我国商业银行操作风险管理问题研究

天津商业大学2010-2011学年商务管理结课论文我国商业银行操作风险管理问题研究——以中信银行天津分行为例姓名：学号：班级：指导老师：2011年10月28日I致谢本文是在导师刘安教授的严格要求和悉心指导下完成的，从论文选题、写作到定稿，无不倾注了刘老师的大量心血和精力。刘老师具有的渊博科学严谨的治学态度、诲人不倦的育人精神使学生终生难忘并铭记在在此，谨向刘老师表示最衷心的感谢。在论文写作过程中，同学们给予了我无私的建议、鼓励和帮助，使我从中受益匪浅。值此论文完成之际，衷心的向以上老师、同学以及给与过我无私的而又无法一一列举的老师和同学们表示最深的谢意和敬意。最后，我还非常感谢那些以一定方式影响本论文的论述思想的作者和学院图书馆的工作人员，为我查阅资料提供了许多方便。论文中的不足之处，请各位老师不吝赐教。II摘要近年来，操作风险给银行带来的巨大损失以及给社会金融经济造成的巨大影响，已经得到了世界各国银行业及其监管当局的重视。目前，巴塞尔银行监管委员会在新资本协议中明确将操作风险列为继信用风险和市场风险之后的商业银行第三大风险，并纳入资本监管范畴，但操作风险的理论研究滞后于前两种风险，也是当前商业银行风险管理最为薄弱的领域。因此，对商业银行操作风险管理研究具有理论和实践双重意义。本文针对我国商业银行当前存在的操作风险问题，通过对操作风险有关理论和管理实践的探索，研究设计我国商业银行操作风险管理的解决方案，最终提高银行抗风险能力和综合竞争力。本文以中信银行天津分行为案例研究对象，介绍了中信银行天津分行的基本情况，总结了该行在操作风险管理方面存在的不足，并提出了相应的应对建议：优化业务流程、提升系统性能、加强文化建设等。关键词：商业银行；操作风险；形成机理；操作风险管理体系；巴塞尔新资本协议IIIAbstractInrecentyears,operationalriskhasledtohugelossesincommercialbanksandmaterialimpactstosocialfinancialeconomy,whichisbeingpaidmoreandmoreattentionbytheworldbankingindustryandsupervisoryauthorities.Nowdays,BaselCommitteeonBankingSupervision(BCBS)ranksoperationalriskthethirdgoingaftercreditriskandmarketriskin2004NewCapitalAccord,andrequiresminimumregulatorycapitalonitdefinitely.Buttheoreticstudyonoperationalriskislaggedfarbehindtheformertworisks,andoperationalriskistheweakestfieldamongthethreebigrisksintheworld-widecommercialbanks.Thisarticleexploresrelativemanagementtheoryandsoundpracticeofoperationalrisk,designsacomprehensiveresolvingschemeofoperationalriskmanagementinChinesecommercialbanks.ItsmaingoalistourgeChinesecommercialbankstotakeoperationalriskmanagementintotheenterprise-wideriskmanagementsystem,promoteatransformationofmanagementgravitycenterfromcapitalmeasurementtostrengtheninginternalmanagement,andfinallyimprovebanks’anti-riskabilityaswellasthesynthesiscompetitiveability.ThispapertakesChinaCITICbankofTianjinbranchasacasestudy.Thispaperintroducesthebasicsituationofthecompany,summarizedtheinfluenceofmacroeconomicregulationandcontrolpolicy,andputsforwardthecorrespondingcountermeasures.Itincludesrationallytreatsmacropolicies,promotetheenterprisecomprehensivestrength,adoptdiversifiedfinancingwaysandadjustmentofrealestatedevelopmentpattern,etc.Keywords：commercialbank；operationalrisk；formationmechanism；operationalriskmanagementsystem；NewBaselAccord1目录致谢··································································I中文摘要····························································II英文摘要····························································III第一章绪论..................................................................................................................11.1研究背景和意义.......................................................................................................11.1.1研究背景..........................................................................................................11.1.2研究意义..........................................................................................................21.2国内外研究现状.......................................................................................................31.2.1国内研究现状..................................................................................................31.2.2国外研究现状..................................................................................................41.3研究内容和论文框架...............................................................................................71.3.1研究内容..........................................................................................................71.3.2论文框架..........................................................................................................7第二章我国商业银行操作风险管理理论综述..........................................................82.1商业银行风险概述...................................................................................................82.1.1商业银行风险的概念......................................................................................82.1.2商业银行风险的类型......................................................................................92.1.3商业银行风险的特征....................................................................................102.1.3不同类型银行风险的关系............................................................................122.2商业银行操作风险概述.........................................................................................132.2.1商业银行操作风险的定义............................................................................132.2.2商业银行操作风险的表现形式....................................................................152.2.3商业银行操作风险的特征............................................................................172.2.4商业银行操作风险形成机理........................................................................182.3商业银行操作风险管理的理论分析.....................................................................1922.3.1商业银行操作风险管理的理论基础............................................................192.3.2商业银行操作风险管理的基本流程............................................................212.3.3商业银行操作风险管理的度量技术............................................................25第三章研究程序设计与研究方法...........