Ⅱ. 2015년 리스크관리 기본계획(제8차 리스크관리위원회)1.

Ⅱ. 2015년 리스크관리 기본계획(제8차 리스크관리위원회)

1. 리스크 한도배분 설정
■ 리스크 한도설정 기준
◦ 2014년 말 기준으로 할 때, 공제조합 감독기준에 따라 이론적으로 부담 가능한 총리스크는, 전문건설공제조합의 자본금과 동일한 3.8조원임 (리스크기준자본비율 100% 적용)
◦ 상기 기준은 조합의 건전한 경영을 유지하기 위한 최소의 기준이며, 조합의 리스크 한도는 전년도 리스크 총량 및 2015년 사업계획을 감안하여 504% 수준으로 설정함.

※ 민간 손보사 및 타 보증기관의 예
- 민간 손해보험사는 내부적으로 동 비율을 200%(‘14. 9월말 기준 재무건전성이 우수한 삼성화재는 380%, 서울보증보험은 521%)이상으로 유지함
- 타 보증기관 리스크기준자본비율(‘14.12 기준) 산술평균 : 507.4%
(건설공제조합 323.5%, 대한설비건설공제조합 677.2%, 서울보증보험 521.5%)

■ 분야별 한도배분 결과
◦ 분야별 리스크 추정치를 일부 조정하는 “Bottom-up 방식”으로 리스크량을 설정/배분 – 리스크 관리 초기의 미흡한 인프라와 분야별 특성 반영
▪ 보증리스크 : 익스포져 증가규모 추정치(‘15년 예산안 활용)
▪ 신용리스크 : ‘15년 자금운용계획 및 예산안 활용
▪ 금리리스크 : 융자금 증감규모 및 자금운용계획 활용

◦ 한도배분 방법
▪ 1차 배분 : Max 기준값을 산출 (과거 데이터 분석)
▪ 2차 배분 : Max 기준값 + 평균법 (분야별 리스크관리 대상 자산 대비 리스크량 반영)
▪ 3차 배분 : 리스크 대비 수익률 반영 (RAROC)

결과 (영어) 1:

Ⅱ. risk management for master plan 2015 (8th risk management Committee)1. set the allocation limit risk■ Risk limits set by◦ Based on the end of 2014, when the Credit Union as Director based on the total number of possible risks, the burden is theoretically specialty construction is the same as the combination of the capital deduction of 3.8 trillion won (risk based capital ratio of 100% coverage)◦ The above criteria for maintaining a healthy management of minimum criteria, and the amount of the previous year's risk, and the risk of the Union of 2015 considering the business plan by 504 percent level is set.* Get Assurance Agency for Bosa and private hands-Private insurance company to the detriment of the internally-rate 200% (' 14. Based on the financial soundness of the end of September the excellent Samsung fire 380 percent, Seoul guarantee insurance is 521%) than maintaining-Guarantee agencies, risk-based capital ratio (' 14.12) is the arithmetic mean: 507.4%(Construction Credit Union built a facility for credit unions 323.5 per cent, 677.2 percent, Seoul guarantee insurance 521.5%)■ Vertical limit allocation results◦ Sectoral risk estimates to adjust some of the "Bottom-up mode" is set to the amount or distribute risk – risk management, reflecting the specific characteristics of the initial insufficient infrastructure and▪ Assurance increases the scale of risk: exposure estimates (' 15 years and take advantage of the budget)▪ Credit risk: ' 15-year fund management and take advantage of the planning and budget▪ Interest rates risk: increase or decrease the interest rate on the loan and take advantage of scale and capital management plan◦ Limit allocation method▪ Primary distribution: Max base value output (data analysis)▪ Secondary distribution: Max base value + average Act (professional risk management reflects the target amount of risk assets)▪ Tertiary distribution: risk versus yield reflect (RAROC)

결과 (영어) 2:

Ⅱ. 2015 Risk Management Plan (8th Risk Management Committee) 1. Risk allocation limit set risk limits set standards ■ When a ◦ 2014 year-end basis, total deductions combination theoretically possible risks are borne in accordance with professional standards director of capital construction in combination with deductions being equal 3.8 trillion (100% capital adequacy ratio based on risk applicable) ◦ is the standard for maintaining minimum standards of sound management of the combination, the combination of risk limits are also set to 504% the total risk level given the previous year and 2015 business plan ※ private insurers and other guarantee institutions Yes - private insurers internally the same ratio of 200% ("14 end-September financial health is excellent Samsung F 380%, 521%, Seoul Guarantee Insurance.) to maintain at least - other guarantee institutions based on risk capital ratio (' 14.12 standard) arithmetic average: 507.4% (323.5% Construction Financial Cooperative, cooperative association for construction equipment 677.2%, 521.5%, Seoul Guarantee Insurance) ■ sectoral allocation limit results ◦ some adjustments to the sectoral risk estimates "Bottom-up approach" to risk Set the amount / Allocation - Risk Management Early inadequate infrastructure and sectoral characteristics reflect ▪ guarantee risk: exposure increased size estimates (2015 budget utilization) ▪ Credit risks: financial planning and budget utilization 2015 ▪ Interest rate risk: loans or decrease scale and leveraging financial planning ◦ Limit Allocation method Allocation ▪ 1 car: Max to calculate the reference value (historical data analysis) ▪ 2 primary distribution: Max standard value + average method (sectoral risk management against risk assets reflects the amount) ▪ 3 car allocation: risks For yield reflects (RAROC)

결과 (영어) 3:

II. Risk Management Plan for 2015 (the 8 Risk Management Committee) back to top
back to top
1. Risk allocation limit set top
* risk based on top
◦ limit settings as of the end of 2014, when Mutual Aid Association director according to the criteria in theory, the total cost of risk, capital construction mutual aid agreement with the same 3.8 trillion won (based on risk capital adequacy ratio applied to 100 percent) back to top
◦ the above criteria are in agreement on the sound management to maintain the minimum standards, andThe previous risk limit the total risk by 2015, and plans to view the settings of 504 percent. Top
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* private insurance companies and other institutions such as warranty back to top
- private non-life insurance companies is used internally by the same ratio to 200 percent ( '14. Excellent standard September financial soundness Samsung 380 percent, the Seoul Guarantee Insurance, maintaining more than 521 percent) back to top
-risk guarantee institutions based on capital adequacy ratio (14.12 standard) arithmetic average: 507.4 percent top
(323.5 percent construction cooperative, the cooperative facility construction projects 677.2 percent, the Seoul Guarantee Insurance 521.5 percent) back to top
back to top
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◦ * sector limit distribution results in some of the estimate of the risk "Bottom-up approach" to set the amount of risk/distribution - Risk Management of the inadequate infrastructure and initial each attribute reflect top
servicemembers warranty risk: Ik sports and increased scale estimates ( '15 budget for inflectional) back to top
servicemembers credit risk: '15 years back to top
servicemembers use operating funds Planning and Budget Interest Rate Risk: increase or decrease the size of your mortgage and take advantage of money management plan ㅜ ◦ distribution limit how to top
Servicemembers first Distribution:Max calculated based on values (past data analysis) top
servicemembers second distribution: Max average value based on law (sector risk management target assets to reflect the amount of risk) top
servicemembers third distribution: risk rate compared to reflect (RAROC) back to top