25. 预期损失,非预期损失,灾难性损失For which reserves
should be held
2损失密度函数无损失预期损失灾难性损失99.93%的置信区间非预期损失For which economic capital
should be held
protecting against unexpected
credit lossesPotential “Unexpected” Loss
against which it will be too
expensive to hold equity
34. 操作风险管理实例前台
People Risk High
Process Risk Low
Model Risk High
Booking Risk Low
System Risk Low
Strategic Risk Low
Total Medium后台
People Risk Low
Process Risk High
Model Risk Low
Booking Risk High
System Risk Low
Strategic Risk Low
Total Medium-
38. 操作风险管理实例Activity 1
1. Process – Documentation/Contract
2. Process – Transaction Process Failures
3. Management Information/Data Integrity(NA)
Activity 2
4. Technology – Business Continuity
5. People – Capability and Learning
6. People – Work-Life Balance
7. People – Inadequate or Loss of People Resources
8. Process- Valuation/Model
9. Process- Transaction Processing
10. Reputation
Activity 3
11. Process – Valuation/Model