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1、KeyRiskIndicatorByLingliStructureDefinitionandcharacterofKRIKRIconstructionKRIanalysisExampleofKRIlibraryKRIinriskmanagementreportsystemWhatisanIndicator?Metric–somethingobservedorcalculatedthatisusedtoshowthepresenceorstateofaconditionortrend;aninstrumentor
2、gaugethatmeasuressomethingandregistersthemeasurement;somethingsuchasalight,sign,orpointerthatgivesinformation,forexampleaboutwhichdirectiontofollowKRI–KeyRiskIndicatorKPI–KeyPerformanceIndicatorKCI–KeyControlIndicatorKMI–KeyManagementIndicatorOverall,prefert
3、hegeneralterm“indicator”WhatisaRiskIndicator?Riskindicatorsarerelatedtorisks,andusuallymonitoredovertimeForexample,LatetradereprocessinginaninternationalBankXinMay2004:London9%,NewYork10%,Singapore9%Inwhichbranchdowehaveaproblem?WhatisaRiskIndicator?So,Singa
4、poreistheproblem!Isit?ComparethevolumeandpercentageabsolutenumbersDatawithoutcontextmaynotexposetheentireproblem!relativenumbers0%5%10%15%FebMarAprMayLateTradeReprocessingLondonNewYorkSingaporeWhatisaKeyRiskIndicator?Oncethevariouselementsofriskaredefined,th
5、ekeycomponentsofeachriskcanbeidentified.Itispossiblethatkeycomponents/relationshipscanbeidentifiedthatwillcomprise“keyriskindicators.”Exceptionreportingonthekeyriskindicatorscanbethetriggerformanagementactiontoaddresstheproblemandpreventlosses.WhatisaKeyRisk
6、Indicator?Setariskindicatorforimportantriskpoints,andsetfortheindicatorrangereporttheindicatorvalue、trendandothernecessaryparametertothepropermanagerwatch、analysis、predicttheindicator,gettheimportanthintforitschangegrasptheriskeventandriskinformationtopreven
7、tthepotentialloss.CharacterofKRIEffectiveness:Provideusefulmanagementinformation,ItcanwarnthepotentiallossIthasitsownrangeCanbemeasurableatspecificpointsintimeReflectobjectivemeasurementratherthansubjectivejudgmentTrackatleastoneaspectofthelossprofileorevent
8、historysuchasfrequency,averageseverity,cumulativelossCharacterofKRIComparability:Bequantifiedasanamount,apercentageoraratioBeareasonablypreciseanddefinitequantityBecomparableacrossbusinessesandi
