Operational Risk咩黎架?

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Operational Risk(我譯作營運風險)係金融業中嘅重要風險管理概念,當中概括左同詐騙、違規交易、失實產品銷售、電腦系統失靈及cyberattack等經營管理錯失,可能對銀行或金融機構造成嘅損失。

紐約聯儲銀行近日有篇網誌《Coming Terms with Operational Risk》,就簡單介紹Operational Risk相關嘅金融規管歷史。Operational Risk概念係1990年代興起,特別係1995年英國霸菱銀行(Barings Bank)因為交易員Nick Leeson執行左一批無獲授權嘅交易,而損失13億美元並最終倒閉收場。自此金融規管就重視Operational Risk嘅角色,Basel II 更正式係1998年引入呢個概念,並係之後一年建議要銀行要就Operational Risk提高資本充足要求。

自此Operational Risk嘅概念多次進化,例如係2004年Basel II 將之定義為「the risk of loss resulting from inadequate or failed internal processes, people and systems or from external events」,即係內部、人事及系統管理不善帶黎嘅損失風險,但之後嘅修訂就將名譽風險(Reputational Risk)及策略相關風險(Strategic Risk)拎走,但就加入司法風險。而之後Basel亦繼續為不同事故及營業工種相關風險分類,令銀行可以更易計算相關風險。

現時Operational Risk佔美國銀行嘅資本充足要求一個相當重要部份,按NY Fed網誌指至2017年底,Operational Risk佔大營銀行總資本要求28%,相比另外兩類需應付資本充足要求嘅風險Market Risk及Credit Risk(分佔6%及66%),可見係第二重要資本要求之源。

網誌原文:

Coming to Terms with Operational Risk Liberty Street Economics

The term “operational risk” often evokes images of catastrophic events like hurricanes and earthquakes. For financial institutions, however, operational risk has a broader scope, encompassing losses related to fraud, rogue trading, product misrepresentation, computer and system failures, and cyberattacks, among other things.

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