I 摘要 随着我国银行业的转型，由于内部管理机制不完善，柜面操作风险成为银行业最 主要的风险来源之一，对银行正常运行产生诸如资金流失、服务满意度降低等问题。 研究柜面操作风险管理对于提升银行安全运营具有重要意义。 本文以BOC银行临沂分行为对象，以风险管理理论为基础，对BOC银行临沂分 行的柜面风险进行识别、评价，提出相应的风险应对措施。论文首先论述研究的背景， 对论文研究意义进行阐述，并对学术界已有的针对商业银行柜面风险的研究文献进行 梳理和总结，为本文的研究奠定坚实的理论基础；然后结合BOC银行临沂分行的基 本情况和分析BOC银行临沂分行现柜面操作风险管理现状，挖掘BOC银行临沂分行 柜面操作风险管理中存在的不足与存在的主要问题；接着重点研究BOC银行临沂分 行柜面操作风险识别、BOC银行临沂分行柜面操作风险评价和BOC银行临沂分行柜 面操作风险防范三大内容；最后总结归纳论文的研究内容，指出存在的不足和问题， 并展望未来进一步的研究。 通过本文的研究可以看出，BOC银行临沂分行柜面操作风险包括：操作柜员风 险、柜面系统风险、风险管理体系、外部环境风险等六个方面，共计十二个二级风险 点和三十个三级风险点。通过模糊综合评价法对柜面操作风险进行综合评价所得结果 可以看出，人员、流程、系统、外部、操作风险管理能力、操作风险抵补能力对BOC 银行临沂分行柜面操作风险影响分别占14.9%、7.1%、4.1%、4.5%、43.9%、25.5%。 六个一级指标中，人员、操作风险管理能力和操作风险抵补能力对BOC银行临沂分 行柜面操作风险水平影响较大。为此，本文建议从提升商业银行员工素质、完善操作 风险流程控制、加强商业银行信息系统建设等几个方面制定出柜面操作风险管理的一 些对策。 本文研究成果有助于BOC银行临沂分行柜面操作风险管理由粗放式管理模式向 精细化管理，促进其柜面操作风险精细化管理，巩固该行柜面操作风险防线。同时， 也为其他银行柜面操作风险的管理提供理论参考。 关键词：柜面操作风险;风险识别;风险评价;风险防范 山东理工大学硕士学位论文ABSTRACT II ABSTRACT WiththetransformationofChina'sbankingindustry,duetotheimperfectionofthe internalmanagementmechanism,thecounteroperationriskhasbecomeoneofthemost importantsourcesofriskinthebankingindustry,resultinginproblemssuchascapitalloss, servicesatisfactionreductionandsoon.Itisofgreatsignificancetostudytherisk managementofcounteroperationforimprovingthesafeoperationofbanks. Basedonthetheoryofriskmanagement,thispaperidentifiesandevaluatesthe counterriskofLinyiBranchofBOCbank,andputsforwardthecorrespondingrisk countermeasures.Thispaperfirstdiscussesthebackgroundandsignificanceofthe research,andsystematicallycombstheresearchresultsofthecounterriskmanagementof commercialbanksathomeandabroad,whichlaysasolidtheoreticalfoundationforthe researchofthispaper.Then,combinedwiththebasicsituationofLinyiBranchofBOC bankandtheanalysisofthecurrentsituationofthecurrentcounteroperationrisk managementofLinyiBranchofBOCbank,itexploresthecounteroperationrisk managementofLinyiBranchofBOCbankThen,thepaperfocusesonthreemaincontents: counteroperationriskidentificationofBOCbankLinyiBranch,counteroperationrisk assessmentofBOCbankLinyiBranchandcounteroperationriskpreventionofBOCbank LinyiBranch.Finally,thepapersummarizestheresearch,pointsouttheshortcomingsof thisstudyandprospectsforfuturework. Throughthestudyofthispaper,wecanseethatthecounteroperationriskofLinyi BranchofBOCbankincludessixaspects:theriskofoperatingteller,theriskofcounter system,theriskmanagementsystem,theriskofexternalenvironment,andatotalof12 secondaryriskpointsand30tertiaryriskpoints.Throughthecomprehensiveevaluationof counteroperationriskbyfuzzycomprehensiveevaluationmethod,itcanbeseenthatthe influenceofpersonnel,process,system,external,operationriskmanagementabilityand operationriskcompensationabilityoncounteroperationriskofLinyiBranchofBOC bankaccountsfor14.9%,7.1%,4.1%,4.5%,43.9%and25.5%respectively.Amongthe sixfirst-classindicators,personnel,operationalriskmanagementabilityandoperational riskoffsettingabilityhaveagreaterimpactonthecounteroperationalrisklevelofLinyi BranchofBOCbank.Therefore,thispapersuggeststhatweshouldimprovethequalityof thestaff,improvetheoperationalriskprocesscontrol,andstrengthentheconstructionof theinformationsystemofcommercialbankstoformulatesomecounteroperationalrisk 山东理工大学硕士学位论文ABSTRACT III managementcountermeasures. TheresearchresultsofthispapercanhelpBOCLinyiBranchtochangeitscounter operationriskmanagementfromextensivemanagementmodetofinemanagement, promoteitsfinemanagementofcounteroperationrisk,andconsolidateitscounter operationriskdefenseline.Atthesametime,italsoprovidesatheoreticalreferenceforthe managementofcounteroperationriskofotherbanks. Keywords:Countertransactionrisk;Riskidentification;Riskassessment;Riskresponse 山东理工大学硕士学位论文目录 目录 摘要................................................................................................................................I ABSTRACT..........................................................................................................................II 目录..............................................................................................................................IV 第一章绪论................................................................................................................1 1.1研究背景和意义.......................................................................................................1 1.1.1研究背景.........................................................................................................1 1.1.2研究意义.........................................................................................................2 1.2国内外研究现状.......................................................................................................3 1.2.1对操作风险识别的研究.................................................................................3 1.2.2对操作风险度量的研究.................................................................................4 1.2.3对操作风险管理控制的研究.........................................................................5 1.3研究内容、方法及技术路线...................................................................................6 1.3.1研究内容.........................................................................................................6 1.3.2研究方法.........................................................................................................6 1.3.3技术路线.........................................................................................................7 第二章银行柜面操作风险管理相关理论与概念............................................................9 2.1银行柜面操作风险及其风险管理的概念...............................................................9 2.1.1银行柜面操作风险的概念.............................................................................9 2.1.2银行柜面操作风险管理的概念...................................................................10 2.2银行柜面操作风险管理相关理论.........................................................................11 2.2.1风险管理理论...............................................................................................11 2.2.2内部控制理论...............................................................................................12 2.3银行柜面操作风险管理方法.................................................................................13 2.3.1银行柜面操作风险识别方法.......................................................................13 2.3.2银行柜面操作风险评价方法.......................................................................13 2.3.3银行柜面操作风险管理方法.......................................................................14 第三章BOC银行临沂分行柜面操作风险识别.............................................................16 3.1BOC银行临沂分行简介........................................................................................16 3.2BOC银行临沂分行柜面操作现状........................................................................16 3.2.1柜面操作流程...............................................................................................16 3.2.2柜面操作风险管理机构...............................................................................17 3.2.3柜面操作人员..