国有商业银行操作风险防范实证研究
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摘要
随着大量操作风险案件的曝光,人们对操作风险的关注与日俱增,对国有商业银行操作风险防范也提出了更为严峻的考验。面对银行业竞争日益激烈的趋势,国有商业银行采取有效措施防范操作风险,进而减少损失,对其提高竞争力的意义重大。
本文阐述了操作风险基础理论,从多角度剖析国有商业银行生成操作风险的因素,分析了国有商业银行操作风险防范现状和存在问题,然后运用因子分析进行实证研究,并从不同层面提出国有商业银行操作风险防范的对策建议,尤其要注重各项措施在不同阶段、不同层面间的相互配合。
文章由六章内容组成:
第一章导论论述了研究背景,目的和意义,国内外研究动态,并对其进行评述,以及研究思路和方法,可能创新之处。
第二章操作风险及生成的一般性因素分析主要介绍了操作风险涵义、特征,并进行操作风险生成的一般性因素分析。
第三章国有商业银行操作风险防范现状及存在问题从内部控制、制度和技术三个方面介绍国有商业银行操作风险防范的现状,并重点分析了国有商业银行操作风险防范存在的问题。
第四章指标选取、数据收集及样本概况主要内容有选取指标、设计问卷并收集数据、统计及分析调查数据,为下一步的实证研究奠定基础。
第五章国有商业银行操作风险防范的实证研究运用因子分析法对指标进行归类,得出四个因子,并计算因子得分及排名,同时通过项目分析、信度检验验证指标的可用性,进行单因素分析,分析是否存在影响问卷得分的因素,根据实证分析结果得出结论。
第六章完善国有商业银行操作风险防范的对策建议构建了分阶段操作风险防范体系,以及结合实证研究结果,分别从防范制度层面、防范能力、防范意识、外部约束和模型度量五个方面提出完善国有商业银行操作风险防范的对策建议。
As a large number of cases on operational risk have been exposed, operational risk has attracted increasing attention and proposed more test for state-owned commercial banks. With the increasingly competitive trends of banking industry, state-owned commercial banks are expected to make measures with purpose of effectively avoiding operational risk and reducing losses which play a significant role in improving competitiveness.
The thesis elaborates the basic theory of operational risk. In the different perspectives, it explores the factors that lead to operational risk in state-owned commercial bank and analyzes status and problems of operational risk defense. Next, with factor analysis, the empiric study is made and appropriate measures on operational risk defense in state-owned banks are taken in different levels. What’s more import, the cooperation of all measures in different stages and different levles should be attached more importance.
The thesis is divided into six parts,
Chapter 1: Introduction. The thesis starts from introduction of background, purpose, significance and literature review overseas and domestics. Next, it makes comments on the literature review. Last, it provides the thinking, methodology and innovation of the research.
Chapter 2: Operational risk and a general analysis about operational risk produced factors. This chapter focuses on the definition and characteristics of operational risk and discusses a general factors on operational risk producing.
Chapter 3: The status and problems of operational risk prevention in state-owned commercial bank. This chapter discusses the status about operational risk prevention of state-owned commercial bank in three aspects of internal control, system and technical and focuses on the problems.
Chapter 4: Selection of index, data collection and samples.The main contents include selection of index, questionnaire design, data collection and statistics and analysis on survey data. These lay the foundation on the next empirical analysis.
Chapter 5: The empirical study on operational risk prevention in state-owned commercial bank. With factor analysis, we can classify the indicators into four factors, and then calculate the scores and ranks. At the same time, we use item analysis, reliability testing to verify the availability of indicators, and apply the single factor analysis to analysis whether the factors will affect questionnaire scores. According to the empirical results, we can measure operational risk prevention of state-owned commercial banks.
Chapter 6: The suggestions on operational risk prevention of state-owned commercial bank. The chapter proposes the measures to improve operational risk defense in state-owned commercial bank. The phased defense system against operational risk is expected to be established. With research of empiric study, appropriate measures are posed in the five aspects, including the system of defense, ability to guard, awareness, external constraint and model.
本文阐述了操作风险基础理论,从多角度剖析国有商业银行生成操作风险的因素,分析了国有商业银行操作风险防范现状和存在问题,然后运用因子分析进行实证研究,并从不同层面提出国有商业银行操作风险防范的对策建议,尤其要注重各项措施在不同阶段、不同层面间的相互配合。
文章由六章内容组成:
第一章导论论述了研究背景,目的和意义,国内外研究动态,并对其进行评述,以及研究思路和方法,可能创新之处。
第二章操作风险及生成的一般性因素分析主要介绍了操作风险涵义、特征,并进行操作风险生成的一般性因素分析。
第三章国有商业银行操作风险防范现状及存在问题从内部控制、制度和技术三个方面介绍国有商业银行操作风险防范的现状,并重点分析了国有商业银行操作风险防范存在的问题。
第四章指标选取、数据收集及样本概况主要内容有选取指标、设计问卷并收集数据、统计及分析调查数据,为下一步的实证研究奠定基础。
第五章国有商业银行操作风险防范的实证研究运用因子分析法对指标进行归类,得出四个因子,并计算因子得分及排名,同时通过项目分析、信度检验验证指标的可用性,进行单因素分析,分析是否存在影响问卷得分的因素,根据实证分析结果得出结论。
第六章完善国有商业银行操作风险防范的对策建议构建了分阶段操作风险防范体系,以及结合实证研究结果,分别从防范制度层面、防范能力、防范意识、外部约束和模型度量五个方面提出完善国有商业银行操作风险防范的对策建议。
As a large number of cases on operational risk have been exposed, operational risk has attracted increasing attention and proposed more test for state-owned commercial banks. With the increasingly competitive trends of banking industry, state-owned commercial banks are expected to make measures with purpose of effectively avoiding operational risk and reducing losses which play a significant role in improving competitiveness.
The thesis elaborates the basic theory of operational risk. In the different perspectives, it explores the factors that lead to operational risk in state-owned commercial bank and analyzes status and problems of operational risk defense. Next, with factor analysis, the empiric study is made and appropriate measures on operational risk defense in state-owned banks are taken in different levels. What’s more import, the cooperation of all measures in different stages and different levles should be attached more importance.
The thesis is divided into six parts,
Chapter 1: Introduction. The thesis starts from introduction of background, purpose, significance and literature review overseas and domestics. Next, it makes comments on the literature review. Last, it provides the thinking, methodology and innovation of the research.
Chapter 2: Operational risk and a general analysis about operational risk produced factors. This chapter focuses on the definition and characteristics of operational risk and discusses a general factors on operational risk producing.
Chapter 3: The status and problems of operational risk prevention in state-owned commercial bank. This chapter discusses the status about operational risk prevention of state-owned commercial bank in three aspects of internal control, system and technical and focuses on the problems.
Chapter 4: Selection of index, data collection and samples.The main contents include selection of index, questionnaire design, data collection and statistics and analysis on survey data. These lay the foundation on the next empirical analysis.
Chapter 5: The empirical study on operational risk prevention in state-owned commercial bank. With factor analysis, we can classify the indicators into four factors, and then calculate the scores and ranks. At the same time, we use item analysis, reliability testing to verify the availability of indicators, and apply the single factor analysis to analysis whether the factors will affect questionnaire scores. According to the empirical results, we can measure operational risk prevention of state-owned commercial banks.
Chapter 6: The suggestions on operational risk prevention of state-owned commercial bank. The chapter proposes the measures to improve operational risk defense in state-owned commercial bank. The phased defense system against operational risk is expected to be established. With research of empiric study, appropriate measures are posed in the five aspects, including the system of defense, ability to guard, awareness, external constraint and model.
引文
曹黔然. 2009.国有商业银行操作风险防范的委托-代理视角研究.区域金融研究, 5: 6567
曹明.2007改善治理结构提升商业银行风险防范能力现代金融12,5-6
陈静. 2006.基于极值理论的商业银行操作风险度量及其实证研究. [硕士学位论文].长沙:湖南大学
陈思,贾天兵,纪乃方. 2005.商业银行操作风险的测度与防范.国际金融研究, 12: 73
董红. 2009.细化商业银行操作风险管理的新思路.企业经济, 4: 167~170
傅苏颖. 2009年6月2日.刘明康:保持银行业案件防控高压态势.证券日报, A2
费伦苏2009费伦苏:商业银行操作风险行为金融理论解释当代经济管理1 89-93
郭志芳,胡文剑. 2008.浅议银行流程再造与操作风险防范.经济问题, 11: 106~108
郭卫国. 2009.浅论商业银行操作风险.金融经济, 6: 137~139
汉斯·乌里希·德瑞克.2004.金融服务运营风险管理手册.北京:中信出版社: 33~34
韩涵. 2006.国有商业银行操作风险及其控制研究.财政监督, 3: 43~45
金婷. 2008.基于VAR的我国商业银行操作风险量化方法研究. [硕士学位论文].大连:大连理工大学
吕宝林,张同建. 2008.商业银行操作风险控制战略结构模型的构建与实证.统计与决策, 06: 125~127
厉吉斌. 2008.商业银行操作风险管理.上海:上海财经大学出版社:52
厉吉斌. 2007.商业银行操作风险管理. [博士学位论文].上海:上海交通大学
李艳芳,季红. 2005.刍议商业银行操作风险管理的新思路.金融理论与实践, 9: 40~42
牛玲玲. 2006.我国商业银行操作风险度量研究. [硕士学位论文].广州:暨南大学
潘建国,张维. 2009操作风险管理发展的三条主线.现代管理科学, 2: 5~7
曲绍强,张启全. 2009.加强我国操作风险研究的重要性分析.金融经济, 2: 104~105
司马则茜,蔡晨,李建平. 2009.度量银行操作风险的POT幂律模型及其应用.中国管理科学, 2: 36~41
沈晓晖等. 2005.聚焦银行操作风险.银行家, 5: 10~17
王晓春. 2005.激励缺少与内部人道德风险—关于商业银行操作风险的问卷调查与思考.金融研究, 11: 74~81
吴明隆. 2001. spss统计应用实务.北京:中国铁道出版社: 15
吴建友,雷英. 2007.商业银行操作风险管理:理论困境与实施问题.生产力研究, 14: 38~39
许志远. 2009.荷兰银行业操作风险管理及对我国商业银行操作风险管理的启示.金融财经, 4: 207
徐学锋. 2009.商业银行操作风险管理现状及建议.武汉金融, 2: 69~70
薛薇. 2009.统计分析与SPSS的应用:第二版.北京:中国人民大学出版社: 353~354
薛薇. 2009.统计分析与SPSS的应用:第二版.北京:中国人民大学出版社: 358
尹明华. 2009.基层银行操作风险“管控难”.审计与理财,5: 48-49
于宏宇,徐镝锋,杨廷芳. 2009.浅谈国有商业银行操作风险管理.中小企业管理与科技, 3: 95
杨旭,李建中. 2005.设立银行操作风险损失数据库的构想.统计与决策, 11下: 112~113
周世举. 2009.我国商业银行操作风险防范与化解浅析.理论观察, 1: 151~152
张宏毅,陆静. 2006用信度理论解决操作风险频度数据不足问题.中南财经政法大学学报, 6: 54~57
郑良芳. 2008.商业银行操作风险的防范与控制.金融理论与实践, 3: 114~116
张吉光. 2005.防范商业银行操作风险探析.济南金融, 6: 35~40
中国银行业监督管理委员会. 2005.中国银行业监督管理委员会关于加大防范操作风险工作力度的通知. http://www.cbrc.gov.cn. [2005-03-22]
中国银行业监督管理委员会2009.中国银行业监督管理委员会2008年报. http://www.cbrc.gov.cn/chinese/info/twohome/index.jsp?itemCode=1091[2009-06-01]
中国银行. 2003 2002年年度报告. http://www.boc.cn/investor/ir3/index_1.html [2003-03-25]
中国工商银行. 2004. 2003年年报. http://www.icbc-ltd.com/icbcltd. [2004-04-05]
中国建设银行. 2005. 2004年年度报告. http://www.ccb.com/cn/investor/download.html. [2005-06-09]
中国农业银行. 2008. 2007年度报告. http://www.abchina.com/cn/AboutABC/AnnualReport/default.htm. [2008-05-28]
中国工商银行江苏省分行课题组. 2005.当前我国商业银行面临的主要操作风险及对策研究.金融论坛4: 26~32
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Carol Alexander. 2003. Operational Risk: Regulation, Analysis and Management. Financial Times Prentice Hall, 6: 12~14
Chapelle A, Crama Y, Georges, Hübner, Jean-Philippe Peters. 2007. Practical methods for measuring and managing operational risk in the financial sector: A clinical study. Journal of Banking & Finance, 32: 1049~1061
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De Fontnouvelle, Patrick, Virginia, John, Rosengren, Eric. 2006. Capital and Risk: New evidence on implications of large operational losses. Journal of money, credit and banking, 38: 1819~1846
Lore M, Borodovsly B. 2000. The Professional’s Handbook of Financial Risk Management. Reed Educational and Professional Publishing, 3.55~62
Muermann A, Oktem U. 2002. The Near-Miss Management of Operational Risk. The Journal of RiskFinance, 4: 35~51
Robert A, Jarrow. 2008. Operational risk. Journal of Banking & Finance, 32: 870~879
曹明.2007改善治理结构提升商业银行风险防范能力现代金融12,5-6
陈静. 2006.基于极值理论的商业银行操作风险度量及其实证研究. [硕士学位论文].长沙:湖南大学
陈思,贾天兵,纪乃方. 2005.商业银行操作风险的测度与防范.国际金融研究, 12: 73
董红. 2009.细化商业银行操作风险管理的新思路.企业经济, 4: 167~170
傅苏颖. 2009年6月2日.刘明康:保持银行业案件防控高压态势.证券日报, A2
费伦苏2009费伦苏:商业银行操作风险行为金融理论解释当代经济管理1 89-93
郭志芳,胡文剑. 2008.浅议银行流程再造与操作风险防范.经济问题, 11: 106~108
郭卫国. 2009.浅论商业银行操作风险.金融经济, 6: 137~139
汉斯·乌里希·德瑞克.2004.金融服务运营风险管理手册.北京:中信出版社: 33~34
韩涵. 2006.国有商业银行操作风险及其控制研究.财政监督, 3: 43~45
金婷. 2008.基于VAR的我国商业银行操作风险量化方法研究. [硕士学位论文].大连:大连理工大学
吕宝林,张同建. 2008.商业银行操作风险控制战略结构模型的构建与实证.统计与决策, 06: 125~127
厉吉斌. 2008.商业银行操作风险管理.上海:上海财经大学出版社:52
厉吉斌. 2007.商业银行操作风险管理. [博士学位论文].上海:上海交通大学
李艳芳,季红. 2005.刍议商业银行操作风险管理的新思路.金融理论与实践, 9: 40~42
牛玲玲. 2006.我国商业银行操作风险度量研究. [硕士学位论文].广州:暨南大学
潘建国,张维. 2009操作风险管理发展的三条主线.现代管理科学, 2: 5~7
曲绍强,张启全. 2009.加强我国操作风险研究的重要性分析.金融经济, 2: 104~105
司马则茜,蔡晨,李建平. 2009.度量银行操作风险的POT幂律模型及其应用.中国管理科学, 2: 36~41
沈晓晖等. 2005.聚焦银行操作风险.银行家, 5: 10~17
王晓春. 2005.激励缺少与内部人道德风险—关于商业银行操作风险的问卷调查与思考.金融研究, 11: 74~81
吴明隆. 2001. spss统计应用实务.北京:中国铁道出版社: 15
吴建友,雷英. 2007.商业银行操作风险管理:理论困境与实施问题.生产力研究, 14: 38~39
许志远. 2009.荷兰银行业操作风险管理及对我国商业银行操作风险管理的启示.金融财经, 4: 207
徐学锋. 2009.商业银行操作风险管理现状及建议.武汉金融, 2: 69~70
薛薇. 2009.统计分析与SPSS的应用:第二版.北京:中国人民大学出版社: 353~354
薛薇. 2009.统计分析与SPSS的应用:第二版.北京:中国人民大学出版社: 358
尹明华. 2009.基层银行操作风险“管控难”.审计与理财,5: 48-49
于宏宇,徐镝锋,杨廷芳. 2009.浅谈国有商业银行操作风险管理.中小企业管理与科技, 3: 95
杨旭,李建中. 2005.设立银行操作风险损失数据库的构想.统计与决策, 11下: 112~113
周世举. 2009.我国商业银行操作风险防范与化解浅析.理论观察, 1: 151~152
张宏毅,陆静. 2006用信度理论解决操作风险频度数据不足问题.中南财经政法大学学报, 6: 54~57
郑良芳. 2008.商业银行操作风险的防范与控制.金融理论与实践, 3: 114~116
张吉光. 2005.防范商业银行操作风险探析.济南金融, 6: 35~40
中国银行业监督管理委员会. 2005.中国银行业监督管理委员会关于加大防范操作风险工作力度的通知. http://www.cbrc.gov.cn. [2005-03-22]
中国银行业监督管理委员会2009.中国银行业监督管理委员会2008年报. http://www.cbrc.gov.cn/chinese/info/twohome/index.jsp?itemCode=1091[2009-06-01]
中国银行. 2003 2002年年度报告. http://www.boc.cn/investor/ir3/index_1.html [2003-03-25]
中国工商银行. 2004. 2003年年报. http://www.icbc-ltd.com/icbcltd. [2004-04-05]
中国建设银行. 2005. 2004年年度报告. http://www.ccb.com/cn/investor/download.html. [2005-06-09]
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