人工智能取代交易员:不可忽视的模型风险

The Replacement of Trader by Artificial Intelligence: A Model Risk Deserving Attention

人工智能基于海量数据和复杂的机器学习算法,实质上是算法和建模对传统银行经营管理行为的替代。近年来,模型在商业银行经营管理中应用的广度不断拓展、深度不断提高,大幅提升了商业银行的智慧化水平。但随着模型在商业银行经营管理领域的广泛应用,由于本身的局限性(模型质量问题和模型管理问题),模型风险已成为商业银行面临的重要风险类型,对银行经营和整个金融体系的稳定性产生了重大冲击和影响。为此,监管部门应及早健全并强化对商业银行模型风险的监管要求,加快发展监管科技,应对金融科技加速应用带来的挑战;商业银行应将模型风险提升到战略层面,强化对模型风险的评估和研究,从战略高度加强模型风险管理,有效发挥模型的长处而避免其可能带来的系统性影响。

Based on mass data and complicated machine learning algorithm,the essence of artificial intelligence(AI)is the replacement of the traditional bank operation and management by algorithm and model building.In recent years,models have been applied in the operation and management of banks with increased breadth and depth,greatly elevating the smart level of commercial banks.However,with the wide application of models in commercial banks’operation and management and due to the limitations of models(quality and management problems),the model risk has become an important type of risk facing commercial banks and caused huge impact and influence to the operation of banks and the stability of the whole financial system.Therefore,the regulators should complete and strengthen the regulation requirement on the model risk of commercial banks as soon as possible and speed up the development of regulation technology to face the challenge of accelerated application of financial technology.Commercial banks should elevate the model risk to the strategic level,strengthen the evaluation and study on model risk and intensify the management of model risk from a strategic viewpoint,so as to effectively leverage the strength of the model and avoid its possible systemic impact.