我国银行技术风险评级体系研究

金融信息化的“双刃剑”效应,使其在给银行带来各种竞争优势和利益的同时,也给银行业带来了各种与信息技术应用相关的风险——银行技术风险。发达国家商业银行和银行监管当局,已经针对银行技术风险的特点和危害,建立了比较规范的技术风险识别、评估、管理、控制和监管体系。本文在借鉴了国外银行技术风险管理的经验、方法与成果的基础上,结合我国银行技术风险评级的特点,设计了我国银行技术风险评级体系,包括评级模型、指标设计、指标权重设计和评级方法等,并指出在实施该评级体系时应考虑的几个问题。

Technical Risk Rating System in Our Banks

As a "double-edged sword," financial computerization brings to banks various competitive advantages and benefits and at the same time all IT-related risks--bank technical risks. To avert such risks, commercial banks and regulatory authorities in developed countries have established standards for technical risk identification, rating, management, control and supervision. This paper, drawing on the experience, approaches and achievement of foreign countries in banking technical risk management, attempts to design a China-specific banking technical risk rating system, including a rating model, an index design, an index weight design and a rating approach and addresses the problems that should be considered once the rating system is applied.