中国商业银行操作风险安全评价体系研究
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摘要
银行从产生之日起就是与风险共生的，银行是从经营风险中受益的，风险越大收益也就越大，能否在发展自身的情况下有效的控制风险是现代商业银行经营的一个关键因素。风险管理是我国商业银行面临的一项全新的长期性问题，尤其以操作风险更为重要。
本文研究的目的在于通过构建商业银行操作风险安全评价体系，减少操作风险的高发因素，降低风险带来的损失。文中选取了商业银行操作风险高发风险因素中的人员因素、内部流程、系统缺陷、外部事件四个一级指标和十五个二级评判指标作为操作风险的影响因素。根据某商业银行的实际案例分析及问卷调查得出各因素的影响程度，并且运用层次分析法为各因素进行权重赋值，通过单层次排序及一致性检验对权重进行分析，运用矩阵进行量化计算得出结果，然后通过总层次排序及一致性检验，仍然用矩阵进行量化计算，对比较结果进行验证，验证合格后再运用层次和模糊评价法相结合的方法对量化数据进行计算得出结果，并根据量化后计算出的结果对该银行的操作风险现状进行安全评价。
运用层次评价法和模糊评价法相结合的综合评价方法得出该银行总体安全状况良好，但是该银行仍然存在问题，其中操作失误仍然是各个影响因素中最重要的，所以对于该银行来说，为了避免操作风险，为了银行自身安全应该继续加强人员管控并且加强规范化操作要求。通过综合评价法对银行进行整体操作风险评价，可以看出综合评价方法可以全面的、真实的反映银行现实操作中存在的风险隐患，可以准确的预测风险因素，因此综合评价方法应用在银行操作风险的评估及预测上是科学的，是值得推广的。
Banks exist with risks from the date of the produce; it gets profit from management risk.However, the greater risk the banks undertake, the more profits the banks gain. It’s a keyfactor whether the commercial banks could control risk validly under its own development.Risk management is a new long-term problem that Chinese commercial banks facing,especially in operation risk is more important.
The purpose of this study is to reduce the high-risk factors of the operating risk andreduce the risks brought about by loss through constructing commercial Banks operation risksafety evaluation system. This paper selected the commercial Banks operating risk factors ofhigh risk factors, internal flow, the personnel system defect, external events four primaryindex and 15 level 2 judging indexes as the influence factors of operation risk. This paperaccording to a commercial bank of the analysis of actual case and questionnaire survey ofeach factors influence degree, and uses the analytic hierarchy process for the weight factorsassignment, then through the sheer level sorting and consistency checks the weight usingquantitative analysis matrix computation to obtain the result, and then sort through the generallevel and consistency check still uses matrix to quantify the result of the comparisonverification, validation after uses level and qualified again with the method of fuzzyevaluation method of quantitative data calculated results, and finally assesss the bank'soperation risk status according to the calculated results after quantification.
By using analysis method of combining analytical hierarchy evaluation method and afuzzy evaluation method, we can conclude that the bank is overall in good condition. Butthere are still problems of the bank, among which operation error still is the most importantfactor.So for the bank it should continue to strengthen personnel control and standardizationoperational requirements in order to avoid operational risk for its own security operation.Through the comprehensive evaluation method of bank risk evaluation overalloperations can see that comprehensive evaluation method can be comprehensive, reflected inthe bank reality operation the risk in the hidden trouble, and can accurately predict the riskfactors, so comprehensive evaluation method applied in the assessment of the risks of bankingoperation and forecasting is science, and is worth extending.
本文研究的目的在于通过构建商业银行操作风险安全评价体系，减少操作风险的高发因素，降低风险带来的损失。文中选取了商业银行操作风险高发风险因素中的人员因素、内部流程、系统缺陷、外部事件四个一级指标和十五个二级评判指标作为操作风险的影响因素。根据某商业银行的实际案例分析及问卷调查得出各因素的影响程度，并且运用层次分析法为各因素进行权重赋值，通过单层次排序及一致性检验对权重进行分析，运用矩阵进行量化计算得出结果，然后通过总层次排序及一致性检验，仍然用矩阵进行量化计算，对比较结果进行验证，验证合格后再运用层次和模糊评价法相结合的方法对量化数据进行计算得出结果，并根据量化后计算出的结果对该银行的操作风险现状进行安全评价。
运用层次评价法和模糊评价法相结合的综合评价方法得出该银行总体安全状况良好，但是该银行仍然存在问题，其中操作失误仍然是各个影响因素中最重要的，所以对于该银行来说，为了避免操作风险，为了银行自身安全应该继续加强人员管控并且加强规范化操作要求。通过综合评价法对银行进行整体操作风险评价，可以看出综合评价方法可以全面的、真实的反映银行现实操作中存在的风险隐患，可以准确的预测风险因素，因此综合评价方法应用在银行操作风险的评估及预测上是科学的，是值得推广的。
Banks exist with risks from the date of the produce; it gets profit from management risk.However, the greater risk the banks undertake, the more profits the banks gain. It’s a keyfactor whether the commercial banks could control risk validly under its own development.Risk management is a new long-term problem that Chinese commercial banks facing,especially in operation risk is more important.
The purpose of this study is to reduce the high-risk factors of the operating risk andreduce the risks brought about by loss through constructing commercial Banks operation risksafety evaluation system. This paper selected the commercial Banks operating risk factors ofhigh risk factors, internal flow, the personnel system defect, external events four primaryindex and 15 level 2 judging indexes as the influence factors of operation risk. This paperaccording to a commercial bank of the analysis of actual case and questionnaire survey ofeach factors influence degree, and uses the analytic hierarchy process for the weight factorsassignment, then through the sheer level sorting and consistency checks the weight usingquantitative analysis matrix computation to obtain the result, and then sort through the generallevel and consistency check still uses matrix to quantify the result of the comparisonverification, validation after uses level and qualified again with the method of fuzzyevaluation method of quantitative data calculated results, and finally assesss the bank'soperation risk status according to the calculated results after quantification.
By using analysis method of combining analytical hierarchy evaluation method and afuzzy evaluation method, we can conclude that the bank is overall in good condition. Butthere are still problems of the bank, among which operation error still is the most importantfactor.So for the bank it should continue to strengthen personnel control and standardizationoperational requirements in order to avoid operational risk for its own security operation.Through the comprehensive evaluation method of bank risk evaluation overalloperations can see that comprehensive evaluation method can be comprehensive, reflected inthe bank reality operation the risk in the hidden trouble, and can accurately predict the riskfactors, so comprehensive evaluation method applied in the assessment of the risks of bankingoperation and forecasting is science, and is worth extending.
引文
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[2]中国银行业监督管理委员会.商业银行操作风险管理指引[EB/OL].[2004-10].http//cbrc.gov.cn
[3]任献荣,张云.我国商业银行操作风险管理[J].现代企业,2007,(3):39
[4]张乃禄,刘灿.安全评价技术[M].西安:西安电子科技大学出版社,2007:1-11
[5]刘平,张铁.风险管理[M].北京:中国金融出版社,2007:1-5
[6]冯涛.我国商业银行操作风险计量中的损失分布法研究[D].四川成都:西南财经大学,2007:16-19
[7] John Jordan.Operational Risk: A Discussion of Quantification Techiques[J].FederalReserve Bank or Boston,2004(3):10-24
[8] Michael Power.The invention of operational risk[J].The university of New SouthWales,2003(2):20-25
[9]巴曙松.巴塞尔新资本协议研究[M].北京:中国金融出版社,2004.22-24
[10] Jack King. Operational Risk：EVT Models2001.
[11]卡罗尔·亚历山大,陈林龙.商业银行操作风险[M].北京:中国金融出版社,2005:28-29.
[12] Duncan Wilson. Operational VaR．Risk[J].1995,(12).
[13] Reimer Kuhn PeterNeu. Functional correlation approach to operational risk in bankingorganizations[J].2003(5):45-47.
[14]卡罗尔·亚历山大.操作风险损失的统计模型[M].北京:中国金融出版社,2005:31-34.
[15]王廷科.商业银行引入操作风险管理的意义与策略分析[J].中国金融出版社,2003：60-62.
[16]乔立新,郭金歌.建立我国网络银行操作风险资本值计量模型的探讨[J].商业研究,2004,(11):23-27.
[17]林建煌.人力产权与银行业操作风险管理[D].北京:国有商业银行改革.2004.
[18]王亚南.商业银行操作风险度量与防范研究[D].西安:西安理工大学,2007:23-26
[19]陈小宪.风险、资本、市值[M].北京:中国金融出版社,2004:11.
[20]曲绍强.我国商业银行操作风险管理[M].北京:中国财政经济出版社,2009:16-20.
[21]汉斯·乌里希·德瑞克.金融服务运营风险管理手册[M].北京:中信出版社,2004:6.
[22]张杰.中国金融制度的结构与变迁[M].太原:山西经济出版社,1998:363.
[23]魏建,张虹.论不良资产的清算.[M].北京:经济科学出版社,2001:9.
[24] H.U.Doerig:Operational risks in financial services-an old challenge in a newEnvironment.2003.
[25]厉吉斌.商业银行操作风险管理.[M]上海:上海财经大学出版社,2008:39-40.
[26] Buzzard K.Computer security-what should you spend your money on?Computers&Security.2002.
[27] Campbell AT,Kounavis ME ,Villela D Aetal. Spawning networks. IEE Network,2002.
[28]苏为华.多指标综合评价理论与方法研究[M].北京:中国物价出版社,2001:52-55.
[29]魏倩.基于模糊层次分析法的网络信息安全评价研究[D].长春:吉林大学,2008:34-37.
[30] Nishio，Shuichi. Standardization of evaluation criteria for IT security. NTT Review.2002.
[31]黄丽民.计算机网络信息系统安全评价方法研究[D].济南:山东大学,2004:28-29.
[32]李铭辉.我国地铁运营安全评价体系研究[D].北京:北京交通大学,2007:17-1.
[33]汪渊,蒋凡,陈国良.基于图论的网络安全分析方法研究与应用[J].小型微型计算机系统,2003,24(10):1865-1869.
[34]赵玮,许春香.AHP的检验方法及其比较分析[J].运筹与管理,1999,8(3):17-23.
[35]潭跃进.定量分析方法[M].北京:中国人民大学出版社,2002:139-146.
[36]孙伟.城市道路交通安全评价指标体系研究[D].南京:南京林业大学,2007:40-42.
[37]杨萍.AHP法在评价教师课堂教学中的应用[J].数学的实践与认识,2004,34(2):32-34.
[38]田淑华.电子档案信息安全管理研究[D].太原:中北大学,2009:30-48.
[39]王筠,关晶玉.网络信息检索系统的模糊综合评判[J].情报杂志,2003(8):53-54.
[40]赵文.信息安全保障度量及综合评价研究[D].成都:四川大学,2006:78-90.
[41]陈衍泰,陈国宏,李美娟.综合评价方法分类及研究进展[J].管理科学学报,2004,7(2):69-79.
[42]刘铁民,张兴凯.安全评价方法应用指南[M].北京:化学工业出版社.2005:471.
[43]杜栋,庞庆华.现代综合评价方法与案例精选[M].北京:清华大学出版社.2008:15.
[44]陈秀真,郑庆华,管晓宏等.基于粗糙集理论的主机安全评估方法[J].西安交通大学学报,2004,38(12):1228-1231,1255.
[45]胡永宏,贺思辉.综合评价方法[M].北京:科学出版社,2000:97-99.
[46]谢季坚,刘承平.模糊数学方法及其应用[M].武汉:华中理工大学出版社,2000:197-202.
[47]李发泽,胡钢墩.基于层次分析和模糊数学的网络安全评价模型[J].宁夏工程技术,2006,5(4):338-341.
[48]应力,郭松柏.信息系统(网络)安全分析方法与评价模型[J].计算机工程与应用,2002(19):51-52,75.
[49]邱东.多指标综合评价方法的系统分析[M].北京:中国统计出版社,1991:113-119.
[50]肖琼,汪春华,肖君.基于模糊层次分析法的网络信息资源综合评价[J].情报杂志,2006(3):15-17.
[2]中国银行业监督管理委员会.商业银行操作风险管理指引[EB/OL].[2004-10].http//cbrc.gov.cn
[3]任献荣,张云.我国商业银行操作风险管理[J].现代企业,2007,(3):39
[4]张乃禄,刘灿.安全评价技术[M].西安:西安电子科技大学出版社,2007:1-11
[5]刘平,张铁.风险管理[M].北京:中国金融出版社,2007:1-5
[6]冯涛.我国商业银行操作风险计量中的损失分布法研究[D].四川成都:西南财经大学,2007:16-19
[7] John Jordan.Operational Risk: A Discussion of Quantification Techiques[J].FederalReserve Bank or Boston,2004(3):10-24
[8] Michael Power.The invention of operational risk[J].The university of New SouthWales,2003(2):20-25
[9]巴曙松.巴塞尔新资本协议研究[M].北京:中国金融出版社,2004.22-24
[10] Jack King. Operational Risk：EVT Models2001.
[11]卡罗尔·亚历山大,陈林龙.商业银行操作风险[M].北京:中国金融出版社,2005:28-29.
[12] Duncan Wilson. Operational VaR．Risk[J].1995,(12).
[13] Reimer Kuhn PeterNeu. Functional correlation approach to operational risk in bankingorganizations[J].2003(5):45-47.
[14]卡罗尔·亚历山大.操作风险损失的统计模型[M].北京:中国金融出版社,2005:31-34.
[15]王廷科.商业银行引入操作风险管理的意义与策略分析[J].中国金融出版社,2003：60-62.
[16]乔立新,郭金歌.建立我国网络银行操作风险资本值计量模型的探讨[J].商业研究,2004,(11):23-27.
[17]林建煌.人力产权与银行业操作风险管理[D].北京:国有商业银行改革.2004.
[18]王亚南.商业银行操作风险度量与防范研究[D].西安:西安理工大学,2007:23-26
[19]陈小宪.风险、资本、市值[M].北京:中国金融出版社,2004:11.
[20]曲绍强.我国商业银行操作风险管理[M].北京:中国财政经济出版社,2009:16-20.
[21]汉斯·乌里希·德瑞克.金融服务运营风险管理手册[M].北京:中信出版社,2004:6.
[22]张杰.中国金融制度的结构与变迁[M].太原:山西经济出版社,1998:363.
[23]魏建,张虹.论不良资产的清算.[M].北京:经济科学出版社,2001:9.
[24] H.U.Doerig:Operational risks in financial services-an old challenge in a newEnvironment.2003.
[25]厉吉斌.商业银行操作风险管理.[M]上海:上海财经大学出版社,2008:39-40.
[26] Buzzard K.Computer security-what should you spend your money on?Computers&Security.2002.
[27] Campbell AT,Kounavis ME ,Villela D Aetal. Spawning networks. IEE Network,2002.
[28]苏为华.多指标综合评价理论与方法研究[M].北京:中国物价出版社,2001:52-55.
[29]魏倩.基于模糊层次分析法的网络信息安全评价研究[D].长春:吉林大学,2008:34-37.
[30] Nishio，Shuichi. Standardization of evaluation criteria for IT security. NTT Review.2002.
[31]黄丽民.计算机网络信息系统安全评价方法研究[D].济南:山东大学,2004:28-29.
[32]李铭辉.我国地铁运营安全评价体系研究[D].北京:北京交通大学,2007:17-1.
[33]汪渊,蒋凡,陈国良.基于图论的网络安全分析方法研究与应用[J].小型微型计算机系统,2003,24(10):1865-1869.
[34]赵玮,许春香.AHP的检验方法及其比较分析[J].运筹与管理,1999,8(3):17-23.
[35]潭跃进.定量分析方法[M].北京:中国人民大学出版社,2002:139-146.
[36]孙伟.城市道路交通安全评价指标体系研究[D].南京:南京林业大学,2007:40-42.
[37]杨萍.AHP法在评价教师课堂教学中的应用[J].数学的实践与认识,2004,34(2):32-34.
[38]田淑华.电子档案信息安全管理研究[D].太原:中北大学,2009:30-48.
[39]王筠,关晶玉.网络信息检索系统的模糊综合评判[J].情报杂志,2003(8):53-54.
[40]赵文.信息安全保障度量及综合评价研究[D].成都:四川大学,2006:78-90.
[41]陈衍泰,陈国宏,李美娟.综合评价方法分类及研究进展[J].管理科学学报,2004,7(2):69-79.
[42]刘铁民,张兴凯.安全评价方法应用指南[M].北京:化学工业出版社.2005:471.
[43]杜栋,庞庆华.现代综合评价方法与案例精选[M].北京:清华大学出版社.2008:15.
[44]陈秀真,郑庆华,管晓宏等.基于粗糙集理论的主机安全评估方法[J].西安交通大学学报,2004,38(12):1228-1231,1255.
[45]胡永宏,贺思辉.综合评价方法[M].北京:科学出版社,2000:97-99.
[46]谢季坚,刘承平.模糊数学方法及其应用[M].武汉:华中理工大学出版社,2000:197-202.
[47]李发泽,胡钢墩.基于层次分析和模糊数学的网络安全评价模型[J].宁夏工程技术,2006,5(4):338-341.
[48]应力,郭松柏.信息系统(网络)安全分析方法与评价模型[J].计算机工程与应用,2002(19):51-52,75.
[49]邱东.多指标综合评价方法的系统分析[M].北京:中国统计出版社,1991:113-119.
[50]肖琼,汪春华,肖君.基于模糊层次分析法的网络信息资源综合评价[J].情报杂志,2006(3):15-17.