Professional Documents
Culture Documents
2010
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2010
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2 .......................................................................................
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.1 3 .........................................................
.2 )16 ................................. (Core Principles
.3 )17 ...... (Off-and On-Site Supervision
: )36 ................................. (Risk Management
.1 36 ......................................................................
.2 42 .............................................................
.3 44 ..............................................
: )46 .... (Risk-Focused Supervision
.1 47 ............................................
.2 49 ......................................................................
.3 )57 ........ (Importance of Risk Assessment
: 64........................................................................
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.1
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.1
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- )(Liquidity
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.1
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- )(Asset Quality
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to B-
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20
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100
150
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50
80
100
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Venture Capital
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Selected Bench Mark Risk Weight Values for Corporate Exposure
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)(Market Discipline
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.1
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)(2
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.2 )(Core Principles
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- )(On-Site Supervision
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CAMELS
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(Satisfactory) 2
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(Fair) 3
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(Marginal) 4
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(Unsatisfactory) 5
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)(CAMELS
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)(Capital Adequacy
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)(Asset Quality
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)(Management
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)(Earnings
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)(Liquidity
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.5
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)(IRR Concepts
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)(Repricing Risk
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50
25 .
)(Yield Risk
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30 200
50 .
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)(Disclosure of Ratings
CAMELS .
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: )(Risk Management
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.1
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Strategic Risk
Credit Risk
Liquidity Risk
Price Risk
Operational Risk
Regulatory Risk
- )(Strategic Risk
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..... .
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- )(Credit Risk
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.Stress Test
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- )(Liquidity Risk
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- ) (Interest Rate Risk
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- )(Price Risk
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- )(Foreign Exchange Rate Risk
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- )(Operational Risk
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- )(Reputation Risk
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- )(Regulatory Risk
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.2
- )(Risk Identification
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- )(Risk Measurement
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- )(Risk Control
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- )(Risk Monitoring
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: )(Risk-Focused Supervision
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Risk- Focused Approach .
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Proactive .Reactive
.1
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- )(Understanding the Institution
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- )(Sources of Information
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)(Off-Site Reports
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... .
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)(Public Sources
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.2
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- )(Avoidance of Risk
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- )(Transfer of Risk
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- )(Acceptance of Risk
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Risk Monitoring .
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(.
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)(Management Process
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)(Architecture
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)(Integrity
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)(Security
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)(Availability
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)(Low Risk
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)(Strong Risk Management
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)(Acceptable Risk Management
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%35
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) (.
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)(Supervisory Plan
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)(Examination Program
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)(Scope Memorandum
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CAMELS
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)(Entry Letter
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)(Risk Management Rating
.5-1
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.CAMELS
1 )(Strong
1
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2 )(Satisfactory
2
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3 )(Fair
3
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4 )(Marginal
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5 ) (Unsatisfactory
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CAMELS
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:
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