【作者】 黄俊；

【导师】 周毓萍；

【作者基本信息】 武汉理工大学 ， 金融学， 2006， 硕士

【摘要】 作为现代经济生活中心的银行业，其安全与稳定对经济生活来说至关重要。20世纪90年代以来，随着银行规模的不断扩大，银行的经营复杂程度不断提高，银行面临的操作风险不断加剧，出现了一系列震惊国际金融界的操作风险损失事件。如何有效管理操作风险、减少损失成为金融界最为关注的问题。因此，巴塞尔监管委员会(Basel Committee)在2004年正式发布的《新资本协议》中把操作风险纳入管理框架内，对国际银行业操作风险的度量和管理提出了新的要求。 从我国来看，由于银行从业人员操作风险意识薄弱，风险管理方法比较落后，管理经验不足，近几年由操作风险引起的大案要案频频发生，给我国造成了严重的经济损失，既影响了银行的社会形象，也影响了正常的社会秩序。因此，如何正确认识操作风险，借鉴国际先进管理经验，吸取管理失败的教训，建立科学有效的操作风险管理体系，提高操作风险管理水平成为我国银行亟待解决的问题。 笔者认为，尽管新巴塞尔协议没有考虑到发展中国家的国情，而且国际银行业对操作风险的若干问题还存在争议，但这并不表明处于变革之中的我国银行业可以放弃学习风险管理先进理念和方法的机会。我国银监会虽然已经表态暂不实行新巴塞尔协议，但通过中国银监会和中国人民银行发布的一系列法规和指引，我们可以感到我国银行业的规章体系正在逐步完善、监管标准正逐渐与国际规则接轨。当前迫切需要解决的问题是如何根据新巴塞尔协议的精神引导国内商业银行认识操作风险、建立健全操作风险管理框架，保持资本充足率，运用先进技术和模型对操作风险进行量化管理，来应对越来越激烈的竞争。 本文充分借鉴国际银行及监管机构在操作风险管理方面的成熟经验和最优实践，结合我国银行业实际情况，对操作风险管理问题进行了较为全面、系统的研究。在对新巴塞尔协议精神、操作风险管理的一般方法及其在国外商业银行的应用，并在我国商业银行操作风险及其管理现状进行分析的基础上，从管理程序、管理框架、组织体系建设、防范和控制措施以及人才和激励机制建设等方面，提出了加强我国商业银行操作风险管理的对策和建议。更多还原

【Abstract】 As the core of economic activities, banking industry’s security and stabilization is critical for economy. Since 1990s, scales of banks have enlarged rapidly, and the operation complexity has reached a now level. As a result, banks face more and more operational risk, which leads a series of striking failures in operational risk. How to evade operational risks and make loss minimum, become a hot topic of finance. So, in 2004, Basel Committee released " New Basel Accord", which takes operational risk into the framework of management, and puts forward the new requirement on measurement and management of international bank operational risk.In China, the weak awareness of operational risk of practitioner in bank, behindhand methods of risk management, as well as the lack to experience have led so many occurrences of case caused by operational risk, which make China so much economy loss and furthermore affect both social image of bank and the normal social order. As a result, how to take a correct attitude to operational risk and to establish a operational risk management system based on advanced management experience and lessons from failure to improve the operational risk management, become a problem, which should be solved as soon as possible.The author believes that Chinese banking industry, which is in the process of transformation, should study the advanced concepts and methods of risk management respite the fact that Basel II has not given enough consideration to the situations in developing countries and there are still different views on certain aspects of Operational Risk even within the international banking community. Although CBRC has stated that Basel II will not be implemented for the time being, through the regulations and directives by CBRC and PBOC, we can still feel the progress toward the international standards in China’s regulatory system and standards of supervision. For now the immediate issues we need to resolve are how to lead the proper更多还原