香港金管局监管指引——Operational Risk Management.pdf

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1、SupervisoryPolicyManualOR-1OperationalRiskManagementV.1–28.11.05ThismoduleshouldbereadinconjunctionwiththeIntroductionandwiththeGlossary,whichcontainsanexplanationofabbreviationsandothertermsusedinthisManual.Ifreadingon-line,clickonblueunderlinedheadingstoactivatehyperlinkstotherelevantmodule.——————

2、———PurposeTosetouttheapproachwhichtheHKMAwilladoptinthesupervisionofAIs’operationalrisk,andtoprovideguidancetoAIsonthekeyelementsofeffectiveoperationalriskmanagementClassificationAnon-statutoryguidelineissuedbytheMAasaguidancenotePreviousguidelinessupersededThisisanewguideline.ApplicationToallAIsStr

3、ucture1.Introduction1.1Background1.2Scope1.3Legalframework1.4Implementation2.Supervisoryapproachtooperationalrisk2.1Objectivesandprinciples2.2Supervisoryprocesses3.Operationalriskmanagementframework3.1Overview3.2Anappropriateframework1SupervisoryPolicyManualOR-1OperationalRiskManagementV.1–28.11.054

4、.Organisationalstructure4.1Overview4.2Boardoversight4.3Seniormanagementresponsibilities4.4Anoperationalriskmanagementfunction4.5Rolesofbusinesslinemanagement4.6Otheroperationalriskrelatedfunctions4.7Roleofinternalaudit5.Riskculture6.Operationalriskmanagementstrategy,policiesandprocedures6.1Strategy6

5、.2Policies6.3Definitionofoperationalrisk7.Operationalriskmanagementprocess7.1Overview7.2Riskidentificationandassessment7.3Riskmonitoringandreporting7.4Riskcontrolandmitigation8.Businesscontinuitymanagementanddisasterrecoveryplan—————————2SupervisoryPolicyManualOR-1OperationalRiskManagementV.1–28.11.

6、051.Introduction1.1Background1.1.1AssetoutintheHKMA’srisk-basedsupervisoryapproachundersection2ofSA-1“Risk-basedSupervisoryApproach”,AIsaregenerallysubjecttoeightmajortypesofrisks-credit,market,interestrate,liquidity,operational,reputation,legalandstrategic.Theyareexpectedtoestablishasoundandeffecti

7、vesystemtomanageeachoftheserisks.1.1.2Operationalriskispresentinvirtuallyallbanktransactionsandactivities.ItisdefinedbytheBaselCommitteeunderitsrevisedframeworkoncapitalstandardsforbanks(“BaselII”)as“