Frukostseminarium om operativa risker 2013-10-28
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The document discusses operational risk management at banks. It covers three main areas: 1) governance, risk management and control frameworks, 2) capital and liquidity requirements, and 3) crisis management. It emphasizes moving from identifying risks to implementing practical risk management approaches, including using key risk indicators (KRI), loss distribution models, and risk-based planning to better monitor and mitigate risks. The goal is to develop a more simplified, integrated and sustainable approach to operational risk management.
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Frukostseminarium om operativa risker 2013-10-28
- 1. Föreskrifter om operativa risker Margareta Lindahl
- 2. Om företaget Hos Transcendent Group möter du erfarna konsulter inom governance, risk and compliance. Våra tjänster skapar trygghet och möjligheter för myndigheter, företag och andra organisationer inom en rad olika branscher. © Transcendent Group Sverige AB 2013 Transcendent Group utsågs både 2012 och 2013 till en av Sveriges bästa arbetsplatser.
- 3. © Transcendent Group Sverige AB 2013 LBF 6:2: ”Ett kreditinstitut skall identifiera, mäta, styra, internt rapportera och ha kontroll över […] de risker som det är eller kan komma att bli exponerat för.”
- 4. Regelverkens interaktion 1/7 2014 Sound practices of operational risk (BIS) Internal Audit (BIS) 1/1 2014 CRD IV ~5 % GL 44 (EBA) CRR 30/4 2012 FFFS om operativa risker FFFS om SRK 1/4 2014 1/4 2014 ~40 % ~45 % FFFS om infosäk. ~5 % 1/4 2014 © Transcendent Group Sverige AB 2013 ~5 %
- 5. © Transcendent Group Sverige AB 2013 Här hade vi alla hoppats på att en officiell remiss skulle funnits…
- 6. © Transcendent Group Sverige AB 2013 ”Bank är människor och IT”
- 7. Otvivelaktigt (1/2) riskaptit och riskstrategi indikatorer KRI incidenter processtyrning IT-system kontinuitetsrisker © Transcendent Group Sverige AB 2013 • • • • • •
- 8. Otvivelaktigt (2/2) © Transcendent Group Sverige AB 2013 • personalen • godkännandeprocess (NPAP) • legala risker inklusive compliance • rapporteringsvägar • rapporter till styrelsen
- 9. © Transcendent Group Sverige AB 2013 www.transcendentgroup.com
- 10. Operational Risk – From What to How Transcendent Group, 28 October 2013 © Swedbank Author/Administrator Group Operational Risk Document name Operational Risks - From What to How Date 2013-10-28
- 11. Three main areas Governance, Risk management and Control • GL44 • SFSA Directives and guidelines © Swedbank Author/Administrator Group Operational Risk Capital and Liquidity • Basel 3 • CRR o CRD 4 • SOU 2013 :65 Document name Operational Risks - From What to How Date 2013-10-28 Crisis Management • CMD (EC proposal) • RRP 11
- 12. Good risk culture? Risk appetite Tolerance limits Escalation limits KRI Identify © Swedbank Author/Administrator Group Operational Risk Analyze Document name Operational Risks - From What to How Mitigate Date 2013-10-28 communicate Evaluate 12
- 13. From What to How - Our priorities Alignment, coordination & monitoring Decreased subjectivity Simplified and integrated framework © Swedbank Author/Administrator Group Operational Risk Document name Operational Risks - From What to How Sustainable risk culture Date 2013-10-28 13
- 14. Decreased subjectivity • LDA model • KRIs • Quantified impact evaluation criteria © Swedbank Author/Administrator Group Operational Risk Document name Operational Risks - From What to How Date 2013-10-28 14
- 15. Loss Distribution Model SEK 800m SEK ~4000m © Swedbank Author/Administrator Group Operational Risk Document name Operational Risks - From What to How Date 2013-10-28
- 16. KRIs (example) IT stability / # of incidents / resolution time Group # Loss / by gross income vs. peers Customer satisfaction / reputation Swedish Regions Baltic Banking ATM / CDM availability HR (staff turnover, health, license etc) Document name Operational Risks - From What to How Credit quality and limit breaches Author/Administrator Group Operational Risk Valuation / collateral / reconciliati on LCI © Swedbank Trojans / external crime Date 2013-10-28 16
- 17. Alignment, coordination and monitoring • Joint system support • Aligned reporting process • © Swedbank Author/Administrator Group Operational Risk Document name Operational Risks - From What to How Date 2013-10-28 Risk based planning 17
- 18. Risk based planning Risk management in Changes Current risk exposures Recurring activities Joint Risk Management and Risk Control activity plan Reconciled with other control functions © Swedbank Author/Administrator Group Operational Risk Compliance Risk Management & Risk Control Document name Operational Risks - From What to How Date 2013-10-28 Audit
- 19. Simplified and integrated framework • Make things easy • Integrate with business processes • © Swedbank Author/Administrator Group Operational Risk Document name Operational Risks - From What to How Date 2013-10-28 From stand alone to organic 19
- 20. Sustainable risk culture • • Document name Operational Risks - From What to How Date 2013-10-28 Capital allocation • Author/Administrator Group Operational Risk Risk Academy • © Swedbank Roles and mandates Variable Pay 20