Risk Map KRI Risk Appetite Risk Tolerance Risk Slides: 17 Download presentation จดทำ Risk Map - KRI - Risk Appetite - Risk Tolerance Risk Map ������������� Strategic (S) 1 Operation (O) Financial (F) Compliance (C) 2 3 Key Risk Indicators (KRIs) Risk Appetite Risk Tolerance Risk Scale 7 Risk Factors Mapping ความเสยงทมนยสำคญตามเกณฑ Strategic )S( Market Risk Operational )MR( Risk )OR( Pillar II Risk Liquidity Strategic Risk Reputation Credit Concern Risk )LR( )SR( Risk )RR( Risk )CCR( Risk Factor Risk Factor IRRBB Risk Factor( Operation )O( Compliance )C( Financial )F( ความเสยงโดยรวมตามเกณฑ สคร. - COSO Credit Risk )CR( Pillar I Risk Basel II – Pillar II (ICAAP) Risk Factor Risk Factor Risk Factor Risk Factor 8 KRI กระทบกบ P&L และ CAR แผนการเงน Risk Tolerance Appetite Risk Tolerance Appetite • KRI ทกระทบ กบ P&L เกณฑการกำหน ด Risk Appetite & Risk Tolerance • Historical Data • Policy • Scenario Analysis P&L Risk Tolerance Appetite • KRI ทกระท บเงนกอง ทนโดยตร ง Risk Tolerance Appetite CAR 11 Forecast P&L Risk Tolerance Risk Appetite 13 Forecast CAR Risk Tolerance Risk Appetite 14 [email protected]40h6 toleranceCentral tolerance and peripheral tolerancePwc risk managementMcdougall 14 instinctsSalad that stimulate appetiteAppetite approval ambitionAspiration nursing diagnosisAppetizers are food which stimulate theAppetite logoApetimen syrup fructoseAppetite stimulantSpoil my appetiteSeb pillar 3Risk map risk managementMarket risk credit risk operational riskSchool zero tolerance policyDimension tolerance chart