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Financial risk management system upgrad_ Korea Expressway Corporation
2019
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Established “Integrated financial risk management system”
2019.07~2019.12
Advanced functions
Integrated management of financial and non-financial risks
Expansion of financial risk indicators: interest rate EaR, exchange rate EaR, deposit credit VaR, swap credit VaR
Creation of non-financial risk scenarios such as decrease in traffic volume and increase in cost, and impact monitoring(132 screens, 1,590 status management)
Output of monthly and quarterly monitoring results in report form
Set a limit (threshold) for each risk stage by statistical analysis based on past performance for monitoring by key indicators
Management of measures to respond to financial and non-financial risks
Early warning by financial and non-financial risk indicators
