商业银行风险管理操作及相关体系培训课件.ppt

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1、RiskManagementPracticesandRelatedSystems风险管理操作及相关体系FederalReserveSystem1DefinitionofRiskManagement风险管理的定义RiskManagementistheprocessofidentifying,measuring,monitoringandcontrollingrisks风险管理指风险的识别、计量、监测和控制的过程RiskManagementSystems-aremechanismsestablishedbyaninstitutiontoperformthisfunction风险管理体系

2、—银行建立的执行此项职能的机制2IdentifyingRisks风险的识别WhereRisksshouldbeIdentified风险识别领域Institution-wide整个机构Businesslines业务部门Products产品Transactions交易3TypesofRisksIdentified风险的种类Creditrisk信用风险Marketrisk市场风险Liquidityrisk流动性风险Operationalrisk操作风险Legalrisk法律风险Reputationalrisk信誉风险4ControllingRisks风险的控制Methodstocontr

3、oltherisks控制风险的方法Eliminateoravoid-decidenottopursueaspecificactivity消除或避免—决定不进行某一行为Transfer-anotherpartyassumestherisk-e.g.,loanparticipation转移—另一方承担风险—如联合贷款Reduce-mitigationtechniquessuchashedging降低—采用化解方法，如对冲Retain-keepandmonitortherisk保留—保持并监测风险5BenefitsofRiskManagement风险管理的好处Adequatecompen

4、sationforrisksincurred风险发生后的适度补偿Competitiveadvantage增强竞争优势Preventsormitigateslosses防止或减少损失Promotescorporateunderstandingandcontrols推动公司内部的理解和管理6KeyElementsofRiskManagement风险管理的主要因素ActiveBoardandSeniorManagementOversight董事会和高级管理层积极监控AdequatePolicies,ProceduresandLimits适宜的方针、程序和限制AdequateRiskMea

5、surement,Monitoring,andManagementInformationSystems适宜的风险计量、监测和管理信息系统ComprehensiveInternalControls全面的内控管理7RoleoftheBoardofDirectors董事会的作用BoardofDirectors-Hasultimateresponsibilityforthelevelofriskstakenbytheinstitution董事会—对机构承担的风险级别负最终责任BranchofaForeignBankingOrganization-SeniorLocalManagementa

6、ndtheBoardofDirectorsatHeadOffice外国银行机构的分行—当地高级管理层及总行董事会8ActiveBoardandManagementOversight董事会和管理层的积极监控RoleoftheBoardofDirectors董事会的作用Approvesoverallbusinessstrategiesandsignificantpolicies批准整体业务战略和重大方针政策Overseesseniormanagementandensurestheirunderstandingofrisksintheinstitution监督并确保高级管理人员了解银行内

7、部的风险Largeinstitution-clarifiesandensuresunderstandingofthetypesofrisktowhichtheinstitutionisexposed大银行—明确、了解银行面临的各类风险Monitorsriskprofile监督风险状况9RoleoftheBoardofDirectors,cont.董事会的作用（续）Approvestheriskprofileforeachofthesixspecificrisks批准六