2005FRM二级基础班_操作风险与弹性_电子阅读版.pdfVIP免费

www.gfedu.net1-310FRM二级培训讲义-基础班操作风险与弹性讲师：MikeyChowwww.gfedu.net2-310TopicWeightingsinFRMPartⅡSessionNO.Content%StudySession1MarketRiskMeasurementandManagement20StudySession2CreditRiskMeasurementandManagement20StudySession3OperationalRiskandResiliency20StudySession4LiquidityandTreasuryRiskMeasurementandManagement15StudySession5RiskManagementandInvestmentManagement15StudySession6CurrentIssuesinFinancialMarket10www.gfedu.net3-310FrameworkOperationalRiskandResiliencyPart1:OperationalRiskManagement(CH1~CH6)Part2:ModelRiskandDataQuality(CH7~CH11)Part3:EconomicCapitalManagementandotherrelatedissues(CH12~CH18)Part4:TheBaselAccord(CH19~CH22)Part5:Cyber-ResilientandOperationalResilience(CH23~CH26)www.gfedu.net4-310Part1OperationalRiskManagementwww.gfedu.net5-310PrinciplesfortheSoundManagementofOperationalRiskChapter1www.gfedu.net6-310Framework1.ThreeLinesofDefense2.11PrinciplesofOperationalRiskManagementwww.gfedu.net7-3101.ThreeLinesofDefense①BusinesslinemanagementBusinesslinemanagementisresponsibleforidentifyingandmanagingtherisksinherentintheproducts,activities,processesandsystemsforwhichitisaccountable.②Functionallyindependentcorporateoperationalriskfunction(CORF)Includetheoperationalriskmeasurementandreportingprocesses,riskcommitteesandresponsibilityforboardreporting.Challengethebusinesslines’inputsto,andoutputsfrom,thebank’sriskmanagement,riskmeasurementandreportingsystems.③Independentreviewandchallengeofthebank’soperationalriskmanagementcontrols,processesandsystems.Thisreviewmaybedonebyauditorbystaffindependentoftheprocessorsystemunderreview,butmayalsoinvolvesuitablyqualifiedexternalparties.www.gfedu.net8-3102.11PrinciplesofOperationalRiskManagement11PrinciplesFundamentalPrinciplesofOperationalRiskManagementPrinciple1,2GovernancePrinciple3,4,5RiskmanagementenvironmentPrinciple6,7,8,9BusinessresiliencyandcontinuityPrinciple10RoleofdisclosurePrinciple11www.gfedu.net9-3102.11PrinciplesofOperationalRiskMan...