리스크 관리
Risk Management
To optimize profit compared to risk, and to achieve stable business environment, we manage risks that exist over our businesses.
Principle of risk management is
- 1 1. Understanding all existing risks, and their management
- 2 2. Distribution of risk according to customer` risk tolerance
- 3 3. Management of profitability with consideration of risk
- 4 4. Management of quantified risk, and creating check list for
- 5 5. unquantifiable risk
Risk Management System
- Currently, we calculate VaR (value at risk) based on PC base level and manage analysis of liquidity through GAP analysis. We are aiming to build RM/ALM system development by October, 2005.
Risk Management Process
- We have completed and currently operating risk management protocol, risk management committee, risk management working committee protocol, corporate credit limit management protocol, and insurance risk protocol.We are also strengthening risk management process through creating detailed protocols for market, interest rate, and liquidity risk.Moreover, we are constantly determining the accordance of law, internal risk (magnitude of risk and credit limit) and internal protocol, testing for reasonableness of investment and analyzing profit analysis in accordance with changing market condition Prior to operation of our fund.