Читать книгу Non-financial Risk Management in the Financial Industry - Группа авторов - Страница 107
Table 4: Example of KRI selection process in three steps
Оглавление| 1 – Large European bank (Customer Conduct) The bank identified six candidate KRIs for customer conduct risk. They were ranked based on their appetite tracking suitability, evaluating regulatory importance, data availability and feasibility of measurements, resulting in a shortlist of four candidates selected for expert judgment. Following the expert judgment, KRI four was excluded due to low materiality (i.e. values always close to zero), while KRI five was excluded as deemed less relevant for the purpose of compliance risk reporting. Only KRIs two and six where then selected to be included in the RAF. |
| Figure 6: Example of KRIs selection (Customer Conduct) |
| 2 – Large European bank (Data Protection) The bank identified six candidate key risk indicators for Data Protection risk. The evaluation of appetite tracking suitability led to the selection of four potential candidates for the last step; this, based on expert judgment, excluded KRIs 2 (for its similarity to KRI 3) and 4 (due to being partially captured by KRI 6). KRIs 3 and 6 were thus selected to be included in the RAF. |
| Figure 7: Example of KRIs selection (Data Protection) |
