澳大利亚商业银行风险管理.ppt

1,ASIA-PACIFICDEVELOPMENTCENTREWORKSHOPONRISKMANAGEMENTINCOMMERCIALBANKSSHANGHAI,20/21STDECEMBER2005,VI:澳大利亚商业银行风险管理发言人：KenWaller,澳洲联邦银行高级顾问,2,Agenda综述,1.Whyriskmanagementiscriticaltogoodbanking风险管理对于银行经营的重要性2.Summaryofkeyrisksimpactingonbanks银行业面临的主要风险Australiaseconomicenvironment澳洲经济环境4.Australiafinancialregulatoryapproach澳洲金融监管体系Majorriskmanagementchallenges风险管理面临的挑战6.Responsestoriskchallenges应对挑战7.ImplementingBaselIIAustraliasexperience澳洲实施新巴塞尔协议的经验ChallengesinimplementingBaselII新巴塞尔协议面临的挑战Benefitsfromstrengthenedriskmanagement深化风险管理的益处Conclusions结论,3,1.Whyriskmanagementiscriticaltogoodbanking风险管理的重要性,IrefertothecommentsImadeinSessionIIofthisworkshop请参照我在第二讲中所讲的内容Summarising:小节-fundamentalobligationtoprotectdepositors保护储户的基本义务-returnstoshareholders回报股东-vitalforconfidenceinbanks/bankingsystem保持银行业/银行系统信心-stabilityforgrowthandnationaldevelopment有助于国家经济的稳健发展,4,2.Summaryofkeyrisksimpactingonbanks银行业面临的主要风险,Domesticandinternationaleconomicandpoliticalenvironment国内国际政治经济环境Qualityofmonetaryandbudgetpoliciesandthelegalframework货币、预算政策和法律框架的有效性Globalgrowthoutlook,andrisks全球发展前景及风险,5,3.Australiaseconomicenvironment澳洲经济环境,Relevantincontextofriskmanagement-与风险管理相关联的经济环境-continuingalongperiodofrelativelystrongeconomicgrowth经济发展在较长时间内保持稳健-lowinflation低通货膨胀-budgetsinsurplusstrongfiscaloutlook预算盈余-乐观的财政前景-solidglobaloutlookwithrisks全球前景稳定Goodbankingsector:profitable,wellcapitalised,lownon-performingloanshighlycompetitive银行业运作良好-赢利、资本配置合理、不良贷款率低-竞争激烈,6,4.Australiafinancialregulatoryapproach澳洲金融监管体系,Presentsystemhasevolvedafteralongperiodofreform现有体制经历了长期改革演变而来MajorchangesfollowedtheFinancialSystemInquiryin19971997年“金融体制质询”引起重大改变LedtoformationofAustralianPrudentialRegulatoryAuthority(APRA)-tosupervisealldeposittakinginstitutions(ADIs)andlifeandgeneralinsuranceandsuperannuation设立澳大利亚金融监管局-监管所有授权存款机构(ADIs)、人寿和一般保险、以及退休金体制ADIsincludebanks,buildingsocieties,creditunionsandotherlicenseddeposittakers授权存款机构(ADIs）包括银行、建筑资金融资合作社、信用合作社以及其它授权存款机构,7,4.2Australia-financialregulatoryapproach(continued)澳洲金融监管体制（续）,ReserveBankofAustralia(RBA)centralbank,responsiblefor澳大利亚储备银行中央银行-monetarypolicy制定货币政策-systemicstability维持金融系统的稳定-paymentssystem建立并维护支付系统andislenderoflastresort最后贷款人AustralianSecuritiesandInvestmentCommission(ASIC)responsiblefor澳大利亚证券和投资委员会-enforcementandregulationofcompanyandfinancialserviceslawstoprotectconsumers,investorsandcreditors执行公司法及金融法规以保护消费者、投资者和债权人的利益,8,4.3Australiafinancialregulatoryapproach(continued)澳洲金融监管体系（续）,AustralianCompetitionandConsumerCommission(ACCC),responsiblefor:澳大利亚竞争和消费者委员会：-promotionoffairtradeinthemarketplacetobenefitconsumers,businessandthecommunity提倡市场公平交易以使消费者、商业界和社会群体受益BanksaresubjecttoandimpactedundervariouslawsandregulationstorequirementsofAPRA,RBA,ASICandACCC为达到监管机构的要求，银行受到APRA、RBA、ASIC和ACCC多种法律和规章的制约及影响,9,4.4Australia-financialregulatoryapproach(continued)澳洲金融监管体系（续）,Regulatorystructureaimsto:监管体系的目的-provideconsistentregulationforsimilarfinancialproducts统一监管性质相似的金融产品-beresponsivetotechnologicalchangesandinnovationsinfinancialservices负责金融服务的技术更新和产品创新-achievecompetitiveneutralityefficientmarkets,reducedcoststoconsumers在市场竞争中保持中立地位，提升市场效率，为消费者节省开支-provideeffectiveregulationofconglomerates有效的监管金融集团-beinternationallycompetitive加强国际竞争力,10,5.Majorriskmanagementchallenges风险管理面临的主要挑战,complacencyarisingfromstrongeconomicenvironment强劲的经济发展环境导致了自我满足心态的滋生newtechnologyandoutsourcing新科技的涌现和外包服务的兴起competition,andforindividualbanksmaintainingandgrowingmarketshare银行需要维持和扩大市场份额operationalrisks操作风险governanceandskillsbase治理和技术基础-regulatoryrisk监管风险,11,Responsestoriskchallenges应对挑战的措施,Majorresponses主要措施integratedriskmanagementunderstronggovernancesystems将风险监管纳入有力的管理体系中-constantlyrefinecreditandmodelingprocesses不断改进信用和建模流程-strengthenportfolioqualityassurance加强投资组合质量保证stresstestingunderdifferentscenarios在不同场景下进行压力测试soundprocurementpolicies良好的采购政策businesscontinuitystrategies业务持续发展战略skilledboard,managementandstaff专业的董事会、管理层和员工constructivepublicdiscussiontoremoveregulatoryoverlap展开建设性的公众讨论以消除重复监管,12,7.ImplementingBaselIIAustraliasexperience澳洲实施新巴塞尔协议的经验,BankssupervisedunderBaselIcapitaladequacyrequirementsandmovetoBaselIIisseenasalogicalandconstructiveadvance新巴塞尔协议肯定了旧巴塞尔协议对银行资本充足率的要求，认为这是符合逻辑的，并且是建设性的进步。BaselIIframeworkwidelysupportedbybanksandbyregulatoryauthorities新巴塞尔协议框架得到了银行业和监管部门的广泛认同Tobeimplementedon1January2008将在2008年月日实施,13,7.2ImplementingBaselIIAustraliasexperience(continued)澳洲实施新巴塞尔协议的经验（续）,Australianinternationallyactivebanks(7banks)seekingadvancedinternalratingbasedstatus(AIRB)forcreditriskandtheadvancedmeasurementapproach(AMA)foroperationalrisk澳洲国际活跃银行（家）采用高级内部评级法来衡量信用风险，采用进阶衡量法来计量操作风险Regionalbanks(around46)willseekstandardisedapproach区域性银行（约46家）将采用标准法,14,7.3ImplementingBaselIIAustraliasexperience(continued)澳洲实施新巴塞尔协议的经验（续）,BankssupportBaselII银行支持新巴塞尔协议-alignssupervisoryarrangementwithcreditratingandprocessesinoperationinmostmajorbanksforlast10yearsorso10多年来，一直在监管措施与银行的信用评级和操作流程间协调Betteralignsregulatorycapitalwithbanksassessmentofeconomiccapital将监管资本与银行对经济资本的评估本更好的结合起来Principlesbasedapproachratherthanrules-basedpreferred采用原则导向方法而非准则导向方法,15,8.ChallengesinImplementingBaselII实施新巴塞尔协议面临的挑战,Developinganintegratedapproachtoriskmanagementiscomplexintermsofmanagerialprocessesrequiringaconcertedefforttoimplementbyboardsandmanagement从管理流程角度来讲，开发一种统一协调的风险管理方法是非常复杂的这需要董事会和管理层的通力合作Formostifnotallbanks,itrequiresaconstantupgradeofdata,testingandmodelingformanagingcredit,marketandoperationalrisk对大多数银行来讲，这要求不断更新数据系统、进行信用风险、市场风险和操作风险管理测试以及针对三种风险管理设计模型,16,8.2ChallengesinimplementingBaselII(continued)实施新巴塞尔协议面临的挑战（续）,Changesrequiredtoimprove“culture”要求“文化”的改进Criticalimprovementneededingovernancestructures要求治理结构关键性的改进-inresponsetoBaselII对新巴塞尔协议作出反应-changingcorporateenvironment改变企业环境-SarbanesOxley萨班斯奥克斯利法案,17,9.Benefitsfromstrengthenedriskmanagement深化风险管理的益处,Confidenceinbanksdepositgrowthslowing-butbanksofferingdiversifiedservicestoindividualandcorporateclients,facilitatedbyskilledriskmanagement提升银行信心虽然存款增长缓慢，但是专业化的风险管理有助于银行为个人或公司客户提供多元化的金融服务Andwhilehighlycompetitivefinancialsectorwithnewandmonotypeserviceproviders,banksgenerallycontinuetogrowstrongreturnstoshareholders尽管银行与新出现的服务商或单一服务提供商竞争激烈，总的来讲银行仍在为股东赚取利润,18,9.2Benefitsfromstrengthenedriskmanagement(continued)深化风险管理的益处（续）,Pillar3-betterassessmentbymarketsofbankswithhighqualityriskmanagementsystems支柱银行市场运用高质量的风险管理系统进行更好的评估-shouldleadtolowercostsofcapitalforwellratedbanks对于信用等级高的银行，其资金成本应该降低Enhancescapacityofbankstolendtoriskierbusinessatrightriskpremium提高银行向高风险企业贷款的能力以适当的风险溢价Expectedmodestreductioninoverallregulatorycapitalchargesperhapsapproachingthefloorof90%undertheBaselIIframework期望适当降低总的监管资本要求在新协议框架内可能接近下限的90%,19,9.3Benefitsfromstrengthenedriskmanagement(continued)深化风险管理的益处（续）,Toregionalbanksstandardisedapproach-d