CAJ | 학술논문

作为集中管理风险的机构，商业银行面临多种风险的冲击，其中操作风险因具有难以预测性、多样性和随机性而备受关注。本文在分析操作风险内容特征过程中，结合商业银行的基础业务流程，创新性地从引发因素视角，将操作风险划分为信息流诱发、资金流诱发和实物流诱发三种类型，分析流程管理的隐患。在此基础上，结合人性特质、行为科学理论和国内外操作风险实证数据，建立了结合短期可变的异常行为维度与中长期不变的员工成本维度的操作风险预警模型，有机整合了时间、行为和成本三大重要操作风险的影响因素。最后，前移操作风险的管理环节，引入事前预测机制，并尝试突破实践中操作风险的特征制约，提高日常风险管理的前瞻性。
작위집중관리풍험적궤구，상업은행면림다충풍험적충격，기중조작풍험인구유난이예측성、다양성화수궤성이비수관주。본문재분석조작풍험내용특정과정중，결합상업은행적기출업무류정，창신성지종인발인소시각，장조작풍험화분위신식류유발、자금류유발화실물류유발삼충류형，분석류정관리적은환。재차기출상，결합인성특질、행위과학이론화국내외조작풍험실증수거，건립료결합단기가변적이상행위유도여중장기불변적원공성본유도적조작풍험예경모형，유궤정합료시간、행위화성본삼대중요조작풍험적영향인소。최후，전이조작풍험적관리배절，인입사전예측궤제，병상시돌파실천중조작풍험적특정제약，제고일상풍험관리적전첨성。
As a professional institution to manage risk, commercial bank faces a variety of different risks. Especially, because of its unpredictability, diversity and randomness, operational risk is of special concern. Based on the analysis of its content and features, and combined with the business process of commercial banks, we category operational risks into three types according to their specific causes： the information flow induced, the capital flow induced and the cash flow induced. Then, we summarize hidden problems in process management. Combining the characteristics of human nature, behavioral theory and empirical data, we try to build a three- dimensional early warning model of operational risk which combines changeable abnormal behaviors of the short term and stable staff costs of the long-term. Therefore, in theory, the model tends to expand the application of behavioral finance, which integrates the three most important causes of operational risk including time, behavior and cost. Finally, this paper proposes a prediction mechanism, so that to take precautions beforehand.