Market Update: Banks Managing Risk Better but Problems, Scrutiny to Persist

February 17, 2011

Banks have been repairing their balance sheets and beefing up their risk management. But shadows of crisis lurk. 

Tues Treas Man Dollar Jigsaw Small Although a new survey from Deloitte shows banks are improving their risk structures, problems remain in the financial services world, although it’s mainly in Europe.

On Thursday the European Central Bank said usage of its emergency marginal-lending facility shot up the day before, hitting its highest level in over 19 months, according to the Wall Street Journal. Meanwhile in the US, the Fed is in the midst of the having 19 systemically important banks – some of which are looking to increase their dividend – conduct stress tests. The banks are stress-testing the performance of their loans, securities, earnings, and capital against at least three possible economic outcomes, one of them being 11 percent unemployment. While this doesn’t mean those banks are in trouble, it does mean regulators want more assurance from them that their books are in order and that their business can handle another shock.

Banks making adjustments to risk management.

Despite some of the ongoing problems, banks have taken a proactive approach when it comes to risk, according to Deloitte’s Global risk management survey, seventh edition.

According to the survey, about 90 percent of financial services firms now have a defined risk-governance approach. And 86 percent of responding firms now have a chief risk officer, compared to only 73 percent in 2008.

The growth of enterprise risk management (ERM) programs is also shown in the Deloitte survey, as more firms report having a program “in place or in progress” compared to 2008. Still, one of the chief obstacles to establishing an effective ERM program, Deloitte said, was gathering the data from across the organization. Getting that data would meet the requirements of Dodd-Frank, which calls for more transparency of risk exposures. Regulators are “more aggressive … with higher demands for data and information to support representations made by financial institutions.”

But it’s not just data demands, Deloitte points out. Basel III, which Deloitte said may have the most impact on bank behavior, will require banks to maintain higher levels capital and have it be of better quality (see related story here). Further, perhaps in advance of continued central bank stress testing, 88 percent of responding institutions said they conducted their own stress testing for risks that impact their portfolio, while 74 percent conducted stress testing for market risks.

More improvement in technology needed

Many respondents in the Deloitte survey said more work needed to be done in terms of shoring up technologies to meet their own risk management demands. Fewer than 60 percent of respondents said their technology systems were effective in “supporting the management of credit and market risk”; only 47 percent said systems were effective in managing liquidity risks.

These numbers could improve over the next year as spending on technology reportedly will increase. According to research and advisory group predicts Ovum, the financial services industry will increase its spending on IT in 2011 as it looks to enhance performance and meet the raft of new regulations.

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