基于basel新资本协议下的我国商业银行操作风险管理研究-产业经济学专业论文.docxVIP

摘要摘要 摘要 摘要 巴塞尔银行监管委员会在2004年6月发布的((Basel新资本协议》中正式 把操作风险纳入管理框架内，这意味着银行将面临着更为严厉的监管。而我国 银行界对操作风险的研究时间较短，对操作风险的认识还不全面，管理方法还 比较落后，管理经验不足，这将使我国银行业在面对激烈的国际竞争时处于不 利的地位。因此，如何正确认识操作风险，提高操作风险管理水平成为我国银 行亟待解决的问题。 基于以上原因，本文根据((Basel新资本协议》的有关精神，先阐述了操作 风险的定义、分类、度量方法及管理原则，然后分析了我国商业银行操作风险 的现状和成因，并选择收入模型对几家商业银行的操作风险进行了度量。最后， 通过借鉴国际先进银行在操作风险管理方面的成功经验，并结合我国商业银行 操作风险管理中存在的问题，本着与国际接轨、提高我国商业银行竞争力的原 则，从完善我国商业银行公司治理结构、建立完善的操作风险管理框架、加强 内控制度建设、选取恰当的操作风险计量方法并建立损失数据库、加强专业人 才的培养、改善金融生态环境六个方面，对提高我国商业银行操作风险管理水 平作出了些建议。 关键词：Basel新资本协议；商业银行；操作风险管理 II AbstractAB Abstract AB STRACT In June 2004，the Basel Supervisory Committee released“New Basel Capital Accord”，which takes operational risk into the framework of management officially．It means that banks in the future will face a more thorough supervision in their affairs． However,the banking circle in China has studied operational risk for a relatively shorter time and consequently due to the fact that this banking sector possesses an incomprehensive view of banking together with a comparatively lagging way of management and a lack of experience，it will be in an unfavorable position to face fierce international competition．Therefore，how one understands operational risk with a view to enhancing the relevant managerial ability has become an urgent problem for the banks in China and need to be addressed． Due tO the above reasons，this essay,in accordance with the relevant spirit of“New Basel Capital Accord”，will initially introduces the definition，classification， measuring method and managerial procedure of operational risk．Following this，it will analyse the status quo，together with the reasons for its formation as well as choosing the income model to measure the operational risk of several commercial banks．Finally,by drawing lessons from the successful experience in operational risk of some advanced international banks and combining the experience with the problems with operational risk existing in the Chinese commercial banks，under the principles of being g