操作风险管理的记分卡法框架研究

A Scorecard Framework in Operational Risk Management

记分卡系统通过因果关系分析,能够建立有效的关键风险指标体系,并将专家主观判断与量化分析相结合,以实施风险的度量和预测,进行风险的控制模拟。论文针对操作风险的特点设计了一套基于记分卡的操作风险管理框架,完整地提出了操作风险记分卡的内容,包括视角、目标、指标体系、方案和实施顺序等要素。详细说明了记分卡系统的建立过程、要点和应该注意的问题,并给出了具体例子。

This paper argues that when the specific nature of operational risk is given, an enterprise-wide scorecard framework is required. In such a framework, leading indictors and expert experience can be used to measure and forecast the risk, and the risk-control simulation based on the scorecard database can also be realized. The scorecard approach focuses on giving directionally correct incentives to change the behavior at the front line, but not on having a perfect model in the back room. The author introduces a set of methods for each of the basic steps in such a framework which has not been documented in previous work. The proposed framework consists of perspectives, objectives, measures, initiatives and the order to implement them. Illustrations are given to describe those key points which should be paid enough attention to.