数字化背景下 J银行操作风险管理优化研究
摘
要
当今，全面数字化转型的推进已经成为银行机构的共同目标，近几年新冠疫情的影
响更是加速了银行业数字化转型的进程，但也由于数字化技术处于快速发展时期，技术
更新迭代迅速，一些新技术的安全性没有得到充分的验证。如果商业银行过度依赖金融
科技，而缺乏与之相匹配的风险识别和缓释能力，则很有可能会发生严重的系统性操作
风险。目前关于数字化进程对商业银行操作风险的影响研究甚少，无法为商业银行转型
过程中操作风险的防控提供有效借鉴和参考，因此，本文在该方向进行深入研究具有重
要的意义。
本文选取 J银行作为研究对象。首先，通过查阅国内外文献资料，了解数字化背景
下银行业务和风险的变化，并进行总结分析；其次，对 J银行风险管理组织框架、操作
风险管理现状进行了梳理分析，通过对专家进行问卷调查，使用层次分析法和模糊综合
评价法对 J银行操作风险影响因素和整体操作风险水平进行了定量和定性的评估，得出
数字化背景下影响 J银行操作风险的最主要因素首先是人员因素，其次是内部控制和系
统因素；J银行当前整体操作风险等级为“中级”，其中员工合规意识、数据信息安全、
流程执行等五项指标位于“中高等级”风险，进而，依据评估结果和 J银行日常检查中发
现的问题，对 J银行操作风险进行具体识别，发现人为操作、数据安全、内控失效、硬
件维护等问题是导致操作风险敞口加大的主要原因。最后，根据研究结果对 J银行操作
风险管理提出五项优化建议，以期降低 J银行操作风险，并为我国商业银行在数字化进
程中操作风险防控提供参考借鉴。
关键词：商业银行；数字化；操作风险管理；层次分析法；模糊综合评价法
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数字化背景下 J银行操作风险管理优化研究
Abstract
At present, the promotion of comprehensive digital transformation has become the
common goal of bankinginstitutions. In recent years, the impactof COVID-19 has
accelerated the process of digital transformation of banking industry. However, due to the
rapid development of digital technology and rapid technological update and iteration, the
security of some new technologies has not been fully verified. If commercial banks rely too
much on fintech, but lack the corresponding risk identification and mitigation capabilities,
serious systemic operational risks are likely to occur. Domestic scholars have little research
on the impact of digitalization process on operational risk of commercial banks, which cannot
provide effective reference for the prevention and control of operational risk in the process of
commercial banks' transformation. Therefore, it is of great significance for this thesis to
conduct in-depth research in this direction.
This thesis selects J Bank as the research object. Firstly, by referring to domestic and
foreign literature, the changes of banking business and risk under the background of
digitalization are understood and summarized. Secondly, organization framework of J bank
risk management, generalizes the operation risk management present situation analysis,
through the expert questionnaire, using the analytic hierarchy process (ahp) and fuzzy
comprehensive evaluation method of J bank operation risk factors and the overall operational
risk levels to carry on the quantitative and qualitative evaluation, it is concluded that under the
background of digital influence J bank operation risk of the most important factor is the
human factor, Secondly, internal control and system factors; The current overall operational
risk level of Bank J is "medium risk", among which five indicators such as employee
compliance awareness, data information security and process execution are in the "medium
and high risk" level. Furthermore, based on the evaluation results and the problems found in
the daily inspection of Bank J, the operational risks of Bank J were specifically identified, and
it was found that problems such as human operation, data security, internal control failure and
hardware maintenance were the main reasons leading to the increase of its operational risk
exposure. Finally, according to the research results, five optimization suggestions are put
forward for the operation risk management of J Bank, in order to reduce the operation risk of
J Bank and provide reference for the prevention and control of operation risk of Chinese
commercial banks in the process of digitalization.
Key Words: Commercialbanks; Digital; Operational riskmanagement; Analytic
hierarchy process; Fuzzy comprehensive evaluation
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数字化背景下 J银行操作风险管理优化研究
目
录
1绪论.....................1
1.1研究背景和意义..............1
1.1.1研究背景................1
1.1.2研究意义................2
1.2研究方法...................2
1.3论文结构...................2
2理论与国内外文献综述.................4
2.1相关概念与理论基础...........4
2.1.1操作风险的定义................4
2.1.2相关理论基础.............5
2.2国内外文献综述............7
2.2.1国外研究综述.............7
2.2.2国内研究综述.............9
2.2.3文献评述............11
3数字化背景下J银行操作风险管理现状.........12
3.1J银行基本概况............12
3.1.1J银行组织架构................12
3.1.2J银行数字化发展历程...........13
3.1.3J银行总体风险控制措施..............14
3.2J银行操作风险控制的现状.............15
4数字化背景下J银行操作风险的评估与分析........17
4.1J银行操作风险的量化评估.............17
4.1.1设立指标体系...........17
4.1.2建立层次结构模型..........19
4.1.3建立评估模型矩阵..........20
4.1.4总体层次排序及一致性检验........23
4.2J银行操作风险模糊综合评价.........24
5数字化背景下J银行操作风险的识别.............28
5.1人员操作造成操作风险............28
5.2内部控制失效造成的操作风险..............29
5.3数据安全和技术缺陷带来的操作风险.........30
5.4硬件设施维护不及时带来的操作风险.........30
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