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FRM行业丨首席风险官谈人与人工智能的平衡

发布时间:2019-05-09 17:18:54   来源:    浏览次数:

根据美国道富银行执行副总裁兼首 席风险官Andrew Kuritzkes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。

  根据美国道富银行执行副总裁兼首 席风险官Andrew Kuritzkes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(Washington Policy Summit)”国际金融研究所(the Institute of International Finance)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。


  系统重要性银行行长齐聚国会山


  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.


  科技工具发展


  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.


  第三方风险


  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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