摘要

在市场竞争愈来愈烈的环境下,越来越多的商业银行正在逐渐认识到风险管理的

重要性,不断寻找适合自身发展实际的风险管理方法,持续提高风险抵御、风险监控、

风险化解能力。相对于信用风险和市场风险,操作风险是我国商业银行在经营过程中

面临的最直接、最普遍的风险。毋庸置疑,商业银行的操作风险管理水平已经成为评

价银行管理水平高低的重要标准。

本文在对商业银行风险和风险管理、操作风险和操作风险管理理论进行总结的基

础上,选取在城市商业银行中具有一定代表性的XX银行作为主要研究对象,对XX

银行操作风险管理的现状和操作风险管理中存在的问题进行了深入剖析,认为虽然X

X银行已经建立了全面风险管理制度,对操作风险报告流程也有相关文件规定,但仍

然存在对操作风险关注度低、操作风险管理方法和技术落后、信息系统落后等问题。

究其成因,主要为银行内部风险管理制度不完善,主要体现在操作风险管理框架不健

全、激励约束机制不完善、操作风险管理意识淡薄、员工素质有待提高,以及信息系

统不完善。针对以上问题,本文提出了 X X银行在加强操作风险管理方面的具体措施,

包括健全风险管理框架、加强操作风险管理文化建设、建立科学合理的激励约束机制、

完善培训制度培养风险管理专业人才、加强操作风险数据和管理信息系统建设等。

本文的创新点为运用操作风险管理相关理论,根据X X银行的操作风险管理实际

情况,指出在操作风险管理方面存在的问题及问题成因,同时,提出切实可行的具体

措施。根据X X银行近三年的经营数据,对其釆用的基本指标法和标准法进行了模拟

计算,得出XX银行2014年的操作风险资本要求,具有一定的实践指导意义。

关键词:商业银行;操作风险;操作风险管理;风险管理框架;操作风险管理意识

山东大学硕士学位论文

Abstract

In the surrounding of fiercer competition, more and more commercial banks gradually

manifest the importance of risk management. They are keeping finding risk management

method which fits them, to raise the stronger risk-resisting ability, risk monitoring

ability and risk reducing ability. Compared with credit risk and market risk, operational

risk is the directest and most common risk in the operating activity of commercial banks.

Certainly, operational risk management has become an important standard of appraise a

bank's management.

On the base of summarizing the theory of operational risk and operational risk

management, the paper chooses the bank of X X as a participant, discuss the present

operational risk situation and problems of the bank of X X. It finds that although the bank

of X X has build the risk management system,there are some problems,such as

poor-attention on operational risk,slow management method and technology, and slow

information system. The main reasons are imperfect internal risk management system. It is

that the management framework is not sound,the inspirit system is not perfect, the

management conscious is indifferent,staff proficiency should be improved,and

information system is not perfect. To settle problem above, the paper puts forward some

concrete measures to enhance operational risk management. They include to strengthen

risk management framework, to enhance culture study of operational risk management, to

build rational incentive and restraining mechanism, to perfect training system,and to

enhance information system.

Through applying operational risk management theory, and the present situation of

the bank of X X,the paper points the problems existing in the operational risk

management and the reasons, then proposes the concrete measures. According to the three

years' data of the bank of X X,the paper counts the 2014 capital values using basic

indicator method and normal method,which has practical value.

Key words: commercial bank; operational risk; operational risk management;

operational risk management framework; sense of operational risk management

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