基于新巴塞尔协议ii的风险管理问题-slide1资料教材.pptVIP

ASIA PACIFIC DEVELOPMENT CENTREWORKSHOP ON RISK MANAGEMENT IN COMMCERCIAL BANKSSHANGHAI, 20/21ST DECEMBER 2005 Presentation by Ken Waller Group Economic Advisor Commonwealth Bank of Australia Session II – Basel II-based Risk Management: Requirements and Challenges for Commercial Banks 基于新巴塞尔协议II的风险管理问题： 对商业银行的要求及挑战 发言人：Ken Waller, 澳洲联邦银行高级顾问 Agenda 综述 1. Why risk management is critical to good banking 风险管理的重要性 2. Factors which impact on risk 风险因素 Basel II – risk management supervision 巴塞尔协议II – 对风险管理的监管 Requirements on commercial banks 对商业银行的要求 Challenges in implementing Basel II 实施巴塞尔协议II 所面临的挑战 6. Conclusions 结论 1.Why risk management is critical to good banking 风险管理的重要性 Obligation on banks to protect depositor savings – fundamental - often required under law 银行有保护客户存款的基本法律义务 Shareholders expect growth in earnings from sound bank management 健全的银行管理可以增加股东的回报 Vital for confidence in banking system; for sound economic performance and improving living standards of community 提升对银行系统的信任度，促进经济良好发展以及改善人民生活水平 Ensures best use of capital in banks 确保银行资金利用最优化 2. Factors which impact on risk 风险因素 International and domestic economic conditions 国内外经济形势 - Asian financial crisis of 1997/98 caused “contagion” across the region 97/98年亚洲金融危机引起区域连锁反应 - global imbalances – threaten stability 全球发展不平衡危及社会稳定 - energy price rises 能源价格上涨 - terrorism 恐怖主义 - avian flu 禽流感 2.2 Factors which impact on risk (continued) 风险因素 （续） Quality of macroeconomic management of an economy 经济宏观调控的质量 - budgets – balance over the cycle 预算-经济周期内保持平衡 - monetary policy – sustained low inflation 货币政策-持续的低通货膨胀 - exchange rates - flexible 弹性汇率制度 - capital account – liberalise 资本项目自由化 - taxation policies – simple, transparent, equitable 税收政策– 简洁、透明、公正 2.3 Factors which im