随着经济全球化的不断发展，中国不仅与世界经济的接触、合作日益深入，国内 的金融行业也迎来了发展的高峰期。但是，相比于西方发达资本主义国家，我国在银 行经营管理方面还存在着诸多的不足，运营业务流程也存在着诸多的可提升空间。A 银行作为世界顶级的银行，掌管着世界上第二大的私人财富，并且随着社会的不断发 展，A 银行的业务规模也在不断扩大，所提供的服务也在日渐增多。A 银行拥有丰富 的经营管理经验，以及相对较为完善的业务管理体系。本文将分析 A 银行的衍生品 运营业务流程的发展现状，找出其中的不足，并且提出相应的优化建议。本文的分析 虽然是以 A 银行为对象的，但是对于我国广大银行的运营业务流程优化也有着较为 明显的现实借鉴意义。希望通过本文的分析，能够给广大业内人士带来一些参考价值。 本文主要运用流程管理优化的理论框架去分析 A 银行衍生品运营业务的流程现 状，主要探究 A 银行的组织、结构、管理以及衍生品交易流程运营状况。随后将主要 运用精益六西格玛的 DMAIC 框架对 A 银行衍生品运营业务流程中存在问题展开分 析，阐述重点将放在对 A 银行衍生品业务流程方面存在的问题，以及问题产生的原 因的分析上。之后将对 A 银行衍生品运营业务流程中的不足提出针对性的优化方案 并进一步提出实施措施。在结语中，将总结本文的研究成果，以及研究不足，并且根 据本文的研究情况，提出与本课题相关的未来研究趋势分析。 关键词，银行；金融衍生品；运营业务；优化III Abstract With the trend of globalization, the economic relationship between China and the rest of the world have tied like never before, Chinese financial market has also been developing along with this wave. However, compared with the banks in developed countries, there are still rooms for Chinese banks to improve in terms of management practices. Bank A has the world’s second largest wealth management sector. By having several mergers and acquisitions, the scope of A’s business has expanded across the globe. Up to this point, A has become one of the most influential banks in the world, its business includes wealth management, investment bank, asset management, commercial banks. This paper mainly focus on discussing A’s operational sector within derivatives trading, discussing what are the major problems existed in the bank, how to address these problems and provide a few solutions to optimize the process. Hopefully it could provide a reference to the operation sector for domestic Chinese banks. In the course of the research, this paper will mainly involve the following contents: The first part of the article is an introduction, in which it will introduce the background, the purpose of selecting this topic; then, it would move on to summarize the current research methodology on this topic conducted by both Chinese and foreigner researchers; Moving on, it elaborates the research content, research methods, framework, potential innovations, etc. There are a total of five chapters in the main paper body. The second chapter is the introduction of related theories. This paper mainly utilizes the theory of business process optimization and reengineering, which supplies the theoretical basis for this paper. The third chapter is the current situation of bank A's business process. It mainly explores the organization structure, the management practices of bank A, also chapter three will analyze the problems existed in the derivatives operational process, focusing on the problems existed in the business process and the causes of problems. In the fourth chapter, the paper would rely on lean 6 sigma framework to analyze the existing process then try to provide certain solutions to the problems provided earlier. Chapter 5 is the implementation chapter in response to providing the solutions to solve the problems with special attention on manpower,IV capital, technology and system optimization. The last chapter covers the conclusion of this paper, In this chapter, we will summarize the results of this paper. Keywords，Bank; Equity Derivatives; Operation; Optimization目录 致谢 ........................................................................................................................................I 摘要 ......................................................................................................................................II Abstract................................................................................................................................III 第 1 章 绪论 .........................................................................................................................1 1.1 研究背景及研究意义..............................................................................................1 1.1.1 研究背景 .......................................................................................................1 1.1.2 研究目的 .......................................................................................................2 1.1.3 研究意义 .......................................................................................................3 1.2 银行流程优化的国内外研究现状.........................................................................3 1.2.1 国外银行业务流程优化的研究现状 ..........................................................3 1.2.2 国内银行业务流程优化的研究现状 ..........................................................5 1.2.3 国内外研究现状评述 ..................................................................................5 1.3 研究内容与研究方法.............................................................................................6 1.3.1 研究内容 ......................................................................................................6 1.3.2 研究方法 ......................................................................................................7 1.4 本文创新点.............................................................................................................8 第 2 章 流程优化相关理论综述 .........................................................................................9 2.1 流程优化的相关理论基础.....................................................................................9 2.1.1 流程管理理论 ..............................................................................................9 2.1.2 流程再造理论 ............................................................................................10 2.2 流程优化的实施路径-精益六西格玛.................................................................11 2.2.1 六西格玛理论的内涵 ................................................................................11 2.2.2 精益六西格玛的实施步骤 ........................................................................12 2.2.3 精益六西格玛在银行业务流程优化中的作用 ........................................14 2.3 流程优化的成功要素...........................................................................................14 第 3 章 A 银行内外部环境分析........................................................................................16 3.1 A 银行内部环境分析...........................................................................................163.1.1 A 银行的组织架构 ....................................................................................16 3.1.2 A 银行的管理机制 ....................................................................................18 3.2 A 银行外部环境分析...........................................................................................19 3.2.1 衍生品的市场需求 ....................................................................................19 3.2.2 衍生品的市场竞争 ....................................................................................20 3.2.3 衍生品的科技创新因素 ............................................................................20 第 4 章 A 银行衍生品运营业务流程现状及存在的问题................................................22 4.1 A 银行衍生品运营业务流程介绍.......................................................................22 4.1.1 A 银行的投行业务 ....................................................................................22 4.1.2 A 银行的衍生品业务 ................................................................................23 4.1.3 A 银行的股票衍生品业务流程图和业务环节 ........................................24 4.2 A 银行衍生品运营业务流程存在的问题...........................................................27 4.2.1 流程错误率高 ............................................................................................28 4.2.2 流程冗长繁琐 ............................................................................................28 4.2.3 流程信息阻塞 ............................................................................................29 第 5 章 A 银行基于精益六西格玛的衍生品运营流程优化设计....................................30 5.1 基于精益六西格玛的 A 银行业务流程优化原则..............................................30 5.2 定义阶段...............................................................................................................32 5.2.1 项目界定 ....................................................................................................33 5.2.2 确定改善范围 ............................................................................................33 5.2.3 确定客户需求 ............................................................................................33 5.2.4 确定优化目标 ............................................................................................33 5.3 测量阶段...............................................................................................................35 5.3.1 测量内容及测量方法 ................................................................................35 5.3.2 收集测量数据，分析流程节点 ................................................................36 5.3.3 测量结果 ....................................................................................................37 5.4 分析阶段...............................................................................................................38 5.4.1 分析数据 ....................................................................................................38 5.4.2 找出问题存在的根本原因 ........................................................................39 5.5 改进阶段...............................................................................................................425.5.1 优化建议-建设自动化交易平台 ..............................................................43 5.5.2 优化建议-撤销冗余流程，前后台业务重组 ..........................................44 5.5.3 优化建议-重构内部信息传播渠道 ..........................................................45 5.6 控制阶段...............................................................................................................46 5.6.1 衍生品运营绩效考核制度 ........................................................................46 5.6.2 衍生品运营流程动态管理 ........................................................................47 5.7 A 银行衍生品运营业务流程优化的设计结果...................................................47 第 6 章 A 银行衍生品运营业务流程优化方案的实施过程............................................52 6.1 A 银行衍生品运营业务流程优化实施步骤.......................................................52 6.2 A 银行衍生品运营业务流程优化实施保障.......................................................54 第 7 章 结论 .......................................................................................................................57 7.1 研究不足...............................................................................................................57 7.2 研究展望...............................................................................................................57 7.3 结束语...................................................................................................................58