2024年首席风险官展望调查

Copyright © 2023 by The Risk Management Association and Oliver Wyman With cyber risk ever prevalent, significant new regulatory guidance taking hold,and banks’ reliance on third parties for technology growing, chief risk officerscontinue to spend the largest share of their time monitoring and managing non-fi-nancial risks. But in the wake of a liquidity crisis that felled three institutions andbrought numerous bank deposit runs—and with credit risk spiking—financial risksare also demanding increasing attention.That’s according to the latest edition of the RMA and Oliver Wyman CRO OutlookSurvey. Conducted in summer 2023 with contributions from 51 institutions withdiverse asset sizes and geographic footprints, the survey gathered informationabout:•Risk agendas, emerging risks, and budgeting.•Reactions to the regional banking crisis across the industry.•External outlooks on the macroeconomic, regulatory, and competitive land-scapes.In a fast-moving world where multiple and changing exposures can make manag-ing risk feel like playing zone defense, the survey highlights how peer risk leadersand institutions are balancing their time and attention. In detailing how CROsspend their time and CRO assessments of top risks and priorities, the survey dataput a bank’s risk management practices in context and inform its journey goingforward.Jake Ritchken, a principal at Oliver Wyman, said the survey report “highlightsseveral important trends for CROs as they look to prioritize their initiatives for2024, particularly in topics related to risk measurement and preparedness.”“The timing of the survey release isn’t a coincidence,” he said. “It’s intended toserve as valuable input as CROs shape their 2024 priorities with their teams andtheir boards.”This article discusses seven key takeaways.Prioritizing a Complexand Challenging Agenda 2Shiing P riorities, E nduring Risks: The 2024 RMA and Oliver Wyman CRO Outlook Survey CROs continue to allocate the greatestproportion of their time to non-financialrisk management.CROs dedicate about half their time to non-financial risks, with the other halfsplit between financial risks (33%) and enterprise, strategic, and other risks(17%). It’s important to note a distinction based on bank size. For banks smallerthan $100 billion, the average portion of time spent on non-financial risks was54%, according to the survey, compared to 30% on financial risks. At banks larg-er than $100 billion, the average percentage of time devoted to non-financial riskwas 41.5%, still edging out the time allocated to financial risks (37.5%) but by notnearly as much.On the whole, time allocated to non-financial risks included: compliance (13%),operational (12.6%), cyber (10.3%), and third-party (6.7%).Of all the top risks reported by CROs—both financial and non-financial—the mostcommon was cyber. Fifty-eight percent of CROs put it in their list of top five risks.Another non-financial risk category, fraud and financial crime, made 42% of thetop risks lists.Non-financial riskCRO Time Spent on Risk TypesAverage of time distributions per risk type split across bank asset size.Financial riskEnterprise risk17%49%33%No. 1Takeaway 3Shiing P riorities, E nduring Risks: The 2024 RMA and Oliver Wyman CRO Outlook Survey While financial risks do not account forthe largest share of a CRO’s time, theyare rising in prominence, including anincreased focus on treasury risks.Non-financial riskTop 10 Most-Common Risks Faced by Banks*Frequency of risk areas appearing in respondents’ lists of top-five risks.Treasury/ALM riskWholesale (C&I and CRE) credit riskRecessionary environmentFraud/financial crimeStrategic risk/disruptionConsumer complianceChange managementIssues around operating modelAt a time of heated competition for deposits, a worrying flood of office vacancies,and spiking consumer loan delinquencies even as GDP grows, three of the mostcommon top risks reported by respondents were financial: treasury/asset-liabilitymanagement risks (cited as a top risk by half of respondents), wholesale (C&I andCRE) credit risks (42%), and a possible recessionary environment (42%).The risk CROs devote most of their time to is a financial one: Survey respondentsspend an average of 16% of their time managing credit risk. The survey alsofound that CROs spend an average of 10% of their time on another financial riskcategory—liquidity and treasury. Following the liquidity crisis that marked theearlier part of 2023, more CROs are classifying treasury/ALM risk as a top risk—29% versus 17% in last year’s survey.No. 2Takeaway *Financial riskEnterprise riskCyber riskTechnology Risk50%58%42%38%31%31%42%42%38%27% 4Shiing P riorities, E nduring Risks: The 2024 RMA and Oliver Wyman CRO Outlook Survey Beyond regulatory and economicconcerns, CROs are focused on potentialbusiness changes and the organizational/cultural implications for risk management.Strategic risk/disruption, risk culture, andissues around operating model are citedmuch more oft