澳大利亚商业银行风险管理
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ASIA-PACIFIC DEVELOPMENT CENTRE
WORKSHOP ON RISK MANAGEMENT IN COMMERCIAL BANKS SHANGHAI, 20/21ST DECEMBER 2005
VI: 澳大利亚商业银行风险管理 发言人： 发言人：Ken Waller, 澳洲联邦银行高级顾问
11
7. Implementing Basel II – Australia’s
experience 澳洲实施新巴塞尔协议的经验
• Banks supervised under Basel I capital adequacy requirements and move to Basel II is seen as a logical and constructive advance 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。 • Basel II framework widely supported by banks and by regulatory authorities 新巴塞尔协议框架得到了银行业和监管部门的广泛认同 • To be implemented on 1 January 2008 将在2008 年１月１日实施
9
5. Major risk management challenges 风险管理面临的主要挑战
complacency arising from strong economic environment 强劲的经济发展环境导致了自我满足心态的滋生 new technology and outsourcing 新科技的涌现和外包服务的兴起 competition, and for individual banks maintaining and growing market share 银行需要维持和扩大市场份额 operational risks 操作风险 governance and skills base 治理和技术基础 regulatory risk 监管风险
1
Agenda 综述
Why risk management is critical to good banking 风险管理对于银行经营的重要性 2. Summary of key risks impacting on banks 银行业面临的主要风险 3. Australia’s economic environment 澳洲经济环境 4. Australia – financial regulatory approach 澳洲金融监管体系 5. Major risk management challenges 风险管理面临的挑战 6. Responses to risk challenges 应对挑战 7. Implementing Basel II – Australia’s experience 澳洲实施新巴塞尔协议的经验 8. Challenges in implementing Basel II 新巴塞尔协议面临的挑战 9. Benefits from strengthened risk management 深化风险管理的益处 10. Conclusions 结论
4
3.Australia’s economic environment 澳洲经济环境
• Relevant in context of risk management与风险管理相关联的经济环境 - continuing a long period of relatively strong economic growth 经济发展在较长时间内保持稳健 - low inflation 低通货膨胀 - budgets in surplus – strong fiscal outlook 预算盈余- 乐观的财政前景 - solid global outlook – with risks 全球前景稳定 • Good banking sector: profitable, well capitalised, low non-performing loans – highly competitive 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
7
4.3 Australia – financial regulatory approach
(continued) 澳洲金融监管体系（ 澳洲金融监管体系（续）
• Australian Competition and Consumer Commission (ACCC), responsible for: 澳大利亚竞争和消费者委员会： - promotion of fair trade in the market place to benefit consumers, business and the community 提倡市场公平交易以使消费者、商业界和社会群体受益 • Banks are subject to and impacted under various laws and regulations to requirements of APRA, RBA, ASIC and ACCC 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
2
1.
1. Why risk management is critical to good banking 风险管理的重要性
• I refer to the comments I made in Session II of this workshop 请参照我在第二讲中所讲的内容 • Summarising: 小节 - fundamental obligation to protect depositors 保护储户的基本义务 - returns to shareholders 回报股东 - vital for confidence in banks/banking system 保持银行业/银行系统信心 - stability for growth and national development 有助于国家经济的稳健发展
8
4.4 Australia - financial regulatory approach
(continued) 澳洲金融监管体系（ 澳洲金融监管体系（续）
• Regulatory structure aims to:监管体系的目的 - provide consistent regulation for similar financial products 统一监管性质相似的金融产品 - be responsive to technological changes and innovations in financial services 负责金融服务的技术更新和产品创新 - achieve competitive neutrality efficient markets, reduced costs to consumers 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 - provide effective regulation of conglomerates 有效的监管金融集团 - be internationally competitive 加强国际竞争力
5
4. Australia – financial regulatory approach 澳洲金融监管体系
• Present system has evolved after a long period of reform 现有体制经历了长期改革演变而来 • Major changes followed the Financial System Inquiry in 1997 1997年“金融体制质询” 引起重大改变 • Led to formation of Australian Prudential Regulatory Authority (APRA) - to supervise all deposit taking institutions (ADIs)and life and general insurance and superannuation 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 • ADIs include banks, building societies, credit unions and other licensed deposit takers 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
3
2. Summary of key risks impacting on banks 银行业面临的主要风险
• Domestic and international economic and political environment 国内国际政治经济环境 • Quality of monetary and budget policies and the legal framework 货币、预算政策和法律框架的有效性 • Global growth outlook, and risks 全球发展前景及风险
10
-
-wk.baidu.com
6.
Responses to risk challenges
应对挑战的措施
Major responses 主要措施 - integrated risk management under strong governance systems 将风险监管纳入有力的管理体系中 - constantly refine credit and modeling processes 不断改进信用和建模流程 - strengthen portfolio quality assurance 加强投资组合质量保证 - stress testing under different scenarios 在不同场景下进行压力测试 - sound procurement policies 良好的采购政策 - business continuity strategies 业务持续发展战略 - skilled board, management and staff 专业的董事会、管理层和员工 - constructive public discussion to remove regulatory overlap 展开建设性的公众讨论以消除重复监管
6
4.2 Australia - financial regulatory approach (continued) 澳洲金融监管体制（续） 澳洲金融监管体制（
• Reserve Bank of Australia (RBA) – central bank, responsible for 澳大利亚储备银行－中央银行 - monetary policy 制定货币政策 - systemic stability 维持金融系统的稳定 - payments system 建立并维护支付系统 and is lender of last resort 最后贷款人 • Australian Securities and Investment Commission (ASIC) – responsible for 澳大利亚证券和投资委员会 - enforcement and regulation of company and financial services laws to protect consumers, investors and creditors 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
12
7.2 Implementing Basel II – Australia’s experience (continued) 澳洲实施新巴塞尔协议的经验（续） • Australian internationally active banks (7 banks) seeking advanced internal rating based status (AIRB) for credit risk and the advanced measurement approach (AMA) for operational risk 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 • Regional banks (around 46) will seek standardised approach 区域性银行（约46家）将采用标准法
WORKSHOP ON RISK MANAGEMENT IN COMMERCIAL BANKS SHANGHAI, 20/21ST DECEMBER 2005
VI: 澳大利亚商业银行风险管理 发言人： 发言人：Ken Waller, 澳洲联邦银行高级顾问
11
7. Implementing Basel II – Australia’s
experience 澳洲实施新巴塞尔协议的经验
• Banks supervised under Basel I capital adequacy requirements and move to Basel II is seen as a logical and constructive advance 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。 • Basel II framework widely supported by banks and by regulatory authorities 新巴塞尔协议框架得到了银行业和监管部门的广泛认同 • To be implemented on 1 January 2008 将在2008 年１月１日实施
9
5. Major risk management challenges 风险管理面临的主要挑战
complacency arising from strong economic environment 强劲的经济发展环境导致了自我满足心态的滋生 new technology and outsourcing 新科技的涌现和外包服务的兴起 competition, and for individual banks maintaining and growing market share 银行需要维持和扩大市场份额 operational risks 操作风险 governance and skills base 治理和技术基础 regulatory risk 监管风险
1
Agenda 综述
Why risk management is critical to good banking 风险管理对于银行经营的重要性 2. Summary of key risks impacting on banks 银行业面临的主要风险 3. Australia’s economic environment 澳洲经济环境 4. Australia – financial regulatory approach 澳洲金融监管体系 5. Major risk management challenges 风险管理面临的挑战 6. Responses to risk challenges 应对挑战 7. Implementing Basel II – Australia’s experience 澳洲实施新巴塞尔协议的经验 8. Challenges in implementing Basel II 新巴塞尔协议面临的挑战 9. Benefits from strengthened risk management 深化风险管理的益处 10. Conclusions 结论
4
3.Australia’s economic environment 澳洲经济环境
• Relevant in context of risk management与风险管理相关联的经济环境 - continuing a long period of relatively strong economic growth 经济发展在较长时间内保持稳健 - low inflation 低通货膨胀 - budgets in surplus – strong fiscal outlook 预算盈余- 乐观的财政前景 - solid global outlook – with risks 全球前景稳定 • Good banking sector: profitable, well capitalised, low non-performing loans – highly competitive 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
7
4.3 Australia – financial regulatory approach
(continued) 澳洲金融监管体系（ 澳洲金融监管体系（续）
• Australian Competition and Consumer Commission (ACCC), responsible for: 澳大利亚竞争和消费者委员会： - promotion of fair trade in the market place to benefit consumers, business and the community 提倡市场公平交易以使消费者、商业界和社会群体受益 • Banks are subject to and impacted under various laws and regulations to requirements of APRA, RBA, ASIC and ACCC 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
2
1.
1. Why risk management is critical to good banking 风险管理的重要性
• I refer to the comments I made in Session II of this workshop 请参照我在第二讲中所讲的内容 • Summarising: 小节 - fundamental obligation to protect depositors 保护储户的基本义务 - returns to shareholders 回报股东 - vital for confidence in banks/banking system 保持银行业/银行系统信心 - stability for growth and national development 有助于国家经济的稳健发展
8
4.4 Australia - financial regulatory approach
(continued) 澳洲金融监管体系（ 澳洲金融监管体系（续）
• Regulatory structure aims to:监管体系的目的 - provide consistent regulation for similar financial products 统一监管性质相似的金融产品 - be responsive to technological changes and innovations in financial services 负责金融服务的技术更新和产品创新 - achieve competitive neutrality efficient markets, reduced costs to consumers 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 - provide effective regulation of conglomerates 有效的监管金融集团 - be internationally competitive 加强国际竞争力
5
4. Australia – financial regulatory approach 澳洲金融监管体系
• Present system has evolved after a long period of reform 现有体制经历了长期改革演变而来 • Major changes followed the Financial System Inquiry in 1997 1997年“金融体制质询” 引起重大改变 • Led to formation of Australian Prudential Regulatory Authority (APRA) - to supervise all deposit taking institutions (ADIs)and life and general insurance and superannuation 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 • ADIs include banks, building societies, credit unions and other licensed deposit takers 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
3
2. Summary of key risks impacting on banks 银行业面临的主要风险
• Domestic and international economic and political environment 国内国际政治经济环境 • Quality of monetary and budget policies and the legal framework 货币、预算政策和法律框架的有效性 • Global growth outlook, and risks 全球发展前景及风险
10
-
-wk.baidu.com
6.
Responses to risk challenges
应对挑战的措施
Major responses 主要措施 - integrated risk management under strong governance systems 将风险监管纳入有力的管理体系中 - constantly refine credit and modeling processes 不断改进信用和建模流程 - strengthen portfolio quality assurance 加强投资组合质量保证 - stress testing under different scenarios 在不同场景下进行压力测试 - sound procurement policies 良好的采购政策 - business continuity strategies 业务持续发展战略 - skilled board, management and staff 专业的董事会、管理层和员工 - constructive public discussion to remove regulatory overlap 展开建设性的公众讨论以消除重复监管
6
4.2 Australia - financial regulatory approach (continued) 澳洲金融监管体制（续） 澳洲金融监管体制（
• Reserve Bank of Australia (RBA) – central bank, responsible for 澳大利亚储备银行－中央银行 - monetary policy 制定货币政策 - systemic stability 维持金融系统的稳定 - payments system 建立并维护支付系统 and is lender of last resort 最后贷款人 • Australian Securities and Investment Commission (ASIC) – responsible for 澳大利亚证券和投资委员会 - enforcement and regulation of company and financial services laws to protect consumers, investors and creditors 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
12
7.2 Implementing Basel II – Australia’s experience (continued) 澳洲实施新巴塞尔协议的经验（续） • Australian internationally active banks (7 banks) seeking advanced internal rating based status (AIRB) for credit risk and the advanced measurement approach (AMA) for operational risk 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 • Regional banks (around 46) will seek standardised approach 区域性银行（约46家）将采用标准法