美国银行经济资本培训 中国建设银行（CCB）操作风险管理培训.ppt

January 4th, 2005 Proprietary Confidential Operational Risk Management Trainingfor China Construction Bank (CCB)中国建设银行（CCB）操作风险管理培训 Business As Usual (BAU) Risks故步自封（BAU）风险 Tail Risk 拖尾风险  Operational Risk Management at Bank of America美国银行的操作风险管理 Frequency频率 Severity严重度 * Examples of Policies, Tools Reports政策、工具及报告范例 Operational Loss Data Policy 操作损失数据政策 Line of Business Self Assessment (LOBSA) Tool 业务线自我评估（LOBSA）工具 Operational Risk Review (ORR) Report 操作风险审查（ORR）报告 Example of Policies - Operational Loss Data Policy政策范例—操作损失数据政策 A major element of our operational risk management program is the collection of historical operational losses. 历史操作损失数据的收集是操作风险管理制度的一个重要元素。 The Loss Event Database (LED) is a corporate database used to collect and store operational loss events. It is the primary quantitative input for compliance with BASEL II.损失事件数据库（LED）是用于收集和储存操作损失事件数据的集团数据库。该数据库是遵守巴塞尔二号协议要求工作主要的定量数据来源。 The goal of the collection of loss data is to assess the potential impact of large scale loss events across the enterprise. 收集损失数据是为了评价大规模损失事件对集团的潜在影响。 Example of Policies - Operational Loss Data Policy (cont.)政策范例—操作损失数据政策 （续） The Operational Risk Loss Data Collection policy was adopted in late 2004. The primary objectives of the policy are: 2004年制定操作风险损失数据收集政策。该政策的主要目标： To ensure that a significant proportion of the financial consequences arising from operational failures are identified and reported.确保能够确定和报告因操作失败造成的大部分财务后果。 To establish definitions, standards and expectations for the collection of operational loss data.确定操作损失数据收集工作的定义、标准和要求。 To enable consistent measurement of operational risk exposure across the Bank.为以统一的方式对美国银行的操作风险暴露进行计算创造条件。 To provide the business with feedback on the control environment.为业务线提供内控环境方面的反馈。 Loss validation, which is the process of collecting, classifying, reporting and verifying the accuracy of financial consequences resulting from operational loss events, is done on a quarterly basis. 每个季度进行损失核实工作，也就是对操作损失事件造成