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MBA毕业论文_G证券公司营业部操作风险管理研究DOC

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近几年,无论是在我国证券业的新型业态还是传统业务领域,操作风险事件 不断出现,从证券行业来看,已有多家证券公司因操作风险事件接受调查,面临 巨大的业务和声誉损失。操作风险是我国证券公司经营活动过程中主要风险之 一,已经成为证券行业监管的焦点。而证券公司营业部是证券公司面向客户的窗 口和平台,营业部为了顺应证券市场的发展变化,从各方面都进行了创新,这就 使得证券公司营业部操作风险变得复杂且不易识别。证券公司营业部开展创新业 务同时,不仅带来了灵活多样的交易及盈利模式,也可能导致了营业部操作风险 增加,并且其操作风险隐蔽性更强,尤其在结构化产品、证券衍生品及场外业务 陆续推出的情况下,对我国证券公司操作风险管理提出了严峻的挑战。所以,提 升证券公司营业部操作风险管理水平,已成为证券公司保障其持续竞争优势和健 康稳健发展的重要风险管理工作,风险管理能力正成为证券公司的核心竞争力。 本文首先对证券公司操作风险管理研究背景、研究意义以及关于风险管理、 金融机构操作风险管理相关文献资料进行了阐述;对操作风险的概念与分类进行 阐述,对风险管理理论、内部控制理论和三道防线管理模型等理论或管理模型进 行了归纳和总结;然后对证券公司营业部在操作风险管理方面存在的问题进行分 析;进而提出证券公司营业部操作风险管理方法,构筑操作风险管理三道防线、 建设操作风险管理系统、运用并深化操作风险管理工具;提出了证券公司营业部 操作风险管理的保障措施,转变操作风险管理者职责并优化操作风险管理架构、 实施《企业内部控制基本规范》、培养操作风险管理文化、建立操作风险管理考 核体系和建立操作风险管理培训与资格认证机制等措施,以推动操作风险管理的 有效实施。 通过本文对证券公司操作风险管理的系统研究,可为我国证券公司营业部操 作风险管理乃至全面风险管理提供有益的借鉴,以期提高我国证券公司的风险管 理水平,提升我国证券行业的整体竞争能力和业务发展水平,以应对日趋严峻的 国际化竞争与挑战。 关 键 词,证券公司,营业部,操作风险管理 论文类型,应用研究浙江工业大学硕士学位论文 G 证券公司营业部操作风险管理研究 II RESEARCH ON OPERATIONAL RISK MANAGEMENT OF G SECURITIES COMPANY BUSINESS DEPARTMENT ABSTRACT In recent years, no matter in the new business form or the traditional business field of China's securities industry, operational risk events have emerged. From the perspective of the securities industry, many securities companies have been investigated for operational risk events and face huge business and reputation losses. Operational risk is one of the main risks in the process of China's securities companies' business activities, and has become the focus of securities industry supervision. The business department of the securities company is the window and platform for the securities company to face the customers. The business department has innovated from all aspects in order to comply with the development of the securities market, which makes the operation risk of the securities company's business department complex and difficult to identify. While the securities company's business department conducts innovative business, it not only brings flexible and diversified trading and profit models, but also may lead to increased operational risk of the business department, and its operational risk is more concealed, especially in structured products, securities derivatives and Under the circumstances that the over-the-counter business has been launched one after another, it poses a severe challenge to the operation risk management of China's securities companies. Therefore, improving the operational risk management level of the securities company's business department has become an important risk management work for securities companies to ensure their sustainable competitive advantage and healthy and stable development. Risk management capabilities are becoming the core competitiveness of securities companies. This dissertation firstly expounds the research background, research significance and related literatures on risk management and financial institution operational risk management of securities companies; expounds the concept and classification of浙江工业大学硕士学位论文 G 证券公司营业部操作风险管理研究 III operational risk, on risk management theory, internal control theory and three lines of defense management model is summarized and summarized. Then, the problems of the operation risk management of the securities company's business department are analyzed. Then the operation risk management method of the securities company's business department is proposed: the three lines of defense risk management are constructed. Establishing an operational risk management system, applying and deepening operational risk management tools; proposing safeguard measures for operational risk management of the securities company's business department: transform operational risk manager responsibilities and optimize operational risk management structure, implementing the “Basic Standards for Internal Control of Enterprises”, and cultivating operations Risk management culture, establishment of operational risk management assessment system and establishment of operational risk management training and qualification certification mechanisms to promote the effective implementation of operational risk management. Through the systematic research on the operation risk management of securities companies, this dissertation can provide useful reference for the operation risk management and comprehensive risk management of the securities department of China's securities companies, in order to improve the risk management level of China's securities companies and enhance the overall competitiveness of China's securities industry. The level of business development to cope with the increasingly severe international competition and challenges. KEY WORDS: Securities Company; Business Department; Operational Risk TYPE OF THESIS: Application Research浙江工业大学硕士学位论文 G 证券公司营业部操作风险管理研究 IV 目 录 1 绪论 ................................................... 1 1.1 研究背景与意义 ................................................1 1.1.1 研究背景 ..................................................1 1.1.2 研究意义 ..................................................2 1.2 国内外研究现状 ................................................4 1.2.1 关于风险管理的相关研究 ....................................4 1.2.2 关于金融机构操作风险的相关研究 ............................5 1.3 研究思路与方法 ................................................9 1.3.1 研究内容 ..................................................9 1.3.2 研究方法 .................................................10 1.4 本文技术路线 .................................................10 2 相关理论基础及管理架构 ................................ 12 2.1 操作风险的概念、特点与分类 ...................................12 2.1.1 操作风险的概念 ...........................................12 2.1.2 操作风险的特点 ...........................................12 2.1.3 操作风险的分类 ...........................................13 2.2 风险管理理论 .................................................13 2.3 内部控制理论 .................................................15 2.4 三道防线风险管理模型 .........................................16 3 G 证券公司营业部操作风险的现状分析 .................... 18 3.1 G 证券公司营业部概况 .........................................18 3.1.1 G 证券公司简介 ...........................................18 3.1.2 G 证券公司营业部概况 .....................................18 3.2 G 证券公司操作风险的管理体系 .................................18 3.2.1 G 证券公司风险管理组织架构 ...............................19 3.2.2 G 证券公司操作风险的分类管理 .............................20 3.3 G 证券公司营业部的主要操作风险 ...............................24 3.3.1 内部制度流程失效风险 .....................................25 3.3.2 员工行为不当风险 .........................................26 3.3.3 信息技术系统风险 .........................................27 3.3.4 外部事件影响风险 .........................................27浙江工业大学硕士学位论文 G 证券公司营业部操作风险管理研究 V 3.4 证券行业操作风险损失事件 .....................................27 3.5 证券公司营业部操作风险发生的原因分析 .........................29 3.5.1 操作风险管理体系和内控机制不完善 .........................29 3.5.2 操作风险管理信息化水平不足 ...............................29 4 G 证券公司营业部操作风险管理方法 ...................... 31 4.1 构筑操作风险管理三道防线 .....................................31 4.1.1 两道核查 .................................................31 4.1.2 中心监控 .................................................32 4.1.3 总分联动 .................................................33 4.2 建设操作风险管理系统 .........................................33 4.2.1 操作风险管理系统建设目标 .................................34 4.2.2 操作风险管理系统功能框架 .................................34 4.2.3 操作风险管理系统具体应用 .................................35 4.3 运用并深化操作风险管理工具 ...................................40 4.3.1 建立风险与控制自我评估流程(RCSA) ......................41 4.3.2 建立关键风险指标监测系统(KRI) ..........................41 4.3.3 建立操作风险损失数据收集管理(LDC)......................43 4.3.4 运用操作风险事件情景分析(SA) ...........................47 4.3.5 完善操作风险计量方法......................................48 4.4 G 证券公司操作风险管理方法成效分析 ...........................49 5 G 证券公司营业部操作风险管理的保障措施 ................ 51 5.1 转变操作风险管理者职责并优化操作风险管理架构 .................51 5.2 完善公司内部控制管理机制 .....................................52 5.2.1 实施《内控规范》的目标....................................53 5.2.2 实施《内控规范》的方法和意义..............................54 5.3 培养操作风险管理文化 .........................................55 5.4 建立操作风险管理考核体系 .....................................56 5.5 建立操作风险管理培训与资格认证机制 ...........................57 6 全文总结与研究展望 .................................... 58 6.1 全文总结 .....................................................58 6.2 研究展望 .....................................................58