渣打银行风险分析

StandardCharteredBankGroup 9 Class 4 7CatharineClass 4 9JennyLClass 4 14SarahClass 5 18TomClass 6 11Celina Contribution 100 Contribution 100 Contribution 100 Contribution 100 Contribution 100 CONTENTS IntroductionBackgroundOperationalRiskMethodologiesandtoolsCreditriskMarketriskInterestriskForeigncurrencyriskReputaitonalriskRecommendations InsideofStandardChartered StandardCharteredinShanghai StandardCharteredBank TheintroductionofStandardCharteredBank BackGround Histroy Location Transaction Others NameofStrandardChartered ThenameStandardCharteredcomesfromthenamesofthetwobanksfromwhichitwasformedbymergerin1969 TheCharteredBankofIndia AustraliaandChina andStandardBankofBritishSouthAfrica IntroductionofStandardChartered BritishmultinationalbankingandfinancialservicescompanyHeadquarteredinLondon UnitedKingdomBeganinQueenVictoriatimes 1853OpeneditsfirstbranchesinMumbai KolkataandShanghaiin1858StartedissuingHongKongdollerin1862 Charity StandardCharteredsupportsDebateMate aBritishcharitywhichprovidesdebatingandpublicspeakingclassestounderprivilegedchildrenandvisuallyimpairedaroundtheworld StandardCharteredfundedthe2012DebateMateoutreachprograminZambia IntroductionofStandardChartered StandardCharteredhasaprimarylistingontheLondonStockExchangeandisaconstituentoftheFTSE100Index Ithadamarketcapitalisationofapproximately 33billionasof23December2011 the13th largestofanycompanywithaprimarylistingontheLondonStockExchange IthassecondarylistingsontheHongKongStockExchangeandtheNationalStockExchangeofIndia ItslargestshareholderistheGovernmentofSingapore ownedTemasekHoldings OperationalRiskofChartered IntroductiontotheoperationalriskofCharteredBankTheoperationalriskmanagement Operationalriskmanagementframework Theframeworkadoptedbythegroupsetsoutastructuredandconsistentapproachforthemanagementofoperationalriskacrossthegroup Managingoperationalrisk Independentmonitoringofoperationalriskoccursthroughanumberoffunctionswithinthegroup sriskdivisions includingbusinesscontinuityandinformationriskmanagement legal groupfinancialcrimecontrolandoperationalriskgovernance OperationalRiskManagement Theoperationalriskmanagementframeworkincludesqualitativeandquantitativemethodologiesandtoolstoassistmanagementtoidentify assessandmonitoroperationalrisksandtoprovidemanagementwithinformationfordeterminingappropriatecontrolsandmitigatingmeasures Thesemethodologiesandtoolsinclude 1 Anincidentdatabaseofoperationalriskevents2 Ariskandcontrolself assessmentprocesstoanalysebusinessactivitiesandidentifyoperationalrisks Riskandcontrolself assessmentsaredesignedtobeforward looking 3 Keyriskindicatorsareusedacrossthegroup Creditrisk 1 CorporateandindividualriskUnlikeotherbanks TheSMEServiceofStandardCharteredBankisattributedtothepersonalbankingbusiness ratherthancorporatebanking StandardCharteredBankpaymoreattentiontolendingtoSMEs TheseSMEsownhigherrisksthanlargeenterprises ItalsomakesthecreditriskassumedbytheStandardCharteredBankislargerthantheotherbanksfocusonlargecorporateloans Howtoreducetheserisks Creditrisk Riskmanagementmeasures 1 Usingtheinternalratings basedapproachtocalculatecreditriskcapital 2 Collateral creditinsurance creditderivativesusedtoreduceanyaccountcustomerorportfoliocreditlosses Andtoassessthereliabilityofthesetools 3 Aclearsetofprocedurestoensurethatthevalueoftheunderlyingcollateralproperlyrecordedandpromptlyupdate 4 Thecoexistenceofcollectiveapprovalandindividualapproval 5 Establisheda5CSprincipleoflendingtoSMEsfinancingapproval 6 TheinternalofStandardCharteredBankhasalsoestablishedascoringsystem Creditrisk 2 Liquidityrisk Riskmanagementmeasures 1 LiquidityriskismanagedbytheAssetandLiabilityCommittee 2 StandardCharteredBank spolicyistomaintainsufficientliquidityatanytimeaswellashavetheabilitytorepaymaturingdebt 3 Holdsalargenumberofsecuritiesonthemarket mainlygovernmentbondsandbanknotes inthecrisisappearstobediscounted 4 Developaliquiditystressscenario 5 Closeattentiontocustomerdeposits 6 Throughtheprofessionalmarkettoseekadditionalfunds Creditrisk Creditrisk TheeffectivenessofthemeasuresandpotentiallydangerousEffectiveness Overtheyears theStandardCharteredBanktotalloansrising butthenon performingloanratiohasremainedatarelativelysafelevel SMEloanscreateconsiderableincomeforthebank thebankhasexperiencednineyearsofrecordprofits StandardCharteredBankvaluedsmallandmediumreasonsbusinessesandemergingindustriesPotentiallydangerous Inrecentyears theimpactoftheeconomiccrisiscontinues theemergingmarketmacroeconomicslowdown emergingmarketsarethelifebloodofthebank StandardCharterednon performingloansandimpairmentlossesonloanssurgedthisyear TherearecommentsthatthegrowthoftheStandardCharteredBankfairytaleisperhapsnolonger Thisalsoshowsthatthereisaconsiderableriskoflendingtoemergingindustriesandsmallandmedium sizedenterprisesandwiththefluctuationsintheeconomy itsgreaterimpact Marketrisk Thebankthinkmarketriskcanproduceprofitorloss thatbecausefinancialmarket sinterestrateandpriceofadversechange Thebank smarketriskmainlyfromthecustomerleadthebussiness Thebankdrawupmarketriskpolicyandprogramforsatisfythecustomer srequestandgetbalancewithpayoff Thetechniquesusedtomeasureandcontrolmarketriskinclude value at risk VaR stresstests sensitivityanalysis othermarketriskmitigants annualnetinterestincomeatrisk economicvalueofequity economiccapital Marketrisk Interestrisk Thebank sinterestriskincludedealingriskandnon tradingstructuredinterestrisk Structuralinterestriskcomefromcommercialbank sassetsandliabilitiesofdifferent Thebankhavedrewupmanyprinciples policyandtechnologyformanageinterestrisk Interestriskismanagedbyasset liabilitycommittee Frameworkandgovernance Thegroup sapproachtomanaginginterestriskisgovernedbytheapplicablelawsandregulations andisguidedbyinternationalbestpracticeandthecompetitiveenvironmentinwhichthegroupoperates Interestrisk Foreigncurrencyrisk Thegroup sprimaryexposurestoforeigncurrencyriskariseasaresultofthetranslationeffectonthegroup snetassetsinforeignoperations intra groupforeigndenominateddebtandforeigndenominatedcashexposures Reputationalrisk Ourreputationisoneofourmostimportantassetsandthereforeitisimportanttounderstandtheimplicationsofputtingour Reputation atrisk Toprotectourgoodreputationweneedtoensurethatweareseentoconductbusinessactivitiesinamannerthatisinlinewiththerequirementsorexpectationsofallourkeystakeholders TherecommendationsofriskmanagementaboutStandardCharteredBank StandardCharteredBankloanfinancingforSMEsshouldestablishastrictvettingprinciples 1 theconductofthemajorshareholdersoftheborrowerandrepaymentability2 creditrating3 thefirm scashflowandfinancialstatementsInadditiontothesefourpointsisthemostimportantisthecollateral whichisthemostimportantfactoroftheloan Salesstaffduringthefinancialderivativessales thecustomermustbetheappropriatetestofknowledgeandabilitytounderstandfinancialderivativesshouldnotbesellingsuchproducts ifcustomersdonotunderstandthis Inviewofthissituation thebankshouldtakethefollowingriskmanagementmeasures 1 Strictimplementationofthecustomertotesttheadaptabilityoftherelatedfinancialderivativeproducts ifthenon complianceonthefirmnottosellrelatedproducts 2 Oncecausedmoreproblemsduetocustomerdissatisfaction thereactionrateriskbecomecritical thebanksarerequiredtorespondtocustomercomplaintspromptlyandreasonably ThethreeRiskmanagementlineofdefense Thefirstlineofdefensefromthegrass rootsbusinesslevels 1 Settheemergencycallmechanismriskmanagement emergencyresponsesystem 2 Eachnodeofthestaffintheemergencycallmechanismnotonlyfamiliarwiththeirownbusiness butalsotopeoplefamiliarwithhisbusinesswithinmustpredictemergenciesandknowwhoisgoingtodealwith 3 Inthewholeemergencycallmechanisminthesystematanytimetowaitforinstructions eachnodeexceptforresponsiblepersonnelalsobackupperso