风险管理概述.pptVIP

QUOTE RMA defines operational risk as anything that adds to the volatility of earnings that is not credit and market risk. One of the reasons it is getting more attention is that, as our analytics refine our measurement of credit and market risks, we find that much of our unexpected losses are caused by operational breakdowns. China, Refco, Student Loans ……... If you accept the alternative definition that operational losses arise from internal or external events due to inadequate or failed strategies, processes, human performance or systems, I could argue that restructuring charges and other one- time writeoffs fall into that category. How do we work on that basis? 操作风险 难以定量化，操作风险往往是突发性事件。 小概率，大损失。 可以有效的进行控制。 操作风险损失 Source: E risk.Com 交易风险 操作控制风险 系统风险 指令错误 超出风险控制量 系统失效 记帐错误 违法交易 模型风险 清算错误 作弊 市场定价错误 实物传达 洗劫现金 错误信息 文件错误 保安风险 编成错误 主要工作人员风险 通讯错误 过程风险 后备计划失效 Source: GRAP 操作风险 操作风险管理实例 前台 People Risk High Process Risk Low Model Risk High Booking Risk Low System Risk Low Strategic Risk Low Total Medium 后台 People Risk Low Process Risk High Model Risk Low Booking Risk High System Risk Low Strategic Risk Low Total Medium- 操作风险的正确管理态度 每一业务平台拥有操作风险。 操作风险种类多种多样。 操作风险管理犹如人类的身体保健活动。 操作风险管理也要确保风险与回报的关系。 操作风险管理 风险部的责任 业务部门的责任 内部审计部也要负责 BU RM Group Management Implementation 操作风险管理的实施过程 准备 分析模型 具体分析 行动 操作风险管理实例 Activity 1 1. Process – Documentation/Contract 2. Process – Transaction Process Failures 3. Management Information/Data Integrity(NA) Activity 2 4. Technology – Business Continuity 5. People – Capability and Learning 6. People – Work-Life Balance 7. People – Inadequate or Loss of People Resources 8. Process- Valuation/Model 9. Process- Transaction Processing 10. Reputation Activity 3 11. Process – Valuation/Model 流动性风险 流通风险可分为两类 灾难性的：这类流通风险是由于其它风险引发。当其它风险造成损