商业银行全面风险管理评估-AsianBankerForums.pptVIP

CCB OVERSEAS PROJECTPPT ERM Evaluation Structure 全面风险管理评估结构 Two Angles to view ERM 对待全面风险管理的两个角度 Risk governance 风险治理 Operational risk 操作风险 Market risk 市场风险 Credit risk 信用风险 Liquidity and funding 流动性和融资来源 Original Silo approach for ERM 割裂地看待全面风险管理 Holistic view of ERM 全面风险管理应当整体有机地进行 ERM Evaluation Components 全面风险管理评估要素 Risk Governance风险治理 Risk governance is the most critical area of our evaluation, as it typically drives the quality and strength of an institutions risk management framework. In our ERM evaluation structure，focus on: Risk culture 风险文化 Risk appetite风险偏好 Quality of risk disclosure 风险信息披露的质量 Ability to view its aggregate risks 监控审视全部风险的能力 Risk Governance风险治理 Does the risk management function have sufficient stature within the firm? 风险管理功能是否在组织内部得到应有的重视 Risk Governance风险治理 How well does the firm establish and articulate its risk appetite? Is it consistent with the articulated business strategy? What is the role of risk management in this process? Is the reach of the risk management function sufficiently wide across the group? Are the established policies of the business lines consistent with the groups stated risk appetite and business strategy? How well informed is senior management on risk issues? Is there effective internal reporting of risk issues? How good is external disclosure? Operation Risk 操作风险 Does the firm have a usable definition of operational risk? Is there an effective framework in place to capture operational risk exposures and loss data? Does the operational risk analysis affect decision making and controls? Are there sufficient resources devoted to operational risk issues? 。。。。。 Credit Risk 信用风险 Can the firm ensure that its underwriting criteria are consistent with its risk appetite? Does the firm have appropriate structures in place to monitor its credit portfolio for potential problems? Does the institution have access to sufficient portfolio management techniques, including credit risk-mitigation tools? Does the credi