政策性银行的信息科技风险管理评价方法研究

An Evaluation Model of Information Technology Risk Management in Policy Banks

随着政策性银行业务的不断扩展,信息科技对推动政策性银行健康发展的支撑作用日益显现,但伴随而来的信息科技风险也越来越显著,亟需建立科学的信息科技风险管理评价体系。本文首先根据国内政策性银行信息科技风险的特点,对《商业银行信息科技风险管理指引》中的相关评价指标进行了调整,构建了针对我国政策性银行的信息科技风险管理评价体系;在此基础上,利用熵权法确定各评价指标的权重,结合模糊综合评判确定信息科技风险评价等级,构建了政策性银行信息科技风险管理评价模型;最后,以某政策性银行为例,对文中构建的熵权—模糊综合评判价模型进行了应用,并针对模型应用发现的问题提出了相应的政策建议。

With the continuous expansion of the policy banking chartered to implement the state policies, the support of information technology to promote the healthy development of banks is becoming more and more obvious, but the risk of information technology is getting bigger and bigger, and it is urgent to establish a scientific evaluation system of information technology risk management. This paper first adjusts the relevant evaluation indexes based on the Commercial Banks Information Technology Risk Management Guidelines considering the characteristics of the information risk of the policy banks in China chartered to implement the state policies, and develops the evaluation system of information technology risk management that focus on domestic policy banks. The paper uses the entropy weight method to determine the weight of each evaluation index, and combines the fuzzy comprehensive evaluation to determine the level of risk assessment of information technology, then develops the information technology risk management evaluation model of the policy banks in China chartered to implement the state policies. Finally, taking a policy bank as an example, entropy weight - fuzzy synthetic evaluation price model is applied, and the corresponding policy suggestions are put forward for the problems found in the model application.