人工智能时代来临，与FRM首席风险官谈人工智能
行业资讯 | 2019-09-26
根据美国道富银行执行副总裁兼首席风险官AndrewKuritzkes的说法，人类在处理行为问题时比人工智能和机器学习更有优势，因此风险专业工作将较少受到后者的冲击。
英国退欧就是一个典型的行为因素在风险事件中扮演重要角色的例子。另一个风险事件是，未来房价下跌是否会导致经济衰退，如2008年所发生的那样。
然而，Kuritzkes预测长期来看，风险管理工作的数量会下降，因为AI将处理诸如分析庞大的客户和交易数据集这样复杂的任务，而机器人技术则能够接管重复和日常的风险报告、监控和管理流程。
“将自动化和机器人技术用于日常管理任务将减少人工密集度并降低成本。这同事也意味着需要的人更少了，“Kuritzkes解释说，他参加了4月11日”华盛顿政策峰会（WashingtonPolicySummit）”国际金融研究所（theInstituteofInternationalFinance）的小组讨论。
他预测，在五年或十年内，风险部门的规模将更小，但更有效率。未来，配备大数据和其他技术的风险管理人员将更好地解决从信用评分到欺诈检测到日内流动性等问题。》》》对FRM 风险管理师有不清楚的可点我咨询
系统重要性银行行长齐聚国会山
OnedaybeforetheIIFevent,StateStreetCorp.presidentandCEORonaldO'Hanleywasoneofseveralsystemically‐important‐bankchiefexecutivestotestifyattheHouseFinancialServicesCommittee's“HoldingMegabanksAccountable”hearing.
“Tenyearsafterthecrisis,StateStreetisstrongerandmoreresilientand,Ibelieve,morenimbleandresponsivetoemergingandnewrisks,”O'Hanleyasserted.Heacknowledged,inasectionofhistestimonyonriskmanagement,that“instancesthatledtoenforcementactionsandfinancialsettlementswiththegovernmentandclients”requiredastrengtheningof“relatedriskandcompliancecontrols.IamcommittedtocontinuingtoensurethatwehavelearnedfromtheircausesandtoadvancingacultureoftrustandaccountabilityatStateStreet.Weenforcestrictpoliciesagainstemployeemisconduct.”
O'Hanleyalsopointedto“numerousinitiativesintendedtostrengthenourcorporateculture,mostrecentlythroughourRiskExcellenceinitiativeaimedatelevatingtheimportanceofriskandcomplianceexcellenceacrossourorganization.Thisincludesaprogrammaticeducationofourworkforce,‘SpeakUp’trainingtoencourageandfacilitateallemployees'reportingofissues,andriskexcellencecriteriaforallemployees'performanceevaluations,compensationdecisions,andexecutivepromotions.”
Headded:“Thecrisisrevealedweaknessintheriskmanagementfunctionsofmanybanks,whichwereoftensiloedanduncoordinated.Wehavestrengthenedourtop‐downriskmanagementsystemsatStateStreetsothatwehavebettertransparencyaroundenterprise-widerisks.Wenowhavestronger,independentcontrolfunctionsandhigher‐qualityriskanalytics.”
O'HanleybecameCEOinJanuary2019.CROKuritzkes,whoisamemberoftheGARPboardoftrustees,joinedBoston‐basedStateStreetin2010afterleadingOliverWyman'sNorthAmericapublicpolicypractice.
科技工具发展
Giventheimportanceandubiquityofdatainfinancialservices,everyoneisgoingtohavetobecomeariskmanager,saidScotiabankCRODanielMoore,anothermemberofthe“KeyStrategicTrends”panelattheIIF.
KevinGreenfield,directorofbankinformationtechnologyfortheOfficeoftheComptrolleroftheCurrency（OCC），saidtechnologiesneedtobeviewedastools,notwaystomakeriskdecisionsautomatic.》》》对FRM 风险管理师有不清楚的可点我咨询
Onpartnershipsthatestablishedbanksareformingwithfintechstart‐ups,Greenfieldsaidthatthebanksshouldemploythesamelevelofduediligencethattheydoinlegacybusinessoperations.Ifanewproductfailstodeliverorresultsinabreach,customersarenotgoingtolooktoseeifthebankorthefintechisatfault.
TheOCCwantstobesupportiveofinnovation,hesaid,butalsomakesuresoundriskmanagementpracticesareinplace.
第三方风险
Onapanelcoveringcyberriskandoperationalresilience,theOCC'sBethDugan,deputycomptrollerforoperationalrisk,saidvendormanagementisimportantandevenextendstoindirectrelationshipswithagivenfirm.
“Theguywhoisyourvendor'svendor,”interjectedJasonHarrell,executivedirector,technologyriskmanagement,andheadofbusinessandgovernmentcybersecuritypartnerships,DepositoryTrust&ClearingCorp.
Oneriskofnewtechnology,hecautioned,isthatbadactorscanfindwaystocreatehavocassoonasitisintroduced.
DeborahEng,executivedirector,globalcyberpartnershipsandgovernmentstrategygroup,JPMorganChase&Co.,saidthata“weakestlink”canbefoundanywhereinavaluechain.
Sheaddedthatthecooperationthathasbecomeessentialforthreatintelligencehasprogressedto“InformationSharing2.0”：“notsomuchinformationsharing,butoperationalcoordination.”
Enghadadviceonriskmanagementandthecloud:“Crownjewel”datacanbekeptin-housetolimitthethird-partyexposure.Datacouldalsobesplitamongmorethanonecloudserviceprovider.
在西南财经大学金融学院主办的“2019金融风险与科技论坛”中，潘俐女士向参会学生、校友介绍了GARP“银行风险与监管”系列国际证书的情况。“在获得全球业界认可之余，该系列证书已被人力资源和社会保障部批准为国家职业资格证书。”她说，“其中金融风险管理师（FRM）认证更是享誉全球。目前已有50,000余位FRM持证人服务于超过7,500家金融机构，其中有9,500多人来自中国。”
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