我國(guó)商業(yè)銀行操作風(fēng)險(xiǎn)管理中的內(nèi)部計(jì)量法研究.pdf

1、學(xué)校代號(hào)：10532學(xué)號(hào)：S03181046密級(jí)：湖南大學(xué)碩士學(xué)位論文Y893139我國(guó)商業(yè)銀行操作風(fēng)險(xiǎn)管理中的內(nèi)部計(jì)量法研究堂僮宴請(qǐng)厶娃名!塞端羞昱!!Ⅲ掛名盈班箍i易佳貍副熬援縫盞墮焦；金融堂院童些芻塑i金融堂迨塞握童且塑；2QQ互生生目!Q目迨窒簽趲旦翅；2QQ生5目18目簦趲耋雖會(huì)圭匿；彭建劇數(shù)援鍪里至蘭堡至簍堡墾墮墼矍室墼窒型鹽蘭鎏鎏塞AbstractNewBaselAccord，issuedbyBaselCommitteeo

2、nJune26“，2004，whichbroughtoperationalriskintotheframeworkofeapitaladequacyratio，andrequiredfinancialinstitutionstooperatethecorrespondingcapitalforoperationalrisk，operationalrisknumericalmanagementwillbeimportantareaofba

3、nkoperationalriskinfutureNowadays，mostofChinesebanksareexperiencingthetransitionperiodtotherealcommercialbanks，withimperfectionofinternalcontrolmechanismOperationalriskisoneofthemainriskresources，andtheproportiontotheris

4、kofcommercialbanksisfarlargerthanthatofinternationallevelItmakestheresearchofmeasurementandmanagementofoperationalriskimportantinChinaThisthesisstudiesamethodofmeasuringoperationalrisk—theinternalmeasurementapproach，whic

5、hisappliedinourcommercialbankFirstlyitdefinesoperationalrisk，includingthedefinitionevolution，thecharacteristicsandthetypeofoperationalrisk，andusesgenerationtheoryandgametheorytoanalyzethereasonofoperationalriskSecondlyit

6、introducesthebasicelementsandtheimplemenPationconditionsoftheinternalmeasurementapproach，meaningofapplyingtheinternalmeasurementapproachinourcommercialbankThirdlyaccordingtotherequirementsoftheinternalmeasurementapproach

7、，itcanfindobstaclesthatapplyingtheinternalmeasurementapproachinourcommercialbank，thereare：thefeasibilityofimplementingtheinternalmeasurementapproach，unsoundoperationalriskmanagementstructure；thedifficultyofdatacollection

8、andprocessing；theinformationdisclosuregaps；riskmanagementtoolsandtechnologygapsFinallyweputforwardsomesuggestions：toapplytheinternalmeasurementapproachstepbystep；toimproveoperationalriskmanagementprocesses；toestablishsou

9、ndriskmanagementorganizationalframework；toimprovethedisclosureofinformationsystem；tostrengl[henbasicconstructiontechniquesKeyWords：InternalMeasurementApproach；InformationDisclosureOperationalRisk；OrganizationalStructure1