新BIS规范（Basel II）及亚太地区金融机构的因应对策

Abstract

This Financial Insights report is a sequel to our 2006 Basel II publication (see Basel II and Risk Management Survey of Asian Banks: Has a Risk Culture Taken Root?, Financial Insights #FIN204546, December 2006) on institutions' change management programs for risk management. With the initial excitement long faded and deliberation on the finer points of Basel II being ironed out, banks are progressing toward fine-tuning their implementations in preparation for looming datelines. This report attempts to capture the extent of groundwork to date for Pillars 1 and 2. Respondents also shed light on their risk-spending patterns and on how these Basel initiatives are driving operational and strategic value. We also propose prescriptions for getting banks' risk management implementation up to speed and make suggestions for vendors playing in this space.

"With these updated findings, we are able to track the industry' s risk implementation over the last two years and provide a useful benchmarking tool for industry practitioners," said Li-May Chew, CFA, senior research manager for Financial Insights' Asia/Pacific Insurance Advisory Service.

Table of Contents

• Table of Contents
• Financial Insights Opinion
• In This Report
  • Methodology
• Situation Overview
• Table: Basel II Credit Risk Implementation Schedule for Asia/Pacific
  • Pillar 1: Quantitative Minimum Capital Requirements
    • Credit Risk
    • Figure: Current and Planned Regulatory Capital Frameworks for Credit Risk
    • Figure: Credit Risk Management-Related Technologies/Methodologies Implemented
    • Figure: Investment Priority of Credit Risk Capabilities
    • Figure: Implementation Challenges for Credit Risk
    • Operational Risk
    • Figure: Current and Planned Regulatory Capital Frameworks for Operational Risk
    • Figure: Operational Risk Management Technologies/Methodologies Implemented
    • Figure: Investment Priority of Operational Risk Capabilities
    • Figure: Implementation Challenges for Operational Risk
  • Pillar 2: Qualitative Supervisory Review Process
  • Figure: Current Status of Formal Pillar 2 Project
  • Figure: Key Impediments Preventing Quicker Adoption for Pillar 2
  • Figure: Need for Alternative Tools to Conduct the Internal Capital Adequacy Assessment for Pillar 2
  • Figure: Highest-Priority Risks Under Pillar 2
  • Figure: Role of Pillar 2' s Internal Capital Adequacy Assessment in Facilitating Key Business Decisions
  • Investment Estimates
  • Figure: Estimated Basel II Spend for the Entire Implementation Period
  • Figure: Estimated Systems Investment Share of Spend
  • Figure: Systems Procurement Method
• Future Outlook
  • Business Benefit from Basel II
  • Figure: Major Anticipated Benefits of Basel II Adoption
  • Figure: Business Processes Involving the Group Risk Management Committee
    • Enterprise Risk Management
    • Figure: Adoption of ERM Programs
    • Figure: Respondents' ERM Priorities
• Essential Guidance
  • Actions for Financial Institutions
  • Actions for Vendors
• Learn More
  • Related Research
  • Appendix: Respondent Demographics
  • Figure: Respondents by Region
  • Figure: Respondents by Organizational Asset Size, FY07
  • Figure: Respondents by Organization' s Primary Business Activity
  • Figure: Presence of a Chief Risk Officer
  • Figure: Direct Reporting Line of the CRO
  • Synopsis