FRM二级基础段培训项目:操作风险与弹性(打印版).docx
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1、 FrameworkOperational Risk andResiliencyTopicWeightingsinIfRMPart11SessionNO.1Content%2020201.iquidityandTreasuryRiskMeasurementandStudySession415ManagementRiskManagementandInvestmentManagement15CurrentlssuesinFinancialMaiket2-3B亏W创新I旨fl!1:OperationalRiskManagemcnt(CHl-CHG)Part2:ModelRiskandDataQual
2、ity(CHT-CHll)Part3:EconomicCapitalManagementandotherrelatedissues(CH12-CH18)Part4:TheBaselAccord(CH19-CH22)ReSiiienCe(CH23-CH26)专业.创新1笆值OperationalRiskManagement4-313有城,由IlhIraPrinciplesfortheSoundManagementofOperationalRiskS-313Chapter1MWe三IMFramework1.ThreeLinesofDefense2.11PrinciplesofOperational
3、RiskManagement与U.S1.ThreeLinesofDefenseBusinesslinemanagementBusinesslinemanagementisresponsibleforidentifyingandmanagingtherisksinherentintheproducts,activities,processesandsystemsforwhichitisaccountableFunctionallyindependentcorporateoperationalriskfunction(CORF).IncludetheODerationaliskmeasuremen
4、tandeoortinQDnxessesriskComnliHoesandresponsibilityforboard叩OrIing.Challengethebusinesslinesinputsto,andoutputsfrom,thebanksriskmanagementriskmeasurementandreportingsystems.Independentreviewandchallengeofthebanksoperationalriskmanagementcontrols,processesandsystems.Thisreviewmaybedonebyauditorbystaf
5、findependentoftheprocessorsystemunderrevievlbutmayalsoinvolvesuitablyQUalifiedexternalDanieS7313SUf-Stw-Ira2.11PrinciplesofOperationalRiskManagement11PrinciplesFundamentalPrinciplesofOperationalRiskManagement/Principle1,2Governance/Principle3,45Riskmanagementenvironment,Principle6,7,8l9Businessresil
6、iencyandcontinuity,Principle10Roleofdisclosure8-313/Principle11Ket三.2.11PrinciplesofOperationalRiskManagementAFundamentalPrinciplesofOperationalRiskManagementPrinciple1:TheboardofdirectorsshouldtaketheleadinestablishingdStrongriskmanagementculture./Theboardshouldestablishacodeofconductoranethicspoli
7、cyPrincipleZBanksshoulddevelop,implementandmaintainaFrameworkthatisfullyintegratedintothebanksoverallriskmanagementprocesses.TheFrameworkforoperationalriskmanagementchosenbyanindividualbankwilldependonaQnqeOffactors,indudinqitsnatureSiZBComdexityandIiSkprofile./较取2021年冲刺押Sj资料务必加微信:XUebajUn888s2.11Pr
8、inciplesofOperationalRiskManagementGovernance(Confd)Principle3:Theboardofdirectorsshouldestablish.HDDroveandDeriOdiCalIVeviewtheFramewok/Establishamgt.culture,andrelatedsupportingprocessesdevelopcomprehensive,dynamicoversightandcontrolenvironments/Provideseniormgt.witclearguidance/EnsuretheFramework
9、issubjecttoeffectiveindependentreviewbyauditorotherappropriat(?lytrainedparties/Ensurethata$bestpracticeisavailingthemseh/esoftheseadvances/EstablishclearlinesofmgtresponsibilityandaccountabilityPrinciple4:Theboardofdirectorsshould叩PIoVeandreviewariskGDDetiteandtoleranceStatementforoperationalrisk.m
10、”3-ra2.11PrinciplesofOperationalRiskManagementGovernancePrinciple5:Seniormanagementshoulddevelopforapprovalbytheboardofdirectorsadear,effectiveGndrobustQoVernarKestructurewithwelldefined,transparentandconsistentlinesofresponsibility./Establishandmaintainrobustchallengesmechanismsandeffectiveissue-re
11、solutionprocesses./Translatetheoperationalriskmgt.Frameworkintospecificpoliciesandprocedures./Clearlyassignauthority,responsibilityandreportingrelationshipstoencourageandmaintainaccountability./Ensurethemgt.oversightprocessisappropriate./Ensurestaffformanagingdiferentriskscrdinateandcommunicateeffec
12、tive./Ensurethatthebankactivitiesareconductedbystaffwiththenecessaryexperience,technicalcapabilitiesandaccesstoresources./ThemanagersofCORFshouldbeofsufficientstaturetoperformtheirdutieseffectively.11313WeI.2.11PrinciplesofOperationalRiskManagementRiskmanagementenvironment(Contd)Principle6:Seniormgt
13、shouldensuretheidentificationandassessmentOftheODerationalriskinherentinallmaterialproducts,activities,processesandsystemstomakesuretheinherentrisksandincentivesarewellunderstood.ExamplesofToolsusedtoIdentifyandAssessOperationalRisk/AUditFindingS/InternalZExternaILossDataCollectionandAnalysisRiskSel
14、fAssessment(RSA)orRiskControlSelfAssessments(RCSA)/BusinessProcessMapping:Identifythekeystepsinbusinessprocesses,activitiesandorganizationalfunctions./RiskandPerformanceIndicators:KeyRiskIndicators(KRls)/ScenarioAnalysisSWrSlWit2.11PrinciplesofOperationalRiskManagementRiskmanagementenvironment(Cont*
15、d)Principle7:Seniormgt.shouldensurethatthereisanapprovalProCOSSforallnewproducts,activities,processesandsystemsthatfullyassessesoperationalrisk.Thereviewandapprovalprocessshouldconsider:/lherentrisksinthenewDrodUCtSerViC巳Oract/changestothebanksoperationalriskprofileandappetiteandtolerance,includingt
16、heriskOfexistingproductsoractivities;,thenecessarycontrols,riskmanagementprocesses,and谭mitkationSgteaies:/theresidualrisk;,ChangeSIorelevantriskHvesholdsOrlimits:and13-313/theproceduresandmetricstomeasure,monitor;andmanagetheriskofthenewproductoractivity.三-Mr*tra2.11PrinciplesofOperationalRiskManage
17、mentRiskmanagementenvironmentPrinciple8:Seniormgt.shouldimDlementaDKKeSStoreularlvmonitorODerationdlriskDK)filesandmaterialR)(DOsuresU)lossesincludinganappropriatereportingmechanisms.Principle9:BanksshouldhaveaStrOnCOntrolenvironmentthatutilisespolicies,processesandSyStenis;appropriateinternalcontro
18、ls;andappropriateriskmitigationand/ortransferstrategies.EffectiveControlEnvironmentManagingTechnologyRisk(sameasotheroperationalrisk)14-313ManagingOutsourcingRiskwe三ta2.11PrinciplesofOperationalRiskManagementFeaturesofanEffectiveControlEnvironmentAneffectivecontrolenvironmentrequiresapmopriateSegreg
19、ationOfduties己nddudlCOntroLInaddition,banksshouldensurethatothertraditionalinternalcontrols:/dearlyestablishedauthoritiesand/orprocessesforapproval;/closemonitoringofadherencetoassignedriskthresholdsCxlimits:/SdfeqUdrdSforaccessto,anduseOtbankassetsandrecords;/appropriateStaffingIeVelandUainingtomai
20、ntainexpertise;/ongoingprocessestoidentifybusinesslinesorproductswherereturns叩Pear to be OUt Ofline With 心Sonable e:ZtiQn5:/regularVerifiEiQnandreconcilictiocOftransactionsandaccounts;and/aVdCationPOlieythatprovidesforofficersandemployeesbeingabsentfromtheirdutiesforaperiodofnotlessthantwoconsecutiv
21、eweeks.2.11PrinciplesofOperationalRiskManagementTomanageOutsourcingRisk,bankshouldhaveproceduresfordeterminingWhetherandhowactivitiesCanbeoutsourced:processesforconductingduediligencetoSeleetPOtentialSerViCeproviders:soundstructuringoftheoutsourcingarrangementincludingOWnerShioandCoMidentiaIityOfdat
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