穿越未知：商业银行应对外部不确定性的风险管理实务框架探讨

Core Insights - The article emphasizes that external risks outweigh internal risks, and macro risks are more significant than micro risks in the current economic and financial landscape [2][3] - Commercial banks are expected to face ongoing challenges from external uncertainties, necessitating a unified strategic vision to balance business development and risk management [2][3] Group 1: Limitations in Management Framework and Tools - The current risk management framework, established by the 2016 CBRC guidelines, categorizes external uncertainties into various risk types but fails to capture their structural characteristics and cross-sectional risk factors [4] - Existing management tools primarily rely on stress testing and extreme scenario analysis, which do not adequately address the systemic impacts of external uncertainties on commercial banks [4] Group 2: Limitations in Response Mechanisms and Work Methods - Two main response mechanisms exist: one initiated by governance and management layers focusing on affected departments, and another relying on existing departmental responsibilities, both of which lack comprehensive coordination and strategic oversight [5] - These mechanisms often result in fragmented solutions that do not adequately address the overarching challenges posed by external risks [5] Group 3: Deviations in Risk Management Philosophy and Team Configuration - Domestic commercial banks exhibit a gap in risk management philosophy compared to international peers, often viewing risk management as opposed to business development, which undermines overall risk resilience [6] - The current environment of heightened regulation and economic downturn has led to a risk-averse culture, limiting proactive decision-making and potentially exacerbating competitive disadvantages [6] Group 4: Geopolitical Risks and Their Impact - Geopolitical risks, driven by events such as the Russia-Ukraine conflict and trade tensions, significantly affect traditional risk types, including credit, market, operational, liquidity, and funding risks [7][9] - Research from institutions like the ECB and IMF highlights the pathways through which geopolitical risks influence asset prices and the broader financial environment [9] Group 5: Recommendations for Improvement - It is recommended to unify the understanding of information importance between business and risk functions to support macro and micro decision-making [11] - Adopting iterative work methods can address structural issues in management systems, enhancing information collaboration and feedback mechanisms [12] - Promoting the organic integration of strategic and risk management processes is crucial for ensuring that banks maintain a correct strategic direction amidst external challenges [16]