Föreskrifter om operativa risker
Margareta Lindahl
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 utsågs både 2012 och 2013 till en av Sveriges bästa arbetsplatser.
Om företaget
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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.”
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Internal Audit (BIS)
Regelverkens interaktion
GL 44 (EBA)
FFFS om SRK FFFS om operativa risker
CRR
CRD IV
FFFS om infosäk.
Sound practices of operational risk (BIS)
1/4 2014
30/4 2012
1/1 2014
~5 %
~5 %
~40 % ~5 % ~45 %
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1/7 2014
1/4 2014 1/4 2014
Regelverkens interaktion
Här hade vi alla hoppats på att en officiell remiss skulle funnits…
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”Bank är människor och IT”
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Otvivelaktigt (1/2)
• riskaptit och riskstrategi • indikatorer KRI • incidenter • processtyrning • IT-system • kontinuitetsrisker
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Otvivelaktigt (2/2)
• personalen • godkännandeprocess
(NPAP) • legala risker inklusive
compliance • rapporteringsvägar • rapporter till styrelsen
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www.transcendentgroup.com
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© Swedbank Author/Administrator Group Operational Risk
Document name Operational Risks - From What to How
Date 2013-10-28
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
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Three main areas
Governance, Risk management and Control • GL44 • SFSA Directives and
guidelines
Capital and Liquidity • Basel 3 • CRR o CRD 4 • SOU 2013 :65
Crisis Management • CMD (EC proposal) • RRP
© Swedbank Author/Administrator Group Operational Risk
Document name Operational Risks - From What to How
Date 2013-10-28
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Good risk culture?
Risk appetite
Tolerance limits
Escalation limits
KRI
Identify Analyze Mitigate communicate Evaluate
© Swedbank Author/Administrator Group Operational Risk
Document name Operational Risks - From What to How
Date 2013-10-28
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From What to How - Our priorities
Alignment, coordination & monitoring
Decreased subjectivity
Simplified and integrated framework
Sustainable risk culture
© Swedbank Author/Administrator Group Operational Risk
Document name Operational Risks - From What to How
Date 2013-10-28
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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
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
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KRIs (example)
IT stability / # of incidents / resolution time
ATM / CDM availability
# Loss / by gross income vs. peers
Customer satisfaction / reputation
Trojans / external crime
HR (staff turnover, health, license etc)
Valuation / collateral / reconciliation
Credit quality and limit breaches
Group Swedish Regions Baltic Banking LCI
© Swedbank Author/Administrator Group Operational Risk
Document name Operational Risks - From What to How
Date 2013-10-28
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Alignment, coordination and monitoring
• Joint system support
• Aligned reporting
process
• Risk based planning
© Swedbank Author/Administrator Group Operational Risk
Document name Operational Risks - From What to How
Date 2013-10-28
Risk based planning
Joint Risk Management and Risk Control activity plan
Current risk exposures
Risk management in
Changes
Recurring activities
Risk Management &
Risk Control
Compliance
Audit
Reconciled with other control functions
© Swedbank Author/Administrator Group Operational Risk
Document name Operational Risks - From What to How
Date 2013-10-28
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Simplified and integrated framework
• Make things easy
• Integrate with business
processes
• From stand alone to organic
© Swedbank Author/Administrator Group Operational Risk
Document name Operational Risks - From What to How
Date 2013-10-28
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Sustainable risk culture
• Roles and mandates
• Risk Academy
• Capital allocation
• Variable Pay
www.transcendentgroup.com
