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The Construction Of China’s Commercial Bank Operation Risk Management System Based On BaselⅢ

Posted on:2013-01-17Degree:MasterType:Thesis
Country:ChinaCandidate:W G ZhangFull Text:PDF
GTID:2249330371969236Subject:Business Administration
Abstract/Summary:PDF Full Text Request
As an industry,banking is full of risks. Scientific managements and preventionstowards to various risks are the emphasis of the development of banking. From 1996to 2004, the Basel Committee on Banking Supervision and AdministrationCommission (BIS), after several amendments, finally form the formation of a newframework for capital regulation, namely,“The New Basel Capital Accord”. Theaccord is operated in the whole world in late 2006. Commercial banks operating riskcomparing to market risk and credit risk, has many differences, proven methods andmodels of market risk and credit risk can not be directly applied to prevent the risk ofcommercial banking operations. Chinese commercial banks on operational riskmanagement of commercial banks started relatively late, lower operational riskmanagement of Chinese commercial banks. In such circumstances, the establishmentof effective internal management approach for operational risk, help to promote thedevelopment of China’s commercial banks, has important practical significance.First, on the basis of the proposed research background and significance,according to the system of Risk Management of domestic and foreign commercialbanks operating identified two aspects of operational risk management of Chinesecommercial banks to solve the two problems:“The operational risk is how’s that?”and“How to manage operational risk?”Then, through in-depth analysis of the causesof operational risk of the Commercial Bank of China, pointing out that: lack ofinternal management system and failure causes of operational risk. Finally, based onthe basic principles of the internal management, and combined with China’s reality, tobuild a Chinese commercial banks within the operational risk management modelfrom the commercial banks operational risk culture, organizational structure,management processes, security system, four commercial banks operating the risk ofinternal management system to further explore.In this paper, innovation is reflected in:①Based on the principle of behavioral economics, in-depth analysis on the basisof judgment and decision-making under conditions of uncertainty, to put forward innovative conclusions of this article on the formation mechanism of the Chinesecommercial bank operational risk: commercial banks under conditions of uncertainty,bounded rationality of individual staff decision-making and judgment are prone tointernal operational errors and internal fraud, leading to operational risk. Proceed fromthe decision-making and judgment under uncertainty, broadening the operational riskperspective.②Combined with the status quo of China’s commercial banks, and based on themeaning of the commercial banks operating risk in“New Basel Capital Accord”, theidea that class commercial banks according to the root of humanity is be helpful tothe research to Chinese commercial banks operational risk identification assessmentand management. There is very important significance to design of commercial bankswithin the operational risk management model.
Keywords/Search Tags:operational risk, risk management of commercial bank, BIS, forming mechanism
PDF Full Text Request
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