根據(jù)美國(guó)道富銀行執(zhí)行副總裁兼首席風(fēng)險(xiǎn)官Andrew Kuritzkes的說法，人類在處理行為問題時(shí)比人工智能和機(jī)器學(xué)習(xí)更有優(yōu)勢(shì)，因此風(fēng)險(xiǎn)專業(yè)工作將較少受到后者的沖擊。
英國(guó)退歐就是一個(gè)典型的行為因素在風(fēng)險(xiǎn)事件中扮演重要角色的例子。另一個(gè)風(fēng)險(xiǎn)事件是，未來房?jī)r(jià)下跌是否會(huì)導(dǎo)致經(jīng)濟(jì)衰退，如2008年所發(fā)生的那樣。
然而，Kuritzkes預(yù)測(cè)長(zhǎng)期來看，風(fēng)險(xiǎn)管理工作的數(shù)量會(huì)下降，因?yàn)锳I將處理諸如分析龐大的客戶和交易數(shù)據(jù)集這樣復(fù)雜的任務(wù)，而機(jī)器人技術(shù)則能夠接管重復(fù)和日常的風(fēng)險(xiǎn)報(bào)告、監(jiān)控和管理流程。
“將自動(dòng)化和機(jī)器人技術(shù)用于日常管理任務(wù)將減少人工密集度并降低成本。這同事也意味著需要的人更少了，“Kuritzkes解釋說，他參加了4月11日”華盛頓政策峰會(huì)(Washington Policy Summit)”國(guó)際金融研究所(the Institute of International Finance)的小組討論。
他預(yù)測(cè)，在五年或十年內(nèi)，風(fēng)險(xiǎn)部門的規(guī)模將更小，但更有效率。未來，配備大數(shù)據(jù)和其他技術(shù)的風(fēng)險(xiǎn)管理人員將更好地解決從信用評(píng)分到欺詐檢測(cè)到日內(nèi)流動(dòng)性等問題。
系統(tǒng)重要性銀行行長(zhǎng)齊聚國(guó)會(huì)山
One day before the IIF event, State Street Corp. president and CEO Ronald O'Hanley was one of several systemically‐important‐bank chief executives to testify at the House Financial Services Committee's “Holding Megabanks Accountable” hearing.
“Ten years after the crisis, State Street is stronger and more resilient and, I believe, more nimble and responsive to emerging and new risks,” O'Hanley asserted. He acknowledged, in a section of his testimony on risk management, that “instances that led to enforcement actions and financial settlements with the government and clients” required a strengthening of “related risk and compliance controls. I am committed to continuing to ensure that we have learned from their causes and to advancing a culture of trust and accountability at State Street. We enforce strict policies against employee misconduct.”
O'Hanley also pointed to “numerous initiatives intended to strengthen our corporate culture, most recently through our Risk Excellence initiative aimed at elevating the importance of risk and compliance excellence across our organization. This includes a programmatic education of our workforce, ‘Speak Up’ training to encourage and facilitate all employees' reporting of issues, and risk excellence criteria for all employees' performance evaluations, compensation decisions, and executive promotions.”
He added: “The crisis revealed weakness in the risk management functions of many banks, which were often siloed and uncoordinated. We have strengthened our top‐down risk management systems at State Street so that we have better transparency around enterprise-wide risks. We now have stronger, independent control functions and higher‐quality risk analytics.”
O'Hanley became CEO in January 2019. CRO Kuritzkes, who is a member of the GARP board of trustees, joined Boston‐based State Street in 2010 after leading Oliver Wyman's North America public policy practice.
科技工具發(fā)展
Given the importance and ubiquity of data in financial services, everyone is going to have to become a risk manager, said Scotiabank CRO Daniel Moore, another member of the “Key Strategic Trends” panel at the IIF.
Kevin Greenfield, director of bank information technology for the Office of the Comptroller of the Currency (OCC), said technologies need to be viewed as tools, not ways to make risk decisions automatic.
On partnerships that established banks are forming with fintech start‐ups, Greenfield said that the banks should employ the same level of due diligence that they do in legacy business operations. If a new product fails to deliver or results in a breach, customers are not going to look to see if the bank or the fintech is at fault.
The OCC wants to be supportive of innovation, he said, but also make sure sound risk management practices are in place.
第三方風(fēng)險(xiǎn)
On a panel covering cyber risk and operational resilience, the OCC's Beth Dugan, deputy comptroller for operational risk, said vendor management is important and even extends to indirect relationships with a given firm.
“The guy who is your vendor's vendor,” interjected Jason Harrell, executive director, technology risk management, and head of business and government cybersecurity partnerships, Depository Trust & Clearing Corp.
One risk of new technology, he cautioned, is that bad actors can find ways to create havoc as soon as it is introduced.
Deborah Eng, executive director, global cyber partnerships and government strategy group, JPMorgan Chase & Co., said that a “weakest link” can be found anywhere in a value chain.
She added that the cooperation that has become essential for threat intelligence has progressed to “Information Sharing 2.0”: “not so much information sharing, but operational coordination.”
Eng had advice on risk management and the cloud: “Crown jewel” data can be kept in-house to limit the third-party exposure.Data could also be split among more than one cloud service provider.
在西南財(cái)經(jīng)大學(xué)金融學(xué)院主辦的“2019金融風(fēng)險(xiǎn)與科技論壇”中，潘俐女士向參會(huì)學(xué)生、校友介紹了GARP “銀行風(fēng)險(xiǎn)與監(jiān)管”系列國(guó)際證書的情況。“在獲得全球業(yè)界認(rèn)可之余，該系列證書已被人力資源和社會(huì)保障部批準(zhǔn)為國(guó)家職業(yè)資格證書。”她說，“其中金融風(fēng)險(xiǎn)管理師(FRM)認(rèn)證更是享譽(yù)全球。目前已有50,000余位FRM持證人服務(wù)于超過7,500家金融機(jī)構(gòu)，其中有9,500多人來自中國(guó)。”
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