博弈论在a商业银行内部控制中的运用研究.doc

博弈论在A商业银行内部控制中的运用研究



摘  要

20世纪80年代以来，随着金融全球化、一体化、自由化、创新化的发展，全球金融业进入了一个动荡的时期，英国巴林银行倒闭、日本大和银行破产、东南亚金融危机频频发生，与其相伴的蔓延效应使风险迅速扩散，产生巨大的波及和放大效应，严重地威胁着世界经济的安全。博弈论作为一种科学方法，其应用不受行业和部门的限制，从系统观点出发，力图以整个系统的最佳方案来解决系统各部分之间的利害冲突，寻求最佳行动方案。

目前，国有A商业银行正处于转轨时期，计划经济的制度缺陷依然存在，市场经济体制不健全，商业银行风险不断积累，防范和化解银行风险是商业银行乃至整个国家的首要任务之一。中心城市历来是商业银行角逐的主战场。面对今年我国银行业对外资全面开放已经到来，商业银行已成为我国银行体系健康发展的一个重要问题，面临着怎样尽快完善自身内控机制，增强风险防范能力，从股份制银行和外资银行的“四面夹击”中突围出去，找到自己发展空间的严峻使命。本文的研究工作初步探讨了博弈论在A商业银行内部控制中的应用，结合内部控制理论，本文分析了A商业银行内部控制的现状，探讨了博弈论在A商业银行中的应用，并结合博弈论知识及内控五要素理论探讨了A商业银行完善内部控制的对策。

本文的研究认为，A商业银行内控制度的全面建设是有效防范和化解金融风险的关键，内控建设的目标是最大限度地利用银行内部资源，保证业务经营的健康快速发展，而博弈论知识在监督越权、授权分工以及审计博弈等方面有着广泛的应用，因此将博弈论知识与内部控制五要素相结合应用于A商业银行内部控制是可行并且有效的。




关键词：内部控制；商业银行；博弈论

ABSTRACT

Since the , with the financial globalization, integration, liberalization innovation the global financial industry has entered a turbulent period the British Barings collapse, the Japanese Daiwa Bank bankruptcy, frequent financial crises in Southeast Asia, and its concomitant risk of rapid spread of the contagion effects to produce a huge spread and amplification of a serious threat to the security of the world economy. s a scientific method,  application without restrictions on industries and sectors, from the system point of view, trying to best the entire system to solve the system of conflict of interest between the various parts, to find the best action. In this , the integration of real-time based on Game research knowledge to explore the commercial bank's internal control measures.

At present, the state-owned A Commercial bank isin the switch time, the planned economy system flaw still exists, the market economy system is not perfect, the Commercial bank risk accumulates, guards against and melts the bank risk is unceasingly one of the Commercial bank and even entire national most important tasks. The key city is always the main battlefield which the Commercial bank contends. Already arrived facing this ur country Banking industry to the foreign capital comprehensive opening, the Commercial bank has become an important question, face consummating oneself to control fromthe mechanism  as soon as possible, enhancement risk guard ability, “four converging attack” breaks through from the joint stock system bank and the Foreign bank, found oneself development opportunities the stern mission. This article research work discussed the Game research theory initially in a Commercial bank internal control application, the union internal control theory this article minute has analyzed a Commercial bank internal control present situation, has discussed the Game research theory in a Commercial bank's application, and unified the Game research knowledge and controls from the inside five essential factor theories to discuss a Commercial bank to consummate the internal control the countermeasure.

believed that a Commercial bank control from the inside system's comprehensive construction is the effective guard and the melt finance risk key, controls from the inside the construction the goal maximum limit uses the bank interior resources, guaranteed that the  the health fast, but the Game research knowledge uses as well as audits aspects and so on gambling to have the widespread application in the resources optimization, therefore unif the Game research knowledge and five essential  in a Commercial bank internal control is feasible and effective.

Keywords: Internal control; commercial banks; Game Theory




目录

博弈论在A商业银行内部控制中的运用研究 I

摘  要 I

ABSTRACT II

第一部分  绪论 6

一、选题动机和意义 6

（一）选题动机 6

（二）选题意义 6

二、本选题国内外研究现状 7

（一）国外研究现状 7

（二）国内研究现状 8

三、本选题相关理论依据 9

（一）内部控制理论 9

（二）博弈论基本理论 11

四、本文研究思路及方法 13

（一）研究思路 13

（二）研究方法 13

五、本文主要架构、创新点及局限性 13

（一）本文主要架构 13

（二）本文研究的创新点 13

（三）本文研究的局限性 13

第二部分 ..