1、商業銀行論文：商業銀行操作風險管理探討【中文摘要】信用風險、市場風險和操作風險,是巴塞爾新資本協議對商業銀行風險的三大分類。其中,將操作風險納入風險資本計提和監管的范圍,是2004年巴塞爾委員會修訂的主要內容之一。為適用國際金融形勢發展的需要,中國銀行業監督管理委員會先后制定了商業銀行操作風險管理指引、商業銀行操作風險監管資本計量指引,對國內商業銀行操作風險管理提出了指導性意見。中國農業銀行作為國有控股四大商業銀行之一,于2010年7月15日、16日,在香港、上海兩地成功上市。操作風險大案、要案頻發一致是農業銀行上市過程中的最大短板,也是主管部門和監管部門最大的擔憂。加強操作風險管理,構架科學

2、、有效的操作風險管理體系對農業銀行具有十分重要的意義。本文采用了數據分析、對比分析和案件分析的研究方法。首先概述了操作風險的含義和特征,闡述巴塞爾新資本協議下銀行操作風險管理以及中國銀行業監督管理委員會對操作風險管理的解讀和規定,為分析農業銀行操作風險提供政策和法規基礎；其次,分析國外商業銀行操作風險管理特征及美國花旗銀行、德意志銀行的操作風險管理流程,同時,分析了中國銀行業操作風險特征及工商銀行、建設銀行和中國銀行操作風險管理流程,為農業銀行操作風險管理提供經驗借鑒和實踐基礎。再次,通過大量數據和案例分析農業銀行2001年-2008年發生的經濟案件,歸納出農業銀行操作風險五個明顯特征,并進行

3、了針對性的原因分析。最后,從農業銀行操作風險治理結構建設、強化人員管理、加快現代運營體系建設、選擇合理的操作風險緩釋工具、開展操作風險主動識別與準確評估等五個方面提出了農業銀行強化操作風險管理的對策建議?！居⑽恼縄n the New Basel Capital Accord, the risks of commercial banks are attributed into three kinds- credit risk, market risk and operational risk. Among them, the operational risk is included into

4、 the accruement and supervision for the capital, which is the main content that Basel Committee revised in 2004. In compliance with the development of the international finance, China Banking Regulatory Commission(CRBC)established the Management Guidance of the Operational Risk for the Commercial Ba

5、nks, and the Capital Supervision and Measurement Guidance of the Operational Risk for the Commercial Banks successively, which forward the instructions for the operational risk management of our commercial banks. As one of the four state-holding commercial banks, the Agriculture Bank of China (ABC)

6、launched its initial public offering in Hong Kong on July 15th,2010 and in Shanghai on July 16th,2010 successfully. n the process of ABC going listed, big and serious cases happened frequently, which was the shortest aspect and huge concerned by the management divisions and supervision ones. So its

7、very important for ABC to strengthen the operational risk management, and build a scientific and effective operational risk management system.In this article, data analysis, comparison analysis and case study are the main methods applied. First of all, it generalizes the definition and attributes of

8、 the operational risk, explains the operational risk management in the New Basel Capital Accord and the unscrambles and regulations by CRBC. Those provide the policy and law instructions to analyze the operational risk of ABC. Secondly, it analyzes the points of the operational risk management of th

9、e overseas banks, and the procedures of the operational risk management from Citibank and Deutsche Bank. Together with analyzes the points of the operational risk management of the China and the procedures of the risk management from the ICBC/CBC and Bank of China. Those provide the experience and p

10、ractice references to carry out the operational risk management in ABC. Thirdly, it summarizes the five characters of the ABC operational risk management through lots of the data and case studies of the ABC commercial cases between 2001 and 2008, and makes the specific analysis for the causes. At la

11、st, it puts forwards the countermeasures and suggestions to strengthen the operational risk management in ABC from five ways, including building the management structures, consolidating the staff management, speed-up building the modern operational system, choosing the right risk releasing tools, im

12、proving the initiative and applying assessment, etc.【關鍵詞】商業銀行 中國農業銀行 操作風險【英文關鍵詞】Commercial Bank Agriculture Bank of China Operational Risk【目錄】商業銀行操作風險管理探討摘要8-9Abstract9-10第1章 緒論11-151.1 研究的背景和意義11-121.2 研究的內容和框架12-131.3 研究的方法131.4 論文主要創新點13-15第2章 商業銀行操作風險概述15-282.1 操作風險的定義15-162.2 操作風險的特征16-172.3 巴塞爾委員會對操作風險的研究17-252.4 中國銀行業監督管理委員會關于操作風險管理的研究25-28第3章 國內外商業銀行操作風險特征及管理經驗28-363.1 國外商業銀行操作風險特征28-293.2 國外部分商業銀行操作風險管理流程和經驗29-313.3 國內商業銀行操作風險特征31-333.4 國內主要商業銀行操作風險管理流程和經驗33-36第4章 中國農業銀行操作風險特征及原因分析36-434.1 農業銀行操作風險特征分析36-394.2 農業銀行操作