商业银行论文：商业银行操作风险管理探讨.doc

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商业银行论文：商业银行操作风险管理探讨

【中文摘要】信用风险、市场风险和操作风险,是巴塞尔新资本协议对商业银行风险的三大分类。其中,将操作风险纳入风险资本计提和监管的范围,是2004年巴塞尔委员会修订的主要内容之一。为适用国际金融形势发展的需要,中国银行业监督管理委员会先后制定了《商业银行操作风险管理指引》、《商业银行操作风险监管资本计量指引》,对国内商业银行操作风险管理提出了指导性意见。中国农业银行作为国有控股四大商业银行之一,于2010年7月15日、16日,在香港、上海两地成功上市。操作风险大案、要案频发一致是农业银行上市过程中的最大短板,也是主管部门和监管部门最大的担忧。加强操作风险管理,构架科学、有效的操作风险管理体系对农业银行具有十分重要的意义。本文采用了数据分析、对比分析和案件分析的研究方法。首先概述了操作风险的含义和特征,阐述巴塞尔新资本协议下银行操作风险管理以及中国银行业监督管理委员会对操作风险管理的解读和规定,为分析农业银行操作风险提供政策和法规基础；其次,分析国外商业银行操作风险管理特征及美国花旗银行、德意志银行的操作风险管理流程,同时,分析了中国银行业操作风险特征及工商银行、建设银行和中国银行操作风险管理流程,为农业银行操作风险管理提供经验借鉴和实践基础。再次,通过大量数据和案例分析农业银行2001年-2008年发生的经济案件,归纳出农业银行操作风险五个明显特征,并进行了针对性的原因分析。最后,从农业银行操作风险治理结构建设、强化人员管理、加快现代运营体系建设、选择合理的操作风险缓释工具、开展操作风险主动识别与准确评估等五个方面提出了农业银行强化操作风险管理的对策建议。
【英文摘要】In the New Basel Capital Accord, the risks of commercial banks are attributed into three kinds- credit risk, market risk and operational risk. Among them, the operational risk is included into the accruement and supervision for the capital, which is the main content that Basel Committee revised in 2004. In compliance with the development of the international finance, China Banking Regulatory Commission(CRBC)established the Management Guidance of the Operational Risk for the Commercial Banks, and the Capital Supervision and Measurement Guidance of the Operational Risk for the Commercial Banks successively, which forward the instructions for the operational risk management of our commercial banks. As one of the four state-holding commercial banks, the Agriculture Bank of China (ABC) launched its initial public offering in Hong Kong on July 15th,2010 and in Shanghai on July 16th,2010 successfully. n the process of ABC going listed, big and serious cases happened frequently, which was the shortest aspect and huge concerned by the management divisions and supervision ones. So it’s very important for ABC to strengthen the operational risk management, and build a scientific and effective operational risk management system.In this article, data analysis, comparison analysis and case study are the main methods applied. First of all, it generalizes the definition and attributes of the operational risk, explains the operational risk management in the New Basel Capital Accord and the unscrambles and regulations by CRBC. Those provide the policy and law instructions to analyze the operational risk of ABC. Secondly, it analyzes the points of the operational risk management of the overseas banks, and the procedures of the operational risk management from Citibank and Deutsche Bank. Together with analyzes the points of the operational risk management of the China and the procedures of the risk management from the ICBC/CBC and Bank of China. Those provide the experience and practice references to carry out the operational risk management in ABC. Thirdly, it summarizes the five characters of the ABC operational risk management through lots of the data and case studies of the ABC commercial cases between 2001 and 2008, and makes the specific analysis for the causes. At last, it puts forwards the countermeasures and suggestions to strengthen the operational risk management in ABC from five ways, including building the management structures, consolidating the staff management, speed-up building the modern operational system, choosing the right risk releasing tools, improving the initiative and applying assessment, etc.
【关键词】商业银行 中国农业银行 操作风险
【英文关键词】Commercial Bank Agriculture Bank of China Operational Risk
【目录】商业银行操作风险管理探讨

摘要

8-9

Abstract

9-10

第1章 绪论

11-15

1.1 研究的背景和意义

11-12

1.2 研究的内容和框架

12-13

1.3 研究的方法

13

1.4 论文主要创新点

13-15

第2章 商业银行操作风险概述

15-28

2.1 操作风险的定义

15-16

2.2 操作风险的特征

16-17

2.3 巴塞尔委员会对操作风险的研究

17-25

2.4 中国银行业监督管理委员会关于操作风险管理的研究

25-28

第3章 国内外商业银行操作风险特征及管理经验

28-36

3.1 国外商业银行操作风险特征

28-29

3.2 国外部分商业银行操作风险管理流程和经验

29-31

3.3 国内商业银行操作风险特征

31-33

3.4 国内主要商业银行操作风险管理流程和经验

33-36

第4章 中国农业银行操作风险特征及原因分析

36-43

4.1 农业银行操作风险特征分析

36-39

4.2 农业银行操作风险原因分析

39-43

第5章 强化农业银行操作风险管理的对策建议

43-51

5.1 农业银行操作风险治理架构建设

43-44

5.2 强化人员的管理,防范内部人员操作风险

44-46

5.3 加强现代运营体系建设,打造流程型银行

46-48

5.4 选择合理的操作风险缓释工具

48-49

5.5 开展操作风险主动识别与准确评估

49-51

第6章 结论

51-52

参考文献

52-54

致谢

54-55

学位论文评阅及答辩情况表

55

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