中国工商银行操作风险量化分析及防范对策研究.doc

PAGE PAGE I 摘 要 鉴于银行操作风险日趋猖獗及其对金融系统的巨大危害，巴赛尔银行监管委员会（Basel Committee of Banking Supervision，BCBS）于2004年6月26日将操作风险监管写入《资本计量和资本标准的国际协议：修订框架》(即新巴塞尔协议)。本文在综述国内外关于商业银行操作风险及其计量方法研究成果的基础上，针对中国工商银行，以实证分析和规范分析为主的研究方法，对中国工商银行的操作风险程度进行估计。主要目的是通过测定和评价中国工商银行的操作风险程度，分析类似中国工商银行这样的国有控股商业银行产生操作风险的类型，揭示导致这些风险的深层次原因，并按照新巴塞尔协议框架和结合中国金融市场环境，提出有效控制操作风险的对策和建议。 【关键词】 中国工商银行 操作风险 收入模型 Abstract As a response to the frequently happened bank operational risk and its devastating impact to the financial field, The Basel Committee on Banking Supervision(BCBS) issued operational risk(OR) management in its “The New Basel Capital Accord”(Basel II) in July 26th,2004．Based on the review of research results of OR measurement from domestic and foreign commercial banks, this paper estimates the extent of OR in ICBC using empirical and norms analysis. The purpose is mainly to test and evaluate OR of ICBC, and analysis the type of OR in state-controlled commercial banks which have similar situations like ICBC, and reveals deep-rooted reasons which caused these risks. Then we recommend some effective suggestions of OR control in accordance with the framework of Basel II and the financial market environment in China. Key Words industrial and commercial bank of china（ICBC） operational risk income model 目 录 TOC \o 1-3 \h \z \u HYPERLINK \l _Toc327729682 摘 要 PAGEREF _Toc327729682 \h I HYPERLINK \l _Toc327729683 Abstract PAGEREF _Toc327729683 \h II HYPERLINK \l _Toc327729685 第1章 绪 论 PAGEREF _Toc327729685 \h 1 HYPERLINK \l _Toc327729686 1.1 选题背景介绍 PAGEREF _Toc327729686 \h 1 HYPERLINK \l _Toc327729687 1.2 研究目的及意义 PAGEREF _Toc327729687 \h 2 HYPERLINK \l _Toc327729688 1.2.1 研究目的 PAGEREF _Toc327729688 \h 2 HYPERLINK \l _Toc327729689 1.2.2 研究意义 PAGEREF _Toc327729689 \h 2 HYPERLINK \l _Toc327729690 1.2.3 研究方法 PAGEREF _Toc327729690 \h 3 HYPERLINK \l _Toc327729691 1.3 国内外研究现状 PAGEREF _Toc327729691 \h 3 HYPERLINK \l _Toc3277