渣打银行风险管理手册.doc

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1、Risk@WholesaleBankAnorientationtoeffectiveriskmanagement&controlRiskHandbookPage26TABLEOFCONTENTSIntroduction3RiskCulture–whatdoesitmeanatStandardChartered3BusinessandRisk4RiskPrinciples(alsoreferDatabaseB101)5RiskTypes5CreditRisk5CountryRisk(alsoreferdatabaseB301andB326)6MarketandLiquidi

2、tyRisk(alsoreferGroupMarketRiskPolicyDatabase)6OperationalRisk(alsoreferdatabaseB501)7ComplianceRisk(alsoreferdatabaseB601andB602)8ReputationalRisk(alsoreferdatabaseB701andJ401)9EnvironmentalandSocialRisk(alsoreferdatabaseB204)9RiskManagementFramework&MatrixofResponsibilities9RiskManageme

3、ntOrganization10GroupLevel10FunctionalLevel11CountryLevel11RiskPoliciesandProcedures111.GroupPolicies112.FunctionalPolicies123.CountryUnderwritingStandards12RiskPricing13EconomicProfit13MeasurementTools13PricingGuidelines13ManagementofCustomers/Counterparties14TargetCustomers14NameLending

4、14MoneyLaundering–Knowyourcustomer(alsoreferdatabaseB507andB534)14Types15I.CORPORATES15Groups(alsoreferdatabaseJ202,J203andJ206)15LendingtoHoldingCompanies(alsoreferdatabaseJ101)15SubsidiaryCompanies(alsoreferdatabaseJ207)15II.BANKS16BanksandFinancialInstitutions(alsoreferdatabaseJ154,J15

5、5,J307,J804&J806)16III.GOVERNMENTS16GovernmentsandGovernmentOwnedCompanies(alsoreferdatabaseJ204)16IV.INVESTMENTINSTITUTIONS16Funds,FundManagersandHedgeFunds(alsoreferdatabaseJ807andJ808)16V.PERSONALBORROWERS16LendingtoIndividualswithinFunctionallevelpolicy(alsoreferdatabaseJ104)17Product

6、s17CategoriesofRiskforLimitPurposes–Category1,2&3(alsoreferdatabaseR201)17RiskHandbookPage26Suitability,Saleability,Pricing(alsoreferdatabaseJ101,J111)18SpecificRequirements(alsoreferdatabaseJ101,J302,J307)18SpecialistProductandHigherRiskAreas(alsoreferdatabaseJ101)18RestrictedActivities(

7、alsoreferdatabaseJ101andB702)18EnvironmentalandSocialRisk(alsoreferdatabaseB204andB226)19Others(alsoreferdatabaseJ101)19ApprovalProcess19BusinessCreditApplication(alsoreferdatabaseJ151,J154,)19CreditGrades(alsoreferdatabaseD101andJ206)21GradingGroupsanduseofParental