汇丰和加拿大皇家银行的风险 管理培.ppt

* * * * * * * QUOTE RMA defines operational risk as anything that adds to the volatility of earnings that is not credit and market risk. One of the reasons it is getting more attention is that, as our analytics refine our measurement of credit and market risks, we find that much of our unexpected losses are caused by operational breakdowns. China, Refco, Student Loans ……... If you accept the alternative definition that operational losses arise from internal or external events due to inadequate or failed strategies, processes, human performance or systems, I could argue that restructuring charges and other one- time writeoffs fall into that category. How do we work on that basis? * * * * The first step is to meet with the head of the ORE, the Sponsor, to discuss a number of topics, such as ..what is the RCSA process, what else has been done in ORM, the unit’s key business objectives, key processes to meet the objective and key threats or risks that get in the way of achieving the objectives. After your initial meeting with the ORE head, you’ll scope out the key processes using high level process maps and then meet again with the ORE head to confirm the scope of the assessment, discuss key stakeholders and potential RCSA participants In the first box, you will do a fair amount of work, reviewing reports/reviews and conducting interviews. The next step, should be to generate detailed process maps for the key processes if that has not been done already. You could gather the process level information at the same time as you conduct interviews to learn more about the risks. There are many ways to gather information including conducting a series of “Focus groups” in order to solicit feedback on processes, risks etc. Often all workshop participants are interviewed in advance of the workshop. The reason that you invite them to the workshop is because they are a key player or possess knowledge. With the information from your interviews you can prepare