截止2016年底,作为全球银行的总资本排名前4家银行是中国的商业银行的,
其面临的竞争和复杂性日益增加,各个中国商业银行都在进行运营规模及交易范
围的扩大,并且尝试创新服务和产品,期望自己在严峻的竞争环境中拔得头筹
随着人们对商业银行操作风险方面问题的日益关注和金融危机的发生,巴塞尔协
议中针对操作风险的认识也在不断完善,操作风险管理也成为全世界商业银行瞩
目的话题。伴随“操作风险管理”这一概念的提出,越来越多的国内外金融业专
家学者都将这个全新的理论作为研究对象,其中,巴塞尔对这一理论的提出发展
做出极大贡献,随着研究的不断深入推进,新的研究成果也纷纷涌现,其中所涉
及的操作风险的定义、类型、度量等研究
对商业银行操作风险管理方面的研究做出理论性探索,将中国商业银行操作
风险管理与蒙古国商业银行操作风险管理进行对比研究,依据中蒙两国商业银行
运营管理流程,充分研究分析商业银行操作风险管理组织体系和操作风险管理现
状及存在问题,对中蒙两国商业银行的相关管理策略和机制进行比较分析;通过
中蒙两国商业银行视角下操作风险管理流程模型,分别从操作风险识别,风险评
估、风险处理与风险监控等不同风险管理环节进行探索分析,2017年4月发生的
大件事,对中国民生银行的30亿元的事件案例进行研究,并蒙古国最大商业银行
之一翰银行的对内部欺诈事件案例进行研究;最后在操作风险管理理论研究的基
础上,借鉴中国商业银行操作风险管理方面的具体策略与机制,完善蒙古国商业
银行操作风险管理流程,对蒙古国商业银行的操作风险管理提出有效的对策与建
议。一方面期望本文的一些研究成果能给蒙古国商业银行操作风险管理与机制创
新带来一定的理论参考与决策支持;另一方面也从不同的视角为商业银行的操作
风险管理理论研究提供理论参考与补充
关键词:操作风险,中蒙两国,商业银行,操作风险流程,风险管理
ix 北京交通大学硕士专业学位论文
ABSTRACT
ABSTRACT
Until the 1990 s, the world&39;s commercial banking products and business structure
was unitary, the involvement of level of electronic business scale is not big, competition
is not fierce, internal management is strict, so the bank operation risk problem is not
very serious, operational risk loss is smaller. After the 90s,global products of
commercial Banking business changed. Technology were surging, interbank
competition, operation risk problem became more and more prominent, especially in
recent years, has a tendency to accelerate.
By the end of 2016 according to World Bank, the total capital in the top four of
China&39;s commercial Banks is facing increase in competition and complexity. Every
commercial bank of China is in trading operations and expansion of the scope of
services and products and in attempt to innovate expectation in the severe competition
environment. As people increasingly being attentive to commercial Banking operating
risk issues and the financial crisis, the Basel agreement for operation risk awareness is
improving; the operational risk management of commercial banks has become the
world&39;s attention topic. To the concept of &39;&39;operational risk management is put forward,
and a growing number of financial industry experts and scholars at home and abroad
will be providing the new theory as the research object, among them, the Basel to make
great contribution to the development of the theory put forward with the deepening of
the research, the new research achievements are emerging, which involves the definition
of operational risk, such as type, measure research.
This paper makes a theoretical study on the operational risk management of
commercial banks, and compares the operational risk management of Chinese
commercial banks with the operation Risk management of Mongolian commercial
banks, based on the operation and management process of the commercial banks in
China and Mongolia, the paper analyzes the present situation and existing problems of
the operational Risk Management organization system and operation Risk management
of commercial banks, and compares the relevant management strategies and
mechanisms of the two countries &39; commercial banks. Through the operational risk
management process model from the perspective of Sino-Mongolian From the
operational risk identification, risk assessment, risk management and risk monitoring
xi 北京交通大学硕士专业学位论文
ABSTRACT
and other aspects of the different risks to explore the analysis of the April 2017, the big
events, China Minsheng Bank 3 billion yuan case study, and one of the largest
commercial banks in Mongolia, Khan Bank of the Internal fraud case study; Finally,
based on the research of operational risk management theory, the paper uses the
concrete strategy and mechanism of Chinese commercial Bank operation Risk
Management to perfect the operation risk management process of Mongolian
Commercial Bank.the paper puts forward the effective countermeasure and suggestion
to the operation Risk management of Mongolian Commercial Bank. On the one hand,
we hope that some of the research results will bring some theoretical reference and
decision-making support to the operation risk management and mechanism innovation
of Mongolian commercial banks; On the other hand,it provides theoretical reference
and supplement for the Operational risk management theory of commercial banks from
different perspectives.
KEYWORDS: Operational risk, China and Mongolia, commercial banks, operational
risk processes, risk management
xii 北京交通大学硕士专业学位论文
|_^
目录
娜 IX
ABSTRACT XI
1概述 1
1.1选题背景、研究目的及意义1.1.1选题背景1.1.2研究目的及意义1.2国内外操作风险研究现状1.2.1国外操作风险研究现状1.2.2中国商业银行操作风险研究现状1.2.3蒙古国商业银行操作风险研究现状1.3研究内容、思路、方法及创新点1.3.1研究内容与思路1.3.2研究方法1.3.3本文创新点2相关理论综述 13
2.1商业银行风险管理理论2.2商业银行操作风险管理理论2.2.1商业银行操作风险界定2.2.2商业银行操作风险分类2.2.3商业银行操作风险特征2.2.4商业银行操作风险循环2.2.5商业银行操作风险度量2.2.6操作风险管理基本原则
24
3中蒹商业银行操作风险管理现状及存在的问题
26
3.1中蒙两国商业银行操作风险管理现状
:
26
3.1.1中国商业银行操作风险管理现状
26
3.1.2蒙古国商业银行操作风险管理现状
29
3.2中蒙两国商业银行操作风险管理存在的问题
32
3.2.1中国商业银行操作风险管理存在的问题
32
xiii 北京交通大学硕士专业学位论文
3.2.2蒙古国商业银行操作风险管理存在的问题
33
3.3 34
4中蒙两国商业银行操作风险管理流程比较研究及案例研究
36
4.1中蒙两国商业银行操作风险管理流程比较研究
36
4.1.1中蒙两国商业银行操作风险识别与评估的对比研究
36
4.1.2中蒙两国商业银行操作风险处理对比研究
41
4.1.3中蒙两国商业银行操作风险控制对比研究
44
4.2中国对商业银行操作风险损失案例研究
46
4.3蒙古国对翰银行内部欺诈案例研究
49
4.3.1蒙古国翰银行情况概述
49
4.3.2翰银行内部欺诈损失案例
51
5加强蒙古国商业银行操作风险管理的对策
57
5.1加强蒙古国商业银行操作风险管理文化建设
57
5.2健全操作风险管理组织架构
57
S.3完善操作风险管理流程
58
5.4完善风险管理信息系统
59
6总结与展望 61
6.1总结 61
6.2 62
63
65
独创性声明 66
学位论文数据集
67
xiv 北京交通大学硕士专业学位论文
M
1概述
1.1选题背景、研究目的及意义
1.1.1选题背景
20世纪90年代以前,全球商业银行业的产品种类和业务结构比较单一,电子
化程度较低,业务规模不大,同业竞争不太激烈,内部管理比较严格,所以银行
操作风险问题不是很严重,操作风险损失较小。90年代以后,全球商业银行的产
品业务多样化,技术势头迅猛,银行同业竞争加剧,操作风险问题越来越突出,
特别是近几年有加速上升的趋势。进入21世纪的最近十几年以来,随着英国的巴
林银行事件、美国的9.11恐怖袭击事件等大量事件对银行业的冲击,银行业监管
机构和银行自身都意识到,除了市场风险和信用风险外,还有一类风险正逐渐威
胁着银行的正常运营安全,严峻时甚至会导致银行关闭破产。而这
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