【正文】 cyAmount 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)險管理手法Category 項 　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 機(jī) Human resource (HR) management and performance evaluations人事 層 面的管理、 業(yè)績評 估Response to accidents and other problems事件、事故 對 策 Implementation of measures to prevent recurrences實 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 獨立 審 核21Considerations of Op. Risk Management操作 風(fēng)險 管理 時 考 慮 的因素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)險存在于組織內(nèi)任何一個部門216。 Reputational and systemic risk 聲望風(fēng)險、系統(tǒng)風(fēng)險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金融系統(tǒng)的影響。 (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.（研討會的討論要點）：通過對區(qū)域銀行風(fēng)險計量加強(qiáng)操作風(fēng)險管理的必要性和價值，操作風(fēng)險控制功能的獨立性，缺乏充足內(nèi)部和外部數(shù)據(jù)時如何計量操作風(fēng)險， CSA評估計量單位的確定。 Functions of Operational Management Section操作風(fēng)險總括部門的作用① Plan the op. risk management framework for the entire institution.制定組織整體的操作風(fēng)險管理框架。③ Examine the adequacy and consistency of processes and procedures (PP).審查業(yè)務(wù)規(guī)程和手續(xù)的合理性、連續(xù)性。 Structure of Operational Management Section部門結(jié)構(gòu)Integrated Risk Management Section（ system risk）IT System Planning SectionSystem Risk Management SectionOperational Management SectionCompliance Management Section（ operational ） （ pliance）Computer Center Head Office, Branch Office①②①②④①②③④①④○number: function　　　 weak relationshipOperations Planning Section23Quantification of Op. Risk操作風(fēng)險的計量216。 Control of SelfAssessments風(fēng)險管理自我評估l Individual sections or business lines within a financial institution evaluate inherent risk and internal control conditions on their own 金融機(jī)構(gòu)內(nèi)的各個部門或者是業(yè)務(wù)團(tuán)隊自行評估內(nèi)在風(fēng)險 和內(nèi)部管理機(jī)制 　　　 ? 　Results are coordinated and shared within the entire anization 結(jié)果由組織整體進(jìn)行歸納總結(jié) l Selecting multiple indicators that contribute to early detection of heightened risk選定能夠及早預(yù)期操作風(fēng)險增大的多個指標(biāo)　　　 ? 　 Monitoring of their movements, and reacting preemptively as necessary 跟蹤考察其變化情況，根據(jù)需要盡早制定修正措施的機(jī)制　　　▽ Example of indicator重要風(fēng)險管理指標(biāo)的例子　　　　Operations　　　　　：Business volumes, customers’ waiting time, number of clerical errors, number of plaints received, etc. 事 務(wù) 層 面：事務(wù)量、柜臺等待的時間、事務(wù)失誤次數(shù)、投訴受理次數(shù)　　　　Computer systems：Number of malfunctions, number of steps in developing programs, utilization ratio of system devices such as CPUs, storages, work traffics, etc. 電腦系統(tǒng)層面：故障次數(shù)、程序開發(fā)等級、 CPU及磁盤等的資源剩余程度（比率）216。本報告強(qiáng)調(diào)將這些風(fēng)險與其他已識別的風(fēng)險一起引入銀行的整合風(fēng)險管理框架中。27Framework of Integrated Risk Management整合 風(fēng)險 管理框架216。216。各部門在攤?cè)?風(fēng)險資本限額內(nèi)進(jìn)行管理。 The profitability of each section is assessed in terms of return against risk.信用風(fēng)險扣除后利潤當(dāng)作各部門業(yè)績的評估指標(biāo)。 Risk management section and treasury section have cojurisdiction over integrated risk management.風(fēng)險管理部門和財務(wù)部門來共同負(fù)責(zé)整合風(fēng)險管理216。 If difficult, it is essential to ensure that such risk management functions in the front line are subject to proper checks and balances through regular assessments by thirdparty, that is, internal audits.若無法實現(xiàn)， 則必須對一線業(yè)務(wù)部門進(jìn)行適當(dāng)必要的牽制，一般通過內(nèi)部審計，從第三者的角度進(jìn)行檢查。 When identifying risk and risk amounts, it is important to consider the scope of risks to be covered, holding period, confidence interval, correlation between risks, and stress testing. 在把握風(fēng)險種類和程度時，必需要考慮 風(fēng)險對象 的范圍、 持有期限 、信賴水平、各風(fēng)險之間的關(guān)系和壓力測試?yán)砟睢?Reaction to the situation where the risk taken exceeds allocated risk capital is a litmus test of effectiveness of integrated risk management system 風(fēng)險超過攤?cè)胭Y本時的應(yīng)對措施，是對整合風(fēng)險管理機(jī)制的有效檢驗。 When the capital adequacy ratio falls to the regulatory minimum level, it is important to pare the part which exceeds minimum level and risk, and thereby identify statistically the probability of capital falling below 8%.當(dāng)自有資本比率低于管制水準(zhǔn)時，應(yīng)對低于管制水平部分進(jìn)行分析比較，進(jìn)而統(tǒng)計資本降至低于8％的可能性。 The issue is how to assess the risk of loan shifting from nonmain to main bank at the time of the borrowers’ default due to special relationships between financial institutions and borrowers. 問題在于如何評估由于 銀行和企業(yè)密切關(guān)系 而導(dǎo)致的授信向主力銀行集中所帶來的風(fēng)險。 Objective identification of riskreturn 風(fēng)險與回報的客觀把握? Estimating and monitoring riskadjusted profit indicators at major banks. 估計并監(jiān)測主要銀行的風(fēng)險調(diào)整后收益指標(biāo)? Using the profit ratios after credit costs as a part of evaluating performance.將 信用成本扣除后收益率 作為業(yè)績評估項目的一部分216。 216。Riskadjusted profit indicatorsProfit after credit cost = operating profit credit cost.Profit ratio after credit cost = profits after credit cost 247