风险管理操作及相关体系.pdf

Risk Management Practices and Related Systems 风险管理操作及相关体系 Federal Reserve System Definition of Risk Management 风险管理的定义  Risk 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  Risk Management Systems - are mechanisms established by an institution to perform this function 风险管理体系—银行建立的执行此项职能 的机制 2 Identifying Risks 风险的识别 Where Risks should be Identified 风险识别领域 – Institution-wide 整个机构 – Business lines 业务部门 – Products 产品 – Transactions 交易 3 Types of Risks Identified 风险的种类  Credit risk 信用风险  Market risk 市场风险  Liquidity risk 流动性风险  Operational risk 操作风险  Legal risk 法律风险  Reputational risk 信誉风险 4 Controlling Risks 风险的控制  Methods 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 hedging 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 5 Benefits of Risk Management 风险管理的好处  Adequate compensation for risks incurred 风险发生后的适度补偿  Competitive advantage 增强竞争优势  Prevents or mitigates losses 防止或减少损失  Promotes corporate understanding and controls 推动公司内部的理解和管理