BC银行反欺诈管理系统再设计

【作者】 韩玲；

【导师】 付媛；

【作者基本信息】 西北大学 ， 工商管理（专业学位）， 2017， 硕士

【摘要】 银行是经营风险的企业,相对其他企业而言,其对风险的管理能力要求更高,如此才能及时、有效地管理风险(包括从风险的发现和防御、到风险的控制和转移)。银行业是经济活动的核心领域,银行业的安全经营,不仅关系到其自身的发展,更是对社会的整体经济有着重大影响。金融欺诈是近年来银行业频繁发生的犯罪活动,与其他风险相比,欺诈风险具有隐蔽性强、给银行造成的损失严重等特点。商业银行必须加强欺诈风险管理,以降低欺诈事件的发生率,并遏制其蔓延。否则,欺诈事件不但会造成银行自身的资金流失,而且还会威胁到客户财产的安全,进而造成声誉风险。本文在欺诈风险管理和反欺诈管理系统等理论基础上,分析了国内外银行同业反欺诈应用现状,以及BC银行反欺诈管理系统的不足是造成反欺诈管理工作提升瓶颈的原因,提出了BC银行反欺诈管理系统再设计方案,以便满足反欺诈管理提升诉求和推进全面风险管理实践。反欺诈管理系统的再设计方案中将引入大数据、分布式计算、人工智能等技术,从应用架构、数据架构、技术架构三个方面进行系统重构,采用基于分布式大数据的实时流处理平台实现实时反欺诈,通过构建客户画像等识别工作,做好反欺诈事前预防,基于聚类分析、异常检测、关系图谱、时间序列挖掘等技术构建智能风控模型,实现反欺诈事中防控,利用大数据可视化工具做好实时监控分析和反欺诈分析管理。反欺诈管理系统再设计的过程不仅致力于解决现有的欺诈风险管理问题,更为实践全面风险管理平台进行尝试。本文最后对BC银行反欺诈管理系统再设计的可行性进行分析,提出实施保障措施。更多还原

【Abstract】 Banks are enterprises which manage risks,and they need to have a higher capability of risk management than other companies,so that they can manage risks in a timely and effective manner(including the discovery and defense of risks,as well as the control and transfer of risks).Since banking is the core area of economic activity,the safe operation of the banking is not only related to its own development,but also has a significant impact on the whole economy of society.Financial fraud is a crime that has occurred frequently in banking in recent years.Compared with other risks,fraud risk has the characteristics of concealment and serious loss to the bank.Commercial banks must strengthen fraud risk management to reduce the incidence of fraud and curb the spread of fraud.Otherwise,the fraud will not only cause financial loss of the bank itself,but also bring a threat to the safety of the client’s property,thereby causing a reputation risk.Based on the theory of fraud risk management and Anti-fraud Management System,this paper analyzes the current situation of fraud risk management in both domestic and international banks and the shortcomings of BC bank’s anti-fraud management system has become the bottleneck problem of improving fraud risk management,and then,puts forward the redesign of Anti-fraud Management System,in order to meet the demands of fraud risk management and promote comprehensive risk management practices.The redesign of the Anti-fraud Management System will introduce big data,distributed computing,artificial intelligence and other technologies to reconstruct the application architecture,data architecture and technical architecture,and to achieve real-time anti-fraud by using a real-time stream-processing platform based on the distributed big data architecture.And it will achieve anti-fraud prevention by constructing customer portraits,achieve real-time anti-fraud by using technologies like cluster analysis,anomaly detection,relational mapping,time sequence mining and so on,and achieve real-time monitoring and analysis&management of anti-fraud by using visualization tools.The re-designing of the Anti-fraud Management System is not only designed to solve the existing problems of fraud risk management,but also to put the attempt of the comprehensive risk management platform into practice.In the end,this paper analyzes the feasibility of the redesign of the Anti-fraud Management System and puts forward the implementation measures.更多还原