澳大利亚商业银行风险管理

1ASIA-PACIFICDEVELOPMENTCENTREWORKSHOPONRISKMANAGEMENTINCOMMERCIALBANKSSHANGHAI,20/21STDECEMBER2005VI: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2Agenda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3.Australia’seconomicenvironment澳洲经济环境4.Australia–financialregulatoryapproach澳洲金融监管体系5.Majorriskmanagementchallenges风险管理面临的挑战6.Responsestoriskchallenges应对挑战7.ImplementingBaselII–Australia’sexperience澳洲实施新巴塞尔协议的经验8.ChallengesinimplementingBaselII新巴塞尔协议面临的挑战9.Benefitsfromstrengthenedriskmanagement深化风险管理的益处10.Conclusions结论31.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42.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53.Australia’seconomicenvironment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-budgetsinsurplus–strongfiscaloutlook预算盈余-乐观的财政前景-solidglobaloutlook–withrisks全球前景稳定•Goodbankingsector:profitable,wellcapitalised,lownon-performingloans–highlycompetitive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64.Australia–financialregulatoryapproach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74.2Australia-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84.3Australia–financialregulatoryapproach(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94.4Australia-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105.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116.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127.ImplementingBaselII–Australia’sexperience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１月１日实施137.2ImplementingBaselII–Australia’sexperience(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（７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147.3ImplementingBaselII–Australia’sexperience(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•Betteralignsregulatorycapitalwithbanks’assessmentofeconomiccapital将监管资本与银行对经济资本的评估本更好的结合起来•Pr