商业银行风险管理操作及相关体系培训课件.ppt
《商业银行风险管理操作及相关体系培训课件.ppt》由会员分享，可在线阅读，更多相关《商业银行风险管理操作及相关体系培训课件.ppt（72页珍藏版）》请在冰豆网上搜索。
RiskManagementPracticesandRelatedSystems风险管理操作及相关体系FederalReserveSystemDefinitionofRiskManagement风险管理的定义风险管理的定义tRiskManagementistheprocessofidentifying,measuring,monitoringandcontrollingrisks风险管理指风险的识别、计量、监测和控制的过程tRiskManagementSystems-aremechanismsestablishedbyaninstitutiontoperformthisfunction风险管理体系银行建立的执行此项职能的机制2IdentifyingRisks风险的识别风险的识别tWhereRisksshouldbeIdentified风险识别领域风险识别领域Institution-wide整个机构Businesslines业务部门Products产品Transactions交易3TypesofRisksIdentified风险的种类风险的种类tCreditrisk信用风险tMarketrisk市场风险tLiquidityrisk流动性风险tOperationalrisk操作风险tLegalrisk法律风险tReputationalrisk信誉风险4ControllingRisks风险的控制风险的控制tMethodstocontroltherisks控制风险的方法Eliminateoravoid-decidenottopursueaspecificactivity消除或避免决定不进行某一行为Transfer-anotherpartyassumestherisk-e.g.,loanparticipation转移另一方承担风险如联合贷款Reduce-mitigationtechniquessuchashedging降低采用化解方法，如对冲Retain-keepandmonitortherisk保留保持并监测风险5BenefitsofRiskManagement风险管理的好处风险管理的好处tAdequatecompensationforrisksincurred风险发生后的适度补偿tCompetitiveadvantage增强竞争优势tPreventsormitigateslosses防止或减少损失tPromotescorporateunderstandingandcontrols推动公司内部的理解和管理6KeyElementsofRiskManagement风险管理的主要因素风险管理的主要因素tActiveBoardandSeniorManagementOversight董事会和高级管理层积极监控tAdequatePolicies,ProceduresandLimits适宜的方针、程序和限制tAdequateRiskMeasurement,Monitoring,andManagementInformationSystems适宜的风险计量、监测和管理信息系统tComprehensiveInternalControls全面的内控管理7RoleoftheBoardofDirectors董事会的作用董事会的作用tBoardofDirectors-Hasultimateresponsibilityforthelevelofriskstakenbytheinstitution董事会对机构承担的风险级别负最终责任tBranchofaForeignBankingOrganization-SeniorLocalManagementandtheBoardofDirectorsatHeadOffice外国银行机构的分行当地高级管理层及总行董事会8ActiveBoardandManagementOversight董事会和管理层的积极监控董事会和管理层的积极监控tRoleoftheBoardofDirectors董事会的作用ApprovesoverallbusinessstrategiesandsignificantpoliciesApprovesoverallbusinessstrategiesandsignificantpolicies批准整体业务战略和重大方针政策批准整体业务战略和重大方针政策OverseesOverseesseniorseniormanagementmanagementandandensuresensurestheirtheirunderstandingofrisksintheinstitutionunderstandingofrisksintheinstitution监督并确保高级管理人员了解银行内部的风险监督并确保高级管理人员了解银行内部的风险LargeLargeinstitutioninstitution-clarifiesclarifiesandandensuresensuresunderstandingunderstandingofofthethetypesofrisktowhichtheinstitutionisexposedtypesofrisktowhichtheinstitutionisexposed大银行大银行明确、了解银行面临的各类风险明确、了解银行面临的各类风险MonitorsriskprofileMonitorsriskprofile监督风险状况监督风险状况9tRoleoftheBoardofDirectors,cont.董事会的作用（续）ApprovesApprovesthetheriskriskprofileprofileforforeacheachofofthethesixsixspecificrisksspecificrisks批准六类风险的预测批准六类风险的预测AppointsachiefriskmanagerfortheinstitutionAppointsachiefriskmanagerfortheinstitution委任银行的风险管理经理委任银行的风险管理经理ReviewsReviewsregularregularreportsreportsononchangeschangesininthetheriskriskprofileprofile定期评估风险预测变化报告定期评估风险预测变化报告ActiveBoardandManagementOversight董事会和管理层的积极监控董事会和管理层的积极监控10tRoleofManagement管理层的作用HasHasdetaileddetailedknowledgeknowledgeofofmajormajorbusinessbusinesslineslinesincludingrisksandstrategiesincludingrisksandstrategies详细了解主要业务种类，包括风险和战略详细了解主要业务种类，包括风险和战略IncludesthechiefriskofficerandotherriskstrategistsIncludesthechiefriskofficerandotherriskstrategists包括风险管理总监和风险战略家包括风险管理总监和风险战略家ImplementsstrategiestolimitrisksImplementsstrategiestolimitrisks实施风险控制战略实施风险控制战略DevelopspoliciesandproceduresforallbusinesslinesDevelopspoliciesandproceduresforallbusinesslines为所有业务制定方针和操作程序为所有业务制定方针和操作程序ActiveBoardandManagementOversight董事会和管理层的积极监控董事会和管理层的积极监控11tRoleofManagement,cont.管理层的作用（续）CommunicatesCommunicatestheirtheirconcernconcernononthetheimportanceimportanceofofinternalcontrolsinternalcontrols传达他们对于内控重要性的关注传达他们对于内控重要性的关注HasHasaathoroughthoroughunderstandingunderstandingofofbankingbankingandandfinancialfinancialmarketactivitiesmarketactivities透彻了解银行业和金融市场的行为透彻了解银行业和金融市场的行为PromotesPromotesethicalethicalstandardsstandardsandandcompliancecompliancewithwithlawslawsandregulationsandregulations提高道德标准，推动法律法规的遵守提高道德标准，推动法律法规的遵守ActiveBoardandManagementOversight董事会和管理层的积极监控董事会和管理层的积极监控12AdequatePolicies,ProceduresandLimits适宜的方针、程序和限制适宜的方针、程序和限制tIstailoredtotypesofriskswithintheinstitution针对银行内的各类风险制定tAdequatelyidentifies,measures,monitorsandcontrolsrisksimposedbysignificantactivities对重大行为引起的风险进行识别、计量、监测和控制tIsconsistentwithmanagementsexperiencelevel,theinstitutionsstatedobjectivesandoverallfinancialstrength与管理层的经验水平、银行的既定目标和整体财务实力相一致13Policies/Procedures/LimitsinForeignBankingOrganizations外国银行机构的方针外国银行机构的方针/程序程序/限制限制tIntegralrelationshipbetweenlocalpolicyandHeadOfficepolicy当地政策与总行政策关系紧密tAppropriatenessofHeadOfficedirectivesforthelocale总行对当地分行的指示适宜tCompliancewithlocallawsandregulations遵守当地法律法规14AdequateRiskMonitoring
升级会员 