风险监控指标-kri.ppt

Key Risk Indicator
By Lingli
Structure
Definition and character of KRI
KRI construction
KRI analysis
Example of KRI library
KRI in risk management report system
What is an Indicator?
Metric – something observed or calculated that is used to show the presence or state of a condition or trend; an instrument or gauge that measures something and registers the measurement; something such as a light, sign, or pointer that gives information, for example about which direction to follow
KRI – Key Risk Indicator
KPI – Key Performance Indicator
KCI – Key Control Indicator
KMI – Key Management Indicator
Overall, prefer the general term “indicator”
What is a Risk Indicator?
Risk indicators are related to risks ,and usually monitored over time
For example, Late trade reprocessing in an international Bank X in May 2004:
London 9%, New York 10%, Singapore 9%
In which branch
do we have a
problem?
What is a Risk Indicator?
So, Singapore is the problem! Is it?
Compare the volume and percentage
absolute numbers
Data without context may not expose the entire problem!
relative numbers
0%
5%
10%
15%
Feb
Mar
Apr
May
Late Trade Reprocessing
London
New York
Singapore
What is a Key Risk Indicator?
Once the various elements of risk are defined, the ponents of each risk can be identified. It is possible that ponents/relationships can be identified that prise “key risk indicators.”
Exception reporting on the key risk indicators can be the trigger for management action to address the problem and prevent losses.
What is a Key Risk Indicator?
Set a risk indicator for important risk points, and set for the indicator range
report the indicator value、trend and other necessary parameter to the proper manager
watch、 analysis、predict the indicator ,get the important hint for its change
grasp the risk event and risk information to prevent the potential loss.
Character of KRI
Effectiveness:
Provide useful management information, It can warn the potential loss
It has