With the deepening of the reform and opening of China's banking industry, the competition among the banks is becoming more and more intense, and the commercial banks are facing more and more kinds of risks. The operational risk is one of the most common but difficult to control important risks. Because small and medium-sized commercial banks are different from large commercial banks in scale, system, personnel quality and management mode, their operational risk forms, causes, harm degree, measuring tools and control means have great particularity. Therefore, it is of great theoretical and practical significance to select the operational risk management of small and medium-sized commercial banks as the research topic. This paper is carried out according to the basic risk management procedure of "risk identification and risk assessment and risk response", which is divided into seven parts. The main contents are as follows: the first part is the main contents of the introduction: first, it clarifies the background and significance of this paper; The second is to review the current research situation at home and abroad, and the third is to introduce the research contents, methods and ideas. In the second part, the main contents of this paper are as follows: first, it defines four basic concepts: small and medium-sized banks, operational risks, operational risks and operational risk management procedures; Second, it expounds three basic theories of commercial bank management theory, risk management theory and internal control theory. In the third part, the main contents of "operational risk exposure and causes of small and medium-sized banks in China" are as follows: first, the operational risk exposure of small and medium-sized banks in China is analyzed; second, the causes of operational risks of small and medium-sized banks in China are explored. In the fourth part, the main contents of the paper are as follows: firstly, it introduces the evaluation method (G1 method), the second is the analysis of evaluation factors (the establishment of the evaluation index system of operational risk of small and medium-sized banks), the second is the establishment of the evaluation index system of the operational risk of the small and medium-sized banks. Third, the evaluation process and results. The fifth part is the main contents of the measurement method of operational risk of small and medium banks: first, it introduces the evolution and selection of the operational risk measurement method of commercial banks; secondly, it discusses the practical application of the basic index method in the small and medium-sized banks in China. The third is the application of the income model method in the small and medium-sized banks in China, and the fourth is the key problems to be solved in the application of the operational risk measurement method. The sixth part is the main contents of "coping strategy of operational risk in small and medium-sized banks": first, the preventive means of operational risk; second, the control tool of operational risk; and thirdly, the art of resolving operational risk after the event. In the seventh part, the main contents of "conclusion" are as follows: first, the main viewpoints of this paper are summarized; second, the innovation of this paper is dredged; third, the insufficiency of this study is pointed out, and the future research is prospected.
【学位授予单位】：河南理工大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33
，
本文编号：2388614
[Abstract]:Finance is the hub of modern economy. As the core of modern financial system, commercial banks play a lot of social and economic functions, such as resource allocation, supply and demand regulation, value discovery, risk sharing, information transmission and so on. The small and medium-sized commercial banks have the characteristics and advantages of flexible mechanism, rapid decision-making, efficient management, and so on. They compete misplaced with large commercial banks and find their own survival and development space. Increasingly, it has become an integral part of the modern banking system. Risk management is the eternal theme of commercial banks, especially small and medium-sized commercial banks. With the deepening of the reform and opening of China's banking industry, the competition among the banks is becoming more and more intense, and the commercial banks are facing more and more kinds of risks. The operational risk is one of the most common but difficult to control important risks. Because small and medium-sized commercial banks are different from large commercial banks in scale, system, personnel quality and management mode, their operational risk forms, causes, harm degree, measuring tools and control means have great particularity. Therefore, it is of great theoretical and practical significance to select the operational risk management of small and medium-sized commercial banks as the research topic. This paper is carried out according to the basic risk management procedure of "risk identification and risk assessment and risk response", which is divided into seven parts. The main contents are as follows: the first part is the main contents of the introduction: first, it clarifies the background and significance of this paper; The second is to review the current research situation at home and abroad, and the third is to introduce the research contents, methods and ideas. In the second part, the main contents of this paper are as follows: first, it defines four basic concepts: small and medium-sized banks, operational risks, operational risks and operational risk management procedures; Second, it expounds three basic theories of commercial bank management theory, risk management theory and internal control theory. In the third part, the main contents of "operational risk exposure and causes of small and medium-sized banks in China" are as follows: first, the operational risk exposure of small and medium-sized banks in China is analyzed; second, the causes of operational risks of small and medium-sized banks in China are explored. In the fourth part, the main contents of the paper are as follows: firstly, it introduces the evaluation method (G1 method), the second is the analysis of evaluation factors (the establishment of the evaluation index system of operational risk of small and medium-sized banks), the second is the establishment of the evaluation index system of the operational risk of the small and medium-sized banks. Third, the evaluation process and results. The fifth part is the main contents of the measurement method of operational risk of small and medium banks: first, it introduces the evolution and selection of the operational risk measurement method of commercial banks; secondly, it discusses the practical application of the basic index method in the small and medium-sized banks in China. The third is the application of the income model method in the small and medium-sized banks in China, and the fourth is the key problems to be solved in the application of the operational risk measurement method. The sixth part is the main contents of "coping strategy of operational risk in small and medium-sized banks": first, the preventive means of operational risk; second, the control tool of operational risk; and thirdly, the art of resolving operational risk after the event. In the seventh part, the main contents of "conclusion" are as follows: first, the main viewpoints of this paper are summarized; second, the innovation of this paper is dredged; third, the insufficiency of this study is pointed out, and the future research is prospected.
【学位授予单位】：河南理工大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33
，
本文编号：2388614
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