基于作业的商业银行操作风险管理框架:实践者的视角

Activity-Based Operation Risk Management Framework for Commercial Banks: the Perspective of Operators

对无处不在的操作风险进行准确有效的界定、衡量和控制一直是商业银行没能很好解决的问题,原因之一是没能建立一个强有力的风险管理框架。本文从流程管理的角度提出了基于作业的操作风险管理框架(ABORM)。该框架将流程中的“作业”作为银行的基本业务单位,以作业为基础来寻找、确认操作风险驱动因素,进而构建(关键作业,风险动因)组合群。操作风险的衡量和控制都是在这些组合的基础上实现。基于作业的操作风险管理框架能够解决或回答操作风险管理中实践者关心的主要问题,具有较好的有效性和可操作性。

It has always been a hard nut for commercial banks to accurately and effectively delimit, measure and control omnipresent operation risks. One of the reasons is that there lacks a strong risk management framework. In this paper, an activity-based operation risk management framework (ABORM) is offered from the perspective of working flow management. Here, 'activity' is used as a basic business unit to seek and confirm the underlying factors behind operation risk. Groups of key activities and risk factors are established to measure and control operation risks. ABORM can resolve or answer the key issues concerned by operators of operation risk management. It is both effective and operational.