《风险监控指标-KRI》由会员分享，可在线阅读，更多相关《风险监控指标-KRI（23页珍藏版）》请在金锄头文库上搜索。
1、Key Risk IndicatorBy LingliStructureoDefinition and character of KRIoKRI construction oKRI analysis oExample of KRI libraryoKRI in risk management report systemWhat is an Indicator?pMetric something observed or calculated that is used to show the presence or state of a condition or trend; an instrum
2、ent or gauge that measures something and registers the measurement; something such as a light, sign, or pointer that gives information, for example about which direction to followoKRI Key Risk IndicatoroKPI Key Performance IndicatoroKCI Key Control IndicatoroKMI Key Management IndicatorOverall, pref
3、er the general term “indicator”What is a Risk Indicator?oRisk indicators are related to risks ,and usually monitored over timeoFor example, Late trade reprocessing in an international Bank X in May 2004: London 9%, New York 10%, Singapore 9%oIn which branch do we have a problem?What is a Risk Indica
4、tor?oSo, Singapore is the problem! Is it?oCompare the volume and percentageabsolute numbersData without context may not expose the entire problem!relative numbers0%5%10%15%FebMarAprMayLate Trade ReprocessingLondonNew YorkSingaporeWhat is a Key Risk Indicator?oOnce the various elements of risk are de
5、fined, the key components of each risk can be identified. It is possible that key components/relationships can be identified that will comprise “key risk indicators.” oException reporting on the key risk indicators can be the trigger for management action to address the problem and prevent losses.Wh
6、at is a Key Risk Indicator?pSet a risk indicator for important risk points, and set for the indicator rangepreport the indicator value、 trend and other necessary parameter to the proper managerpwatch、 analysis、predict the indicator ,get the important hint for its changepgrasp the risk event and risk
7、 information to prevent the potential loss.Character of KRIEffectiveness:oProvide useful management information, It can warn the potential lossoIt has its own rangeoCan be measurable at specific points in timeoReflect objective measurement rather than subjective judgment oTrack at least one aspect o
8、f the loss profile or event history such as frequency, average severity, cumulative lossCharacter of KRIComparability:oBe quantified as an amount, a percentage or a ratiooBe a reasonably precise and definite quantity oBe comparable across businesses and institutionsoBe reported with primary values a
9、nd be meaningful without interpretation to some more subjective measureoBe auditableExample of KRIoFor example, a mortgage business may find that when applications exceed a certain number per processor, several negative consequences may exist:nIncrease in error rate causing reworking applicationsnUn
10、caught errors resulting in increased required buybacks under warranty clausesnIncreased fraud lossesExample of KRIoA reporting mechanism could be provided that would identify out of compliance key risk indicators on a daily basis:Example of KRIoOnce the indicator is out of its range, management can
11、address the problemnBring in additional processorsnRaise pricing to slow down incomingnKRI ConstructionoBy ProcessnFind risks in different processes of a corporation, each of them may contribute a potential loss oBy important (key) risknFor company which have been carried out risk identify, KRI can
12、be constructed by important risk nTwo or three KRIs for a important risk is betternWith the change of important risk ,KRI will be redesigned and consummatedKRI ConstructionKRI ConstructionKRI Analysis oState analysisoTrend analysisoStructure analysisoReason analysisExample of KRI libraryExample of K
13、RI liabraryKRI in risk management report system 第三层：team/individual objectivePlanned responseKey Risk IndicatorsTarget (“Green“) RangeAttention (“Yellow“ range)Action (“Red“ range)SW ObjectiveReduce TurnoverTurnover rate5 - 10%10 - 15%15% +HR Department planned response Define and agree career progr
14、ession plan for all SMsCareer plan progressCompleted by 1 March X0Completed by 1 April X0Completed after 1 April X0Carry out salary surveySurvey completionCompleted by 1 Feb X0Completed by 15 Feb X0Completed after 15 Feb X0Difference between actual salaries and survey salaries+ 5 to +10%+10% to +15%
15、 or 0% to +5%Greater than +15% or less than 0%第二层：department objectiveDivisional Reponsibilities / Proritisation between divisionsRisksLevel 2 ObjectiveTypeClassImpactProbabilityMarketing & SalesSWIMActuarialClient ServiceHRInvestment target - better than index performance for fundsOperationalLoss o
16、f key peopleCareer progression plan - Responsibility - JSSalary survey - Responsibility - GHPortfolioLack of knowledge of overseas marketsEstablish JVs - Responsibility OS第一层：corporation obejectiveDivisional Reponsibilities / Proritisation between divisionsRisksLevel 1 ObjectiveTypeClassMarketing & SalesSWIMActuarialClient ServiceHREAP targetsPortfolioPoor investment performanceInvestment targets - better th
