德意志银行风险管理课件(中英对照)
CRM
USD 50mn
5 yrs
RAROC Model
page 13
贷款风险管理部建立后的贷款模式
定价 LIBOR + 35基点 信贷审批 是/否 信贷风险 管理部 (“CRM”) 贷款风险 管理部 (“LEMG”) 外部 资本市场
亚洲 A级 综合企业
5年期， 5,000万美元贷款
德银信贷发起部门
page 2
Business Rationale
LEMG was established in 2003, with a mandate to:
Reduce concentration risks while preserving valuable client relationships
Create capacity for new business by actively distributing credit risk
Strictly Private and Confidential
Loan Exposure Management Group
Meeting with Agricultural Bank of China
Sean Kavanagh, Global Head of LEMG March 2010
贷款风险管理部的宗旨
Provide CIB business units with market based pricing for new loans Foster accountability for hedging costs at the business unit level Increase transparency and consistency of credit risk management
Revised Process : - Relationship Manager needs LEMG approval before extending the loan commitment - Loan is only generating 35 bps while cost of protection is 49 bps - Relationship Manager sponsors loan and pays LEMG 14 bps if Cross Selling available - LEMG owns the loan credit risk
Hedge Markets
Trading
Deal Management Risk Management
Loan Screening Committee
Public Info.
Portfolio Management
Securitization
Relationship Management
PUBLIC SIDE
A BB B+ BB B+ BB BBB +
AA A+
AA A AA + AA
Rating Categories
Ratings-based thresholds are defined by Credit Risk Management
LEMG is allowed to “over” and “under” hedge within a defined range based on credit views; otherwise, there are no exceptions for “liquid” names
Same Price Price for internal transfer Market price / value
Business decision and cost allocation
Credit approval
Capital Markets
Client strategy and loan origination
page 7
贷款风险管理部以资本市场为基准，为新贷款设定内部调拨价 格及“差额”
价格等同
内部划拨价格
市场价格 / 价值
业务决策 和成本分配
信贷 审批 资本 市场 管理信贷风险
差额支付
客户关系 和贷款发起 全球市场部 全球银行部
贷款 审核 委员会 (“LSC”)
信贷 风险 管理 (“CRM”)
贷款资产
PRIVATE SIDE
Firewalls for information flow; fixed hedge ratios LEMG “blackout” list - 3 days prior to LSC until closing date of loan
page 11
传统的贷款审批模式
page 15
贷款风险管理部利用市场信息和瀑布式方法计算差额并将贷款 以市值计价
贷款具体数据 借方信贷 利差? 无 有
借方相关实体 信贷利差? 无
有
市场数据源于：
可比公司信贷 利差?
无
有
价格
信贷违约掉期市场 贷款抵押债劵 资产掉期价差 二级贷款市场
(持续更新）
信贷价差或贷款 抵押债劵定价
Loan Screening Committee (LSC)
Credit Risk Management (CRM)
Shortfall payment
Manages credit risk
Global Markets Global Banking Global Transactions Bank Loan assets
Loan Exposure Management Group
Obj tool
Credit Risk Distribution
Application
Market based
Benefits
Reduce concentration risk Recycle credit limits
Accountability for hedging costs
LEMG receives loan margin and owns risk
page 5
贷款风险管理部是独立于德银企业和投资银行部的职能部门
企业和投资银行部 全球 市场部 全球 银行部
全球市场风险管理
市场风险政策
贷款风险 管理部 （“LEMG”）
Generic credit spread or CLO pricing
Yes
page 17
贷款风险管理部必须在规定的限额以上对冲风险
贷款风险管理部敞口限额 贷款风险管理部敞口限额
单位 (欧元 )
AAA
AA+
AA
AA-
A+
A
A-
BBB+ BBB+ BBB-
BB+
BB
BB-
B+
B
B-
评级类别
基于评级的对冲风险限额将由信贷风险管理部门制定
信贷风险政策
信贷风险管理
益处： 独立的职能 贷款组合的清晰责任承担划分
page 6
LEMG is a separate division of DB’s Corporate and Investment Bank
Corporate and Investment Bank
Global Markets Global Banking
page 3
贷款风险管理部的两大主要目标
贷款风险管理部
目标
风险定价工具
信贷风险分散
应用
为德意志 银行带来 的益处
以市场为基础的风险定价 明确信用风险对冲成本的责 任分担
降低集中风险 循环使用信贷限额
贷款风险管理部获得贷款利差并承担风险
page 4
LEMG’s two primary objectives
贷款风险管理部成立于2003年，旨在：
在维护重要客户关系的同时降低贷款集中性风险 通过积极分散信用风险，创造新业务机会 为企业和投资银行部提供新贷款的市场定价参考 通过监督前台业务部门使其承担信用风险对冲成本 增加信用风险管理的透明度与一致性
实现
业务模型的基石是应用资本市场流程和产品，从而对贷款/贷款发放的相关承诺的风险进行定 价和分配
定价
LIBOR + 35基点 信贷审批
是/否
亚洲 A级 综合企业
德银关系管理部门
信贷风险管理部 (“CRM”)
5年期， 5,000万美元贷款 经风险调整资本 回报率模式 (“RAROC”)
page 12
Traditional loan approval model
Margin
Libor + 35 bps Yes/No Asian A- rated conglomerate DB Relationship Management Unit
有
page 16
LEMG uses market information and a waterfall approach to calculate shortfalls and mark loans to market
Loan specific data Borrower specific credit spread? No Yes
Related entity credit spread?
Yes
No Market data from:
Comparable credit spread? No
Yes
Price
CDS market CLO Asset swap spreads Secondary loan market (updated continuously)
商业银行风险管理策略
商业银行风险管理策略一、引言商业银行在运营过程中，面临着各种风险，包括市场风险、信用风险、操作风险等。
这些风险如果得不到有效的管理，可能会对银行的经营产生重大影响。
因此，商业银行必须制定和实施有效的风险管理策略，以降低风险，保障业务稳健发展。
二、商业银行风险管理策略1、风险识别与评估商业银行应建立完善的风险识别与评估机制，及时识别和评估各类风险。
风险识别包括对市场、信用、操作等各类风险的识别，需要通过对业务全流程的细致分析，找出可能的风险点。
风险评估则是对识别出的风险进行量化和定性分析，以确定其对银行经营的影响。
2、风险分散与降低通过多元化投资，分散单一资产或地区的风险。
例如，通过在多个市场开展业务，以降低单一市场风险的影响。
合理配置资产，避免过度集中于某一类资产或行业，也可以有效降低风险。
3、风险缓释与控制对于已经识别出的高风险业务或地区，商业银行应采取措施进行风险缓释和控制。
这包括对客户进行严格的信用评估，制定更加谨慎的风险控制政策，以及定期对高风险业务进行压力测试等。
4、风险补偿与准备商业银行应建立完善的风险准备金制度，以补偿可能出现的损失。
这包括针对特定风险的专门准备金，以及针对全面风险的普通准备金。
商业银行还可以通过购买保险等方式，对特定风险进行补偿。
三、结论商业银行风险管理是银行运营的核心，必须得到充分的重视和投入。
通过建立完善的风险识别与评估机制，采取有效的风险分散与降低措施，以及进行严格的风险缓释与控制和充分的损失准备，商业银行可以大大降低风险，保障业务的稳健发展。
在面对不断变化的市场环境时，商业银行应持续优化和完善自身的风险管理策略，以应对各种挑战。
商业银行风险管理策略浅探商业银行风险管理是一项至关重要的工作，它不仅关系到银行的经营效益，还对整个金融系统的稳定有着深远影响。
在现今金融市场日益复杂多变的背景下，有效的风险管理对于商业银行的生存和竞争至关重要。
本文将从商业银行风险管理的背景和意义、风险评估、风险管理策略以及实践效果等方面进行探讨。
金融风险管理教材(PPT 66页)
收益率曲线图：利用同一时点、多种不同到期日的零 息债券的价格计算出不同生命期的折现率，并绘制出 的曲线图
折 现 率
第九页，共四十五页。
生命期
9
收益率曲线 的建构 (qūxiàn)
步步为营法(bootstrapping): 在市场上收集零息债的交易价格，计算其对应到期 日的折现率
• 收益率变化越大，久期越不准确(zhǔnquè)
价 格
(ji àg é)
收益率
平移
(pínɡ yí)
交叉 扭曲
• 全面的债券估值方法
ห้องสมุดไป่ตู้
25
第二十五页，共四十五页。
曲率(qūlǜ)
债券的曲率(qūlǜ)
n
C
1
d2B
citi2e yti
i 1
B dy 2
B
考虑到凸性，债券价格的变化
B Dy 1 C(y)2
6
第六页，共四十五页。
债券 估值 (zhàiquàn)
单次支付债券 收益率曲线(qūxiàn)：用实际的债券价格绘出收益率 曲线(qūxiàn)，再实现对所有债券的估值 屡次支付债券
7
第七页，共四十五页。
单次支付(zhīfù)债券的估值
债券价格：投资者为了获得债券的未来(wèilái)现金流而愿意 马上支付的一定量的现金资金
款利率
• 经常用作基准利率
• 互换利率：互换协议中的固定利率；银行可以
• 连续10次以6个月期贷给AA级借款人，利率为
LIBOR • 进入互换合约，收到5年期互换利率，支出
LIBOR
• 这说明互换利率的信用风险与AA级借款人一系列 的短期贷款的利率风险相一致
欧洲银行业风险管理实践及启示59页PPT
31、园日涉以成趣，门虽设而常关。 32、鼓腹无所思。朝起暮归眠。 33、倾壶绝余沥，窥灶不见烟。
34、春秋满四泽，夏云多奇峰，秋月 扬明辉 ，冬岭 秀孤松 。 35、丈夫志四海，我愿不知老。
61、奢侈是舒适的，否则就不是奢侈 。——CocoCha nel 62、少而好学，如日出之阳；壮而好学 ，如日 中之光 ；志而 好学， 如炳烛 之光。 ——刘 向 63、三军可夺帅也，匹夫不可夺志也。 ——孔 丘 64、人生就是学校。在那里，与其说好 的教师 是幸福 ，不如 说好的 教师是 不幸。 ——海 贝尔 65、接受挑战，就可以享受胜利的喜悦 。——杰纳勒 尔·乔治·S·巴顿
谢谢！
E险管理中的运用-德意志银行-严衍申
一、信用风险是银行面临的主要风险之一
（美国次按危机分析）
3
银行面临的主要风险
– 信用风险：在所有可能需要交易对手支付的业务中都存在信用风险 – 市场风险：由于市场价格变动的不确定性所产生的风险 – 流动性风险：银行不能及时全额偿付到期付款义务的风险 – 操作风险：是指与银行员工、基础设施、文件资料等相关的潜在损失 – 信誉风险：是指与具体交易、交易对手或其业务操作相关的公众对银行的关注和报道
Loss experience on the cohort of subprime mortgages from slow-HPA* housing markets
30%
30%
Cumulative subprime losses/defaults as % of original
balance ('00-'07)
and no housing market had less than 2.1% CAGR over the relevant periods
11
次按这辆快速列车跑出轨道现在已经可以肯定，但问题将逐步显现…
房屋销售
房屋库存
房贷损失
ห้องสมุดไป่ตู้
丧失抵押品赎回权
房价 房贷违约
房贷抵押债券及其CDO损失
衍生工具在银行信用风险管理中的运用
德意志银行
严衍申
董事总经理 信用产品亚洲区主管 机构客户北亚区主管
2007.10.25
目录
一、信用风险是银行面临的主要风险之一 二、德意志银行管理信用风险的实践 三、利用衍生工具和资产证券化实现信用风险的转移和分散 四、国际信用衍生产品市场的发展和
我国银行业利用衍生工具管理信用风险的设想
德意志银行风险管理课件(中英对照)
Global Market Risk Management
Market Risk Policy
Loan Exposure Management Group
Credit Risk Policy
Credit Risk Management
Benefits: - Independent function - Clear accountability for loan portfolio
差额
14基点
CDS 价格 49个基点
经修订流程： 客户经理在发放贷款承诺前需要贷款风险管理部的批准 贷款仅产生35个基点净利差，而对冲成本为49个基点 客户经理须通过其他手段，如交叉销售，向贷款风险管理部支付14个基点的“差额” 贷款风险管理团队承担贷款信贷风险
page 14
Revised loan model with LEMG established
PRIVATE SIDE
Firewalls for information flow; fixed hedge ratios LEMG “blackout” list - 3 days prior to LSC until closing date of loan
page 11
传统的贷款审批模式
Related entity credit spread?
Yes
No Market data from:
Comparable credit spread? No
Yes
Price
CDS market CLO Asset swap spreads Secondary loan market (updated continuously)
董事会责任内部控制和风险管理(英文版)(ppt 22页)
Kiattisak Jelatianranat 31 May 2000
2nd Asian Roundtable on Corporate Govern
pwc
Risk Management Action Options
Options
Fix Controls Re-Engineer Process
Trainings Transfer Risk (Insurance) Outsource the Function
pwc
Board responsibility for internal control and risk management
by Kiattisak Jelatianranat Chairman, The Institute of Internal Auditors of Thaila Director, PricewaterhouseCoopers
pwc
Searching for the upside of risk management
Value Chain VS Risk
Opportunity
Prevention
Preservation
Uncertainty
Enhancement base-
Harzard
Kiattisak Jelatianranat 31 May 2000
Kiattisak Jelatianranat 31 May 2000
2nd Asian Roundtable on Corporate Govern
pБайду номын сангаасc
Board Effectiveness
x Board initiative & Ownership of :
德勤-信用风险管理(英文PPT 35页)
Peer Average 51.3
Hypothetical
D Cash
DSOs
51.3
Q3 Sales
$261,201,000
\ Q3 A/R = $122,002,230 +$173,393,770
* Equals 295.4M/261.2M x 90(or number of days in sales period)
Credit as a Facilitator
Credit risk management is important
– Credit is a facilitator of business growth and performance
– High business margins tend to attract lower quality clients and therefore higher risk profile to manage
Credit Risk Areas to Consider
Origination/ Assessment
Sales Channels
Risk Strategy
Underwriting Standards
Credit Application
Analysis
Business/ Industry
拿来即用-动态PPT-银色简约素雅德意志银行安全管理2017年终个人工作总结述职报告与2018年工作计划
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商业银行操作风险管理指引-英文
Guidelines on Operational Risk Management of CommercialBanksChapter I General ProvisionsArticle 1 Pursuant to the Law of the People’s Republic of China on Banking Regulation and Supervision, the Law of the People’s Republic of China on Commercial Banks as well as other applicable laws and regulations, the Guidelines are formulated so as to enhance the operational risk management of commercial banks.Article 2 The Guidelines apply to domestic commercial banks, wholly foreign-funded banks and Chinese-foreign joint venture banks incorporated within the territory of the People’s Republic of China.Article 3 The operational risk in the Guidelines refers to the risk of loss resulting from inadequate or failed internal processes, people and IT system, or from external events. It includes legal risk but excludes strategic and reputational risk.Article 4 The China Banking Regulatory Commission (hereinafter referred to as the “CBRC”) supervises and regulates the operationalrisk management of commercial banks and evaluates the effectiveness thereof under its authority by law.Chapter II Operational Risk ManagementArticle 5 Commercial banks should, in line with the Guidelines, set up an operational risk management system suitable to their own business nature, scale and complexity to effectively identify, assess, monitor and control/mitigate operational risk. This system can be in any form, but should comprise at least the following basic elements:1)oversight and control by the board of directors;2)roles and responsibilities of senior management;3)appropriate organizational structure;4)operational risk management policies, methods, and procedures;and5)requirements on making capital provisions for operational risk.Article 6 The board of directors in a commercial bank should treat operational risk as a major risk and charge the ultimate responsibility for monitoring the effectiveness of operational risk management. The responsibilities of the board shall include:1) developing strategies and general policies for bank-wideoperational risk management that are aligned with the bank’sstrategic goals;2) reviewing and approving the senior management’s functions,authorization and reporting arrangement with regard to operational risk management so as to ensure the effectiveness of the bank’s decision-making system in operational risk management and ensure that the operational risk facing thebank’s operations is controlled within its endurance capacity; 3) reviewing regularly the operational risk reports submitted by thesenior management; fully understanding the bank’s overall operational risk management and the effectiveness of the senior management in handling material operational risk events; and monitoring and evaluating the effectiveness of daily operationalrisk management;4) ensuring that the senior management takes necessary measuresto effectively identify, assess, monitor and control/mitigateoperational risk;5) ensuring that the bank’s operational risk m anagement system iseffectively audited and overseen by internal audit department;and6) having in place an appropriate reward-punishment system so asto effectively promote the development of operational risk management system in the bank as a whole.Article 7 The senior management in a commercial bank isresponsible for implementing the operational risk management strategies, general policies and running the system approved by theboard. It shall:1) be ultimately responsible to the board regarding daily operationalrisk management;2) lay out and regularly review the operational risk managementpolicies, procedures and detailed processes in accordance with the strategies and general policies developed by the board, and oversee the implementation thereof, and submitting to the board reports on overall operational risk management in a regularmanner;3) sufficiently understand the overall situation of the bank’soperational risk management, particularly the events or programswith material operational risk;4) Clearly define each department’s responsibilities in operationalrisk management as well as the reporting line, frequency andcontents; urge each department to really charge its responsibilities in a bid to ensure the sound performance of theoperational risk management system;5) equip operational risk management with appropriate resources,including but not limited to providing necessary funds, setting up necessary positions with eligible staff, offering training courses to operational risk management personnel, delegating authorizaion to the said personnel to fulfill their duties, etc.; and6) make promptly checks and revision on the operational riskmanagement system so as to effectively respond to operational risk events brought about by the changes of internal procedures, products, business activities, IT system, staff, external events orother factors.Article 8 Commercial banks should designate a certain department to be responsible for the construction and implementation of operational risk management system. This department should be independent from others in order to ensure the system’s consistency and effectiveness. Its responsibilities shall mainly include:1) drafting operational risk management policies, procedures andspecific processes and submitting them to the senior management and the board for review and approval;2) assisting other departments to identify, assess, monitor andcontrol/mitigate operational risk;3) working out methods to identify, assess, mitigate (includinginternal controls) and monitor operational risks, formulating bank-wide reporting processes of operational risk and organizingthe implementation thereof;4) putting in place basic criteria for operational risk control over thebank, and guiding and coordinating the operational riskmanagement;5) providing each department with trainings on operational riskmanagement, and helping them improve operational risk management capacity and fulfill their own duties;6) regularly checking and analyzing the practices of operational riskmanagement in business departments and other departments;7) regularly submitting operational risk reports to seniormanagement; and8) ensuring that the operational risk management system andmeasures are observed.Article 9 The relevant departments in a commercial bank should be directly responsible for operational risk management. Majorresponsibilities include:1) appointing designated staff to take charge of operational riskmanagement, including observing operational risk management policies, procedures and specific processes;2) following the assessment methods for operational riskmanagement to identify and assess the operational risks in the departments, and to have in place an effective on-going procedure to monitor, control/mitigate and report operational risks, thenorganize the implementation thereof;3) fully considering the requirements on operational riskmanagement and internal control when making department specific business processes and related business policies, with a view to ensuring operational risk management personnel at alllevels participate in the course of reviewing and approvingimportant procedures, controls and policies, thus making these aligned with the bank’s general policy on operational riskmanagement; and4) monitoring key risk indicators and regularly reporting their owndepartment’s operational risk management situation to thedepartment which takes charge of or take the leading role in operational risk management of the whole bank.Article 10 The legal office, compliance office, IT office, security office, and human resource office in a commercial bank should, besides properly managing their own operational risks, provide relevant resources and assistance within their strength and respective responsibilities to other departments for the purpose of operationalrisk management.Article 11 The internal audit department in a commercial bank does not directly take charge of or participate in other departments’ operational risk management, but it should regularly check and evaluate how well the bank’s operational risk management system operates, supervise the implementation of operational riskmanagement policies, independently evaluate the bank’s newoperational risk management policies, processes and specific procedures, and report to the board of directors the evaluation results of operational risk management system.A commercial bank with high business complexity and large scale is encouraged to entrust intermediary agencies to audit and evaluate its operational risk management system on a regular basis.Article 12 A commercial bank should have in place bank-wide operational risk management policies that are commensurate with its nature, scale, complexity and risk profile. Main contents include:1) definition of operational risk;2) appropriate organizational structure, authorization andresponsibilities with regard to operational risk management;3) procedures to identify, assess, monitor and control/mitigateoperational risks;4) reporting procedures of operational risk, including reportingresponsibilities, path and frequency, and other specificrequirements on other departments; and5) requirements on promptly assessing operational risks associatedwith existing and newly-developed important products, business practices, procedures, IT system, human resource management,external factors and changes thereof.Article 13 A commercial bank should choose appropriate approaches to manage operational risks, which may include: assessment of operational risk and internal control, loss event reporting and data collection, monitoring of key risk indicators, risk assessment regarding new products and business practices, testing and audit of internal control, and operational risk reporting.Article 14 A commercial bank with high business complexity and large scale should adopt more sophisticated risk management methods (e.g. quantitative methods) to assess each department’s operational risk, collect operational risk loss data, and make arrangements according to the characteristics of operational riskassociated with each line of business.Article 15 A commercial bank should develop effective processes to regularly monitor and report operational risk status and material losses. As to risks with increasing loss potential, early-warning system of operational risk should be put in place so as to take timely controls to mitigate risk and reduce the occurrence and severity ofloss events.Article 16 Material operational risk events should be reported to the board, senior management and appropriate management personnel according to the bank’s operational risk management policies.Article 17 A commercial bank should enhance internal control for effective operational risk management. Related internal controlsshould at least include:1) clearly defining the roles and responsibilities of each departmentand making proper separation among relevant functions so as toavoid potential conflicts of interests;2) closely watching how well specified risk limit or authorization isobserved;3) monitoring the records of access to and use of the bank’s assets;4) ensuring the staff are appropriately trained and eligible for theirpositions;5) identifying the business activities or products that do not generatereasonable prospective returns or that contain potential risks;6) regularly reviewing and checking up transactions and accounts;7) putting in place a system for the heads and the staff in keypositions to have job rotation and compulsory leaves and setting up a mechanism of off-job auditing as well;8) working out a code of conduct to regulate on-job and off-jobbehavior particularly for the staff in important positions or atsensitive links;9) establishing an incentive and protection system to encouragestaff to report violations on a real-name basis;10) setting up a dual-appraisal system to investigate and solve bankfraudulent cases as well as make punishments in a timely andproper manner;11) having in place an information disclosure system for the bankcase investigation; and12) e stablishing an incentive-restrictive mechanism with regard to themanagement and control of operational risk at front line.Article 18 A commercial bank should establish and gradually improve the operational risk management information system (MIS) so as to effectively identify, assess, monitor, control and report operational risks. The system should at least record and store the date about operational risk losses and events, support self-assessment on operational risk and control measures, monitor key risk indicators, and provide relevant information contained in operational riskreports.Article 19 To ensure business continuation, a commercial bank should develop a scheme for emergency response that matches their business scale and complexity, make a back-up arrangement for service recovery, and regularly check and test the catastrophe recovery function and business continuation mechanism so as to make sure that these actions can go in operation properly in the event of catastrophe and severe business disruption.Article 20 A commercial bank should develop risk management policies with regard to outsourcing practices in order to make sure that outsourcing is subject to rigorous contracts and service agreements which clearly specify the obligations of involved parties.Article 21 A commercial bank may purchase insurance and enter into contract with a third party, and consider it a way to mitigate operational risk. But they should by no means neglect the importanceof controls.A commercial bank that mitigates operational risks by means ofinsurance should formulate written policies and proceduresaccordingly.Article 22 A commercial bank should make adequate capitalprovisions for the operational risk it undertakes as per the requirements of CBRC on capital adequacy of commercial banks.Chapter III Supervision of Operational RiskArticle 23 Commercial banks should submit to the CBRC their operational risk management policies and processes for filing. They should submit operational risk related reports to the CBRC or its local offices as per regulations. Banks that entrust intermediary agencies to audit their operational risk management system should also submit audit reports to the CBRC or its local offices.Article 24 Commercial banks should promptly report to the CBRC or its local offices about the following material operational risk events ifany:1) banking crimes in which more than RMB300,000 is robbed from acommercial bank or cash truck or stolen from a banking financial institution; bank fraud or other cases involving an amount of morethan RMB10 million;2) events that result in serious damage or loss of the bank’simportant data, books, blank vouchers, or business disruption for over three hours in two or more provinces (autonomous regions/municipalities), or business disruption for over six hours in one province (autonomous region/municipality) and severelyaffect the bank’s normal operations;3) confidential information being stolen, sold, leaked or lost that mayaffect financial stability and lead to economic disorder;4) senior executives severely violating applicable regulations;5) accident or natural catastrophe caused by force majeure, resultingin immediate economic loss of more than RMB10 million;6) other operational risk events that may result in a loss of more than1‰ of the bank’s net capital; and7) other material events as specified by the CBRC.Article 25 The CBRC should regularly check and assess the operational risk management policies, processes and practices of commercial banks. Main items to be checked and assessed include:1) effectiveness of the bank’s operational risk managementprocesses;2) the bank’s approaches to monitor and report operational risks,including key operational risk indicators and operational risk lossdata;3) the bank’s measures to timely and effectively handle operationalrisk events and weak links;4) the bank’s procedures of internal control, reviewing and auditingwithin its operational risk management processes;5) the quality and comprehensiveness of the bank’s catastropherecovery and business continuation plans;6) adequacy level of capital provisions for operational risks; and7) other aspects of operational risk management.Article 26 As to the operational risk management problems discovered by the CBRC during supervision, the commercial bank should submit correction plan and take correction actions within thespecified time limit.When a material operational risk event occurs, if the commercial bank fails to adopt effective correction measures within the specified time limit, the CBRC should take appropriate regulatory actions in line withlaws and regulations.Chapter IV Supplementary ProvisionsArticle 27 This Guidelines may apply to other banking institutions including policy banks, financial asset management companies, urban credit cooperatives, rural credit cooperatives, rural cooperative banks, trust and investment companies, finance firms, financial leasing companies, automobile financial companies, money brokers, and postsavings institutions.Article 28 Banking institutions without the board of directors should have their operating decision-making bodies perform theresponsibilities of the board with regard to operational riskmanagement specified herein.Article 29 Branches set up by foreign banks within the territory of People’s Republic of China should follow the operational risk management policies and processes developed by their head offices, report to the CBRC or its local offices about material operational risk events, and accept the supervision of the CBRC. Where their head offices do not lay out operational risk management policies andprocesses, such branches should comply with the Guidelines.Article 30 Relevant terms mentioned herein are defined in theAppendix.Article 31 The Guidelines shall become effective as of the date ofpromulgation.Appendix: Definitions of Relevant Terms1.Operational risk eventsOperational risk events refer to the operational events resulting from inadequate or failed internal processes, people and IT system, or from external factors, which bring about financial losses or affect the bank’s reputation, clients and staff. Specific events include: internal fraud, external fraud, employment practices and workplace safety, clients, products & business practices, damages to physical assets, business disruption and system failures, execution, delivery & process management (see Annex 7 – Detailed Loss Event Type Classification of The International Convergence of Capital Measurement and Capital Standards: A Revised Framework or the New Basel Capital Accord).2.self-assessment on risk, key risk indicatorsTools used by commercial banks to identify and assess operationalrisks.1) self-assessment on riskSelf-assessment on risk is a tool for operational risk management by commercial banks to identify and assess the control measures and appropriateness and effectiveness thereof with regard to potential operational risk and their own business practices.2) Key Risk IndicatorKey risk indicators refer to the statistical indicators that represent the changes in a certain area of risk and can be monitored on a regular basis. These indicators can be used to monitor various risks and control measures that may result in loss events and to function as early-warning indicators for risk changes (so that senior management can take timely actions accordingly). Examples of specific indicators: loss ratio per RMB100 million asset, number of banking crimes per 10,000 people, ratio of the cases with each involving a cash value of RMB1 million, number of transactions unconfirmed beyond a certaintime limit, percentage of failed transactions, staff turnover, number of client complaints, frequency and severity of errors and omissions, etc.3.Legal RiskLegal risk includes, but is not limited to, the following: 1) the contract signed by a commercial bank violating laws or administrative regulations and therefore being probably cancelled or confirmed invalid according to law; 2) the bank being sued or in arbitration because of its breach of contract, infringement or other reasons and held liable for compensation according to law; 3) the bank’s business practices violating laws or administrative regulations and therefore being held liable administratively or criminally.。
商业银行风险的分类
商业银行风险的分类商业银行在运营过程中，面临着多种风险。
对这些风险进行分类和管理是至关重要的，因为这有助于银行更好地预测和应对潜在问题，从而确保持续稳定的发展。
1、市场风险市场风险是指因市场价格波动而导致银行遭受损失的风险。
这种风险主要来自于汇率、利率、商品价格等因素的变化。
例如，如果银行持有大量股票、债券或其他金融产品，而这些产品的价格因市场波动而下跌，银行可能会遭受损失。
2、信用风险信用风险是指借款人未能按照约定履行还款义务，导致银行遭受损失的风险。
这种风险主要来自于银行的贷款业务。
如果银行将大量资金贷给信用等级较低的借款人，而这些借款人无法按时还款，银行可能会遭受重大损失。
3、流动性风险流动性风险是指银行在面临突发情况时，无法及时获得足够的资金来满足其业务需求的风险。
这种风险主要来自于银行的资金来源和运用。
如果银行的资金来源不足，或者其资金运用过于集中，导致在突发情况下无法及时获得足够的资金，银行可能会遭受损失。
4、操作风险操作风险是指因银行内部管理和操作不当而导致损失的风险。
这种风险主要来自于银行的内部管理和员工操作。
如果银行在内部管理和员工培训方面存在不足，或者员工在操作过程中出现失误，银行可能会遭受损失。
5、法律风险法律风险是指因违反法律法规或合同约定而导致损失的风险。
这种风险主要来自于银行的合同签订和执行。
如果银行在合同签订和执行过程中存在违规行为，或者合同条款存在漏洞，银行可能会遭受损失。
商业银行风险的分类主要包括市场风险、信用风险、流动性风险、操作风险和法律风险。
对于这些风险的分类和管理是银行运营过程中的重要环节。
通过建立完善的风险管理体系，银行可以更好地预测和应对潜在问题，从而确保持续稳定的发展。
银行还需要不断加强内部管理和员工培训，提高风险防范意识和能力，以降低各类风险对其业务的影响。
一、引言金融资产风险管理是商业银行日常运营中的重要环节，对于保证银行资产的安全性和流动性有着至关重要的作用。