内部格付制度に基づく信用リスク管理の高度化.ppt

Advancing Risk Management by Financial Institutions The Case of Japanese Banks推进金融机构风险管理： 日本银行业的经验 Agenda 内容安排 Background of Banks’ Efforts to Enhance Risk Management and the BOJ’s Initiatives to Encourage These Efforts 银行业推进风险管理及日本银行支持举措的背景 Topics from the Sound Practices Papers and Discussions in the Seminars 金融机构整合风险管理研讨会发布的相关报告 “Advancing Credit Risk Management through Internal Rating Systems”以内部评级制度为基础强化信用风险管理 “Advancing Operational Risk Management” 强化操作风险管理 “Advancing Integrated Risk Management” 强化整合风险管理 Background of Banks’ Efforts银行措施的背景 The experience of overcoming NPL problems since the 1990s… 90年代以来，克服不良贷款问题的经验 Enhance the risk management of Japanese financial institutions particularly in the area of credit risk management 推进日本金融机构风险管理，特别强化信用风险管理 Entail stability of financial system, which led to the lifting of blanket deposit insurance in April, 2005金融体系稳定性，这导致2005年4月存款保险的整体上调。 In this new environment, financial institutions are expected to develop further creative business services that meet the needs of customers through…在新情况下，金融机构预计可通过提供下列创新服务来满足消费者需求： Assessing various risks not only in a conservative way but also in an accurate way. 稳健而准确地进行风险评估。 In other words, financial institutions are expected to grasp effectively the various risks inherent in their business e.g. economic value and its volatility of all the assets they possess and transactions they engage in , and also to establish a framework that manages these risks in an integrated way.换句话说，金融机构预计能有效把握业务中存在的各种风险（例如，其拥有和参与交易的全部资产价值及波动 ，并建立风险综合管理机制 In addition, Basel II implementation surely pressures banks to intensify the above efforts.此外，巴塞尔Ⅱ 的出台迫使银行强化上述措施。 Advancing Risk Management---Means What?强化风险管理意味着什么？ Our understanding of “advancing risk management” 对“强化风险管理”的理解 Enhancing the communication tools among stakeholders senior managers, risk managers, shareholders, regulators, etc. to reach a consensus view of risk profile and amounts.促进利益各方（高级经理，风险管理经理，股东，监管者等）的交流,以就风