我国商业银行全面风险管理能力成熟度模型的构建与应用
发布时间：2018-12-21 10:27
【摘要】：本文结合了巴塞尔新资本协议中的全面风险管理知识、COSO委员会提出的企业风险管理理论、企业核心能力和成熟度理论,分析了我国商业银行全面风险管理的现状以及存在的问题,然后研究总结了我国商业银行全面风险管理能力的内涵,最后和成熟度模型结合在一起,构建商业银行全面风险管理能力成熟度模型来描述商业银行目前的风险管理能力。从风险管理理念、风险管理战略、风险管理组织结构、风险管理流程、风险管理人员能力、风险管理信息系统以及内部控制体系这七个内部因素来分析影响我国商业银行的全面风险管理能力水平的具体评价指标。 本文采取的方法总体上是规范的理论分析和实证分析,先研究涉及商业银行全面风险管理能力成熟度的理论分析,到总结商业银行全面风险管理能力的概念内涵,然后构建我国商业银行全面风险管理能力成熟度模型和风险管理能力指标评价体系,并以工商银行为例展开实证分析。在此基础上本文具体用层次分析法和模糊综合评价法相结合的方法来进行指标评价体系的定量分析,最后结合调查分析的具体数据,得出本文的样本银行即工商银行的全面风险管理能力的综合得分及成熟度等级。
[Abstract]:This paper combines the comprehensive risk management knowledge of the Basel New Capital Accord, the enterprise risk management theory proposed by the COSO Committee, the enterprise core competence and maturity theory, This paper analyzes the present situation and existing problems of the comprehensive risk management of commercial banks in China, and then studies and summarizes the connotation of the comprehensive risk management ability of the commercial banks in China. Finally, it combines with the maturity model. The comprehensive risk management capability maturity model of commercial banks is constructed to describe the current risk management capability of commercial banks. From the risk management concept, risk management strategy, risk management organizational structure, risk management process, risk management personnel capacity, The risk management information system and the internal control system are the seven internal factors to analyze the specific evaluation indicators that affect the overall risk management ability of commercial banks in China. The methods adopted in this paper are normative theoretical analysis and empirical analysis. Firstly, the paper studies the theoretical analysis of the maturity of the commercial banks' overall risk management capability, and summarizes the concept connotation of the commercial banks' overall risk management capability. Then we construct the comprehensive risk management capability maturity model and risk management capability evaluation system of commercial banks in China, and take ICBC as an example to carry out empirical analysis. On this basis, this paper uses the method of AHP and fuzzy comprehensive evaluation to carry out quantitative analysis of index evaluation system, and finally combines the specific data of investigation and analysis. The comprehensive score and maturity level of ICBC's comprehensive risk management ability are obtained.
【学位授予单位】：南京理工大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33
本文编号：2388781
[Abstract]:This paper combines the comprehensive risk management knowledge of the Basel New Capital Accord, the enterprise risk management theory proposed by the COSO Committee, the enterprise core competence and maturity theory, This paper analyzes the present situation and existing problems of the comprehensive risk management of commercial banks in China, and then studies and summarizes the connotation of the comprehensive risk management ability of the commercial banks in China. Finally, it combines with the maturity model. The comprehensive risk management capability maturity model of commercial banks is constructed to describe the current risk management capability of commercial banks. From the risk management concept, risk management strategy, risk management organizational structure, risk management process, risk management personnel capacity, The risk management information system and the internal control system are the seven internal factors to analyze the specific evaluation indicators that affect the overall risk management ability of commercial banks in China. The methods adopted in this paper are normative theoretical analysis and empirical analysis. Firstly, the paper studies the theoretical analysis of the maturity of the commercial banks' overall risk management capability, and summarizes the concept connotation of the commercial banks' overall risk management capability. Then we construct the comprehensive risk management capability maturity model and risk management capability evaluation system of commercial banks in China, and take ICBC as an example to carry out empirical analysis. On this basis, this paper uses the method of AHP and fuzzy comprehensive evaluation to carry out quantitative analysis of index evaluation system, and finally combines the specific data of investigation and analysis. The comprehensive score and maturity level of ICBC's comprehensive risk management ability are obtained.
【学位授予单位】：南京理工大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33
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