【文章內(nèi)容簡介】 f Internal rating systems內(nèi)部評(píng)級(jí)制度的 靈活運(yùn)用 (Loan Origination) （授信執(zhí)行階段） l Setting upper credit limits based on rating grades設(shè)定各個(gè)評(píng)級(jí)的授信限額。l Setting authority ranks for loan approval by rating grade設(shè)定各個(gè)評(píng)級(jí)的授信決定權(quán)限。l Simplifying the loan review process for higher?graded borrowers簡化優(yōu)良評(píng)級(jí)企業(yè)的審查程序。 (Monitoring) （中間管理）l Monitoring individual borrowers based on rating grades針對(duì)不同的評(píng)級(jí)對(duì)授信企業(yè)的管理l Monitoring the overall loan portfolio把握授信資產(chǎn)組合整體的信用狀況。216。 Uses of PD for each rating grade 各個(gè)評(píng)級(jí) PD的運(yùn)用l Quantification of credit risk and allocation of capital信用風(fēng)險(xiǎn)的計(jì)量和資本配置l Pricing of loan rates reflecting credit risk考慮信用風(fēng)險(xiǎn)定價(jià)（設(shè)定貸款基準(zhǔn)利率）l Evaluating the economic value of loans把握貸款的經(jīng)濟(jì)價(jià)值216。 Many banks have already used the internal rating systems as indicated in the above with some exceptions such as facility rating.許 多家 銀 行已 經(jīng) 建立了除 設(shè)備評(píng) 估外的上述內(nèi)部 評(píng)級(jí) 制度。 16II.　Advancing Operational Risk強(qiáng)化操作風(fēng)險(xiǎn)管理 17SPPII: “Advancing Operational Risk Management ”報(bào)告－ 2：強(qiáng)化操作風(fēng)險(xiǎn)管理 216。 Contents 內(nèi)容216。 Characteristics of op risk and the need to advance op risk management操作風(fēng)險(xiǎn)特征和強(qiáng)化操作風(fēng)險(xiǎn)管理的必要性216。 Overview of efforts to advance op risk management and the establishment of an op risk management section強(qiáng)化操作風(fēng)險(xiǎn)管理機(jī)制的概要和操作風(fēng)險(xiǎn)總括部門設(shè)置216。 Quantifying op risk操作風(fēng)險(xiǎn)的計(jì)量216。 Approaches to identifying and assessing op risk other than quantification計(jì)量以外的操作風(fēng)險(xiǎn)的把握、評(píng)估手法216。 The paper tries to strike the right balance between the importance of advancing op risk management using . risk quantification methods and the need to maintain the conventional op risk management by emphasizing their plementary characteristics. 該報(bào)告試圖探索新舊兩種操作風(fēng)險(xiǎn)管理的合理安排，既突出運(yùn)用風(fēng)險(xiǎn)計(jì)量方法等手段強(qiáng)化管理的重要性，又考慮到維持傳統(tǒng)操作風(fēng)險(xiǎn)管理，發(fā)揮其補(bǔ)充作用的必要性。 18Advancing Op. Risk Why Now？目前 強(qiáng) 化操作 風(fēng)險(xiǎn) 管理的原因何在？ 216。 Changes in the environment surrounding FIs’ operations 圍繞 FIs’operations的外部環(huán)境變化l Business diversification, more sophisticated financial technologies, widely used IT and outsourcing.業(yè)務(wù)多元化、金融技術(shù)高端化，業(yè)務(wù)處理的 IT化、外包規(guī)模的擴(kuò)大等局面l The introduction of Basel II（allocation of capital for op. risk)引入巴塞爾 Ⅱ （操作風(fēng)險(xiǎn)也必須計(jì)提自有資本 ）l Major disaster such as earthquakes, terrorist attacks and uncovering of serious corporate scandals (society is increasingly aware of the need for the firms’ management of op. risk).最近發(fā)生的地震、恐怖事件等大規(guī)模災(zāi)害，以及國內(nèi)外企業(yè)重大違規(guī)事件的攀升（社會(huì)整體對(duì)操作風(fēng)險(xiǎn)的關(guān)心程度越來越高 ）216?！ew challenges面臨的新挑戰(zhàn)l Need to manage op. risk more efficiently by identifying op. risk profile in a firmwide manner and thereby putting some priority on their 、評(píng)估操作風(fēng)險(xiǎn)的基礎(chǔ)上，進(jìn)一步執(zhí)行有張有弛的風(fēng)險(xiǎn)管理l Need to establish structures that can quickly detect heightened risk and respond appropriately before the risk ，完善在操作風(fēng)險(xiǎn)發(fā)生前采取穩(wěn)妥措施的體制l Need to create mechanisms for autonomous risk management in all sections of their 19Characteristic of Op. Risk操作風(fēng)險(xiǎn)特征216?！orms of risk materialization風(fēng)險(xiǎn)顯現(xiàn)形態(tài)l Direct loss, indirect loss or impact incurred to third parties直接損失 、間接損失以及對(duì)第三方帶來的損失l High frequency and low severity　or　low frequency and high severity“ 發(fā)生頻率高，損失規(guī)模小 ” 或 “ 發(fā)生頻率低但損失規(guī)模大 ”216。　Causes of risk materialization風(fēng)險(xiǎn)發(fā)生的主要原因l It is normally difficult to narrow down the factors causing such risk to materialize, and quite often, it only emerges when several factors e into play ，而且多個(gè)原因共同作用風(fēng)險(xiǎn)才體現(xiàn)出來的情況也不在少數(shù)。Small?scale problems occurring at relatively high frequencyProblems that do not occur often but have severe consequences when they do occur[Distribution of Losses Arising from the Materialization of Op. Risk]FrequencyAmount of loss of lossesFrequency[Distribution of Profits/Losses (Losses/Gains) Arising from the Materialization of Market Risk]Amount of profits/lossesProfits/losses are distributed more or less symmetrically around the mean (close to zero)20Conventional Operational Risk Management Methods以前我國金融機(jī)構(gòu)的操作風(fēng)險(xiǎn)管理手法Category 項(xiàng) 　目 Method 方 法Multilevel checks and balances system多 層 次的 牽 制體制 Reexamination and multiple signatory system再次 鑒 定、 檢 印制度Segregation of duties 權(quán) 限分離In?house inspections 部 門 、店內(nèi) 檢查Insistence on record?keeping 保存 記錄Standardization and streamlining of business procedures事 務(wù) 內(nèi)容的 標(biāo) 準(zhǔn)化和效率化 Establishment of PP完善事 務(wù)規(guī) 程、指南等Institution?wide guidance on business operations本部 進(jìn) 行事 務(wù) 指 導(dǎo)Strengthening systems support強(qiáng) 化系 統(tǒng) 支持Discipline and motivation規(guī) 律、 動(dòng) 機(jī) Human resource (HR) management and performance evaluations人事 層 面的管理、 業(yè)績?cè)u(píng) 估Response to accidents and other problems事件、事故 對(duì) 策 Implementation of measures to prevent recurrences實(shí) 施防止再次 發(fā) 生措施 Internal audits內(nèi)部 監(jiān) 察 Auditor section audits內(nèi)部 審 核部 門 獨(dú)立 審 核21Considerations of Op. Risk Management操作 風(fēng)險(xiǎn) 管理 時(shí) 考 慮 的因素216。 The need to cover a wide range of events and activities需要管理各種各樣的事情l It is difficult to break down risk into the categories of exposure and risk factors.對(duì)于操作風(fēng)險(xiǎn)，抽選出與「風(fēng)險(xiǎn)暴露」及「風(fēng)險(xiǎn)要素」相當(dāng)?shù)捻?xiàng)目是非常困難的216。 The need for risk control in all sections within the institution管理組織內(nèi)所有部門的必要性l Op. risk exists in all sections throughout the institution.操作風(fēng)險(xiǎn)存在于組織內(nèi)任何一個(gè)部門216。 The importance of risk management based on qualitative information定性手法的重要性l It is not always easy to manage them in a quantitative manner.采用定量手法進(jìn)行風(fēng)險(xiǎn)管理并不容易 216。 Reputational and systemic risk 聲望風(fēng)險(xiǎn)、系統(tǒng)風(fēng)險(xiǎn)l It is necessary to take into consideration of the indirect loss and the effect on financial system.必須考慮非直接因素造成的損失及其對(duì)金融系統(tǒng)的影響。216。 (Major discussion points in the seminars) The need and merits of advancing op. risk management with risk quantification for regional banks, degree of independence of op risk control function, how to quantify op risk when facing lack of internal data and no external data, level of granularity of operational processes to be examined by CSA.（研討會(huì)的討論要點(diǎn)）：通過對(duì)區(qū)域銀行風(fēng)險(xiǎn)計(jì)量加