Читать книгу Non-financial Risk Management in the Financial Industry - Группа авторов - Страница 99

A top-down risk assessment of all non-financial risks will allow the institution to prioritise risk types for which the caution or limit thresholds are exceeded (e.g. in the example above AML/CFT, anti-bribery and corruption have a critical or significant residual risk, above the limit threshold). A bottom-up risk assessment analysis can follow, to identify i) underlying factors that led to a breach of the threshold (e.g. products vs. client geography vs. distribution channel) and ii) the entities or divisions most accountable.

To complement the Level 2 metrics, some players have introduced a synthetic indicator across all non-financial risks. The synthetic metric is calculated by aggregating the different residual risks with a quadratic weighting formula to over-weight elevated risk levels. The same escalation actions described before can be activated on this aggregated metric.