DBS新加坡发展银行风险管理与ALM管理.pptVIP

DBS新加坡发展银行风险管理与ALM管理 新加坡发展银行背景： HQ in Singapore; Largest Bank in Southeast Asia,recently bought banks in HK and Thailand. 总部设在新加坡，东南亚最大的银行，近期分别在香港和泰国收购了当地的银行。 背景分析： Partially Govt. Controlled; Competitive Home Market, recently opened to foreign competition 部分由政府控制，新加坡国内市场具竞争力，该市场近期对外开放。 业务问题： Inability to integrate of numerous trading and banking systems to one coherent view of bank’s overall risk management. 无法将不同的交易与银行业务系统集成，无法掌握和管理银行的整体风险。 DBS 新加坡发展银行风险管理与ALM管理 SunGard 解决方案： Panorama for Risk Management and BancWare for A/LM; implemented at several regional locations “Panorama”用于交易与市场风险管理；“BancWare”用于资产负债管理。完成了多个地点（分支机构）的实施。 实施结果： Currently view market risk of banking and trading book across all locations; centralized A/LM reporting across for major banks in DBS Group. Used for pricing and funding decisions at management level. 可以全面了解各分支机构的银行帐/交易帐的风险状况；全面、集中管理各下属行的资产负债。采用BancWare进行管理层面的定价和融资决策。 ABN-Amro 荷兰银行解决方案 背景介绍： One of largest banks in the world (ranked #9 in Assets); one of largest issuers of mortgages in the world. Operates in more than 75 countries worldwide 世界最大的银行之一（以资产计，世界排名第九）；世界最大的抵押发行商之一。在全球75个国家运营。 环境分析： In North American market, face most competitive banking market in the world with widest range of providers and product choice. 在世界竞争最激烈的北美市场，拥有最广泛的可供选择产品。 ABN-Amro 荷兰银行解决方案 业务问题： How to effective price and manage the risk associated with complex banking products, including taking into account customer behavior. 如何有效对复杂的银行产品定价，并同时考虑这些产品的风险 包括客户行为的因素。 解决方案： Entire BancWare suite of solutions for A/LM, including Advanced Behavior Module and Option-adjusted Value-at-Risk 选用“BancWare”整体解决方案进行资产负债管理，包括先进的行为分析模块和选择权调整的风险值分析（OVaR）。 ABN-Amro 荷兰银行解决方案 项目评价： David Ide, Deputy Director ABN-Amro – North America – “These (BancWare) modules give us the capability to model the earnings and market value sensitivity of a wide variety of highly complex financial instruments.” 荷兰银行北美分行副总裁 - “BancWare的模块功能使我们可以具备对广泛