| Abstract: | 為提昇銀行業風險管理水準，我國自2007年起實施《新巴塞爾資本協定》，配合該協定之導入與推展，各銀行必須培養風險管理人才。本研究以本國銀行風險管理人員為對象，旨在確認其應具備之專業能力及其重要性。研究方法採修正式德懷術，研究結果顯示：
一、銀行風險管理人員分為市場、信用及作業風險管理人員。
二、市場風險管理人員應具備之專業能力類別為「熟悉風險管理相關知識」等七項，重要性高之專業能力項目包括「市場風險管理」、「風險值」、「金融市場」、「風險管理理論」、「投資組合管理」、「懂得應用風險量化基礎或系統」、「債券數學」等28項。
三、信用風險管理人員應具備之專業能力類別為「熟悉風險管理相關知識」等七項，重要性高之能力項目內容包括「信用風險管理」、「風險管理理論」、「具備一定英語能力以閱讀瞭解相關文件」、「財經/經濟」、「產業趨勢」、「具備徵授信業務管理能力」、「金融(銀行)商品知識」等24項。
四、作業風險管理人員應具備之專業能力類別為「熟悉風險管理相關知識」等五項，重要性高之能力項目內容包括「作業風險管理」、「銀行內部稽核與內部控制」、「具備一定英語能力以閱讀瞭解相關文件」、「金融監理政策及監理檢視公開揭露」、「暸解並遵守重要法令規章」、「風險管理理論」、「公司治理概論」等17項。
As a result of the domestic banks should develop risk management professionals, the New Basel Capital Accord (Basel II) has been adopted in local banks since 2007. In order to standardize the competency of risk management professional in banking, the present study aims to identify key competence indicators for risk management personnel so that all domestic banks can follow. Modified Delphi technique was adopted and the findings of the research are:
1. Risk management personnel should be divided into three categories, namely market risk, credit risk, and operational risk professionals.
2. The present study identified 7 categories of professional competencies for market risk management professionals, including 28 high-importance professional competencies indicators, for instance “market risk management”, “Value at Risk (VaR)”, “financial market”, “risk management theory”, “portfolio management”, “risk quantification”, “bond math” etc.
3. The present study identified 7 categories of professional competencies for credit risk management professionals, including 24 high-importance professional competencies indicators, for instance “credit risk management”, “risk management theory”, “be familiar with Basel II “, “finance and economics”, “industry trend”, “loan management”, “financial product knowledge” etc.
4. The present study identified 5 categories of professional competencies for operational risk management professionals, including 17 high-importance professional competencies indicators, such as “ operational risk management “, “bank internal audit and internal control”, “be familiar with Basel II”, “financial supervisory policy and public disclosure”, “regulatory compliance”, ”risk management theory”, “concept of corporate governance” etc. |
