商业银行风险管理操作及相关体系培训课件.ppt

1、Risk Management Practices and Related Systems 风险管理操作及相关体系Federal Reserve SystemDefinition of Risk Management风险管理的定义风险管理的定义tRisk Management is the process of identifying,measuring,monitoring and controlling risks 风险管理指风险的识别、计量、监测和控制的过程tRisk Management Systems-are mechanisms established by an institut

2、ion to perform this function 风险管理体系银行建立的执行此项职能的机制2Identifying Risks风险的识别风险的识别tWhere Risks should be Identified 风险识别领域风险识别领域Institution-wide 整个机构Business lines 业务部门Products 产品Transactions 交易3Types of Risks Identified风险的种类风险的种类tCredit risk 信用风险tMarket risk 市场风险tLiquidity risk 流动性风险tOperational risk 操作

3、风险tLegal risk 法律风险tReputational risk 信誉风险4Controlling Risks风险的控制风险的控制tMethods to control the risks 控制风险的方法Eliminate or avoid-decide not to pursue a specific activity 消除或避免决定不进行某一行为Transfer-another party assumes the risk-e.g.,loan participation 转移另一方承担风险如联合贷款Reduce-mitigation techniques such as hedgi

4、ng 降低采用化解方法，如对冲Retain-keep and monitor the risk 保留保持并监测风险5Benefits of Risk Management风险管理的好处风险管理的好处tAdequate compensation for risks incurred 风险发生后的适度补偿tCompetitive advantage 增强竞争优势tPrevents or mitigates losses 防止或减少损失tPromotes corporate understanding and controls 推动公司内部的理解和管理6Key Elements of Risk Ma

5、nagement 风险管理的主要因素风险管理的主要因素tActive Board and Senior Management Oversight 董事会和高级管理层积极监控tAdequate Policies,Procedures and Limits 适宜的方针、程序和限制tAdequate Risk Measurement,Monitoring,and Management Information Systems 适宜的风险计量、监测和管理信息系统tComprehensive Internal Controls 全面的内控管理7Role of the Board of Directors董

6、事会的作用董事会的作用tBoard of Directors-Has ultimate responsibility for the level of risks taken by the institution 董事会对机构承担的风险级别负最终责任tBranch of a Foreign Banking Organization-Senior Local Management and the Board of Directors at Head Office 外国银行机构的分行当地高级管理层及总行董事会8Active Board and Management Oversight董事会和管理层

7、的积极监控董事会和管理层的积极监控tRole of the Board of Directors 董事会的作用 Approves overall business strategies and significant policiesApproves overall business strategies and significant policies 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 Oversees Oversees senior senior management management and and ensures ensures their their

8、understanding of risks in the institutionunderstanding of risks in the institution 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 Large Large institution institution-clarifies clarifies and and ensures ensures understanding understanding of of the the types of risk to which the institution is exposedtypes

9、 of risk to which the institution is exposed 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 Monitors risk profileMonitors risk profile 监督风险状况监督风险状况9tRole of the Board of Directors,cont.董事会的作用（续）Approves Approves the the risk risk profile profile for for each each of of the the six six specific risksspecific ris

10、ks 批准六类风险的预测批准六类风险的预测 Appoints a chief risk manager for the institutionAppoints a chief risk manager for the institution 委任银行的风险管理经理委任银行的风险管理经理 Reviews Reviews regular regular reports reports on on changes changes in in the the risk risk profileprofile 定期评估风险预测变化报告定期评估风险预测变化报告Active Board and Manage

11、ment Oversight董事会和管理层的积极监控董事会和管理层的积极监控10tRole of Management 管理层的作用 Has Has detailed detailed knowledge knowledge of of major major business business lines lines including risks and strategiesincluding risks and strategies 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 Includes the chief risk officer and other

12、 risk strategistsIncludes the chief risk officer and other risk strategists 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 Implements strategies to limit risks Implements strategies to limit risks 实施风险控制战略实施风险控制战略 Develops policies and procedures for all business linesDevelops policies and procedures for all business

13、 lines 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Active Board and Management Oversight董事会和管理层的积极监控董事会和管理层的积极监控11tRole of Management,cont.管理层的作用（续）Communicates Communicates their their concern concern on on the the importance importance of of internal controlsinternal controls 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 Has Has

14、a a thorough thorough understanding understanding of of banking banking and and financial financial market activitiesmarket activities 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 Promotes Promotes ethical ethical standards standards and and compliance compliance with with laws laws and regulationsand regulations

15、 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Active Board and Management Oversight董事会和管理层的积极监控董事会和管理层的积极监控12Adequate Policies,Procedures and Limits适宜的方针、程序和限制适宜的方针、程序和限制tIs tailored to types of risks within the institution 针对银行内的各类风险制定tAdequately identifies,measures,monitors and controls risks imposed by signif

16、icant activities 对重大行为引起的风险进行识别、计量、监测和控制tIs consistent with managements experience level,the institutions stated objectives and overall financial strength 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/Limits in Foreign Banking Organizations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tIntegral relationship between local policy and Head Office policy 当地政策与总行政策关系紧密tAppropriateness of Head Office directives for the locale 总行对当地分行的指示适宜tCompliance with local laws and regulations 遵守当地法律法规14Adequate Risk Monitoring