基于网络分析法的我国商业银行操作风险影响因素实证分析  

An Empirical Analysis of Influencing Factors of Operational Risks for Commercial Banks in China Based on ANP

作　　者：汤凌霄[1] 张艺霄[1] 

机构地区：[1]长沙理工大学经济与管理学院,湖南长沙410076

出　　处：《中国软科学》2012年第8期143-151,共9页China Soft Science

基　　金：受国家软科学研究计划项目(2010GXS5D242);教育部人文社科规划基金项目(11YJA790139);湖南省高校创新平台开放基金项目(10K001)

摘　　要：近年来,商业银行因操作风险导致大案要案频发现象逐渐引起业界重视。在巴塞尔委员会极力推动和银监会相关政策要求下,我国银行界纷纷致力于操作风险量化和研究。由于其影响因素十分广泛且各因素间相互作用,本文采用网络分析法,以国内颇具代表性的四家商业银行为评估对象,从人员、制度、过程与系统、外部等方面筛选指标并量化建模,系统研究导致操作风险的各影响因素相互关系及其权重。结论显示:三类银行操作风险大小依次是,国有控股大型商业银行>城市商业银行>股份制银行;一级指标中依影响因素重要程度排序为人员因素>制度因素>过程与系统因素>外部因素;二级指标中按重要性依次递减为内部控制、人员素质、公司治理等因素。最后提出相应防范操作风险的政策建议。In recent years,operational risks have frequently caused serious criminal cases in commercial banks,and have increasingly drawn the attention of the banking industry.Promoted by the BCBS and required by relevant policies of the CBRC,Chinese banks begin to undertake quantitative research of operational risks,whose influencing factors are varied and interactive.Based on the analytical network process and with four representative Commercial banks as the appraisal objects,this paper chooses key indicators from the personnel,the institution,the process and system,and the exterior aspects of these banks,and makes a quantitative model to analyse the correlation of influencing factors and their weights.In conclusion,operational risks in three types of bank in order is state-owned holding large commercial banks〉 city commercial banks〉 joint-stock banks;One-level indexes according to their importance degree in order is human factor〉 institutional factor〉 process and system factor〉 external factor;Secondary indexes in descending order of importance are internal control,personnel quality,corporate governance and other factors.Then,proposals for Chinese commercial banks are given to avoid operational risks.

关 键 词：操作风险 网络分析法 影响因素 

分 类 号：F830.33[经济管理—金融学]