Risk Management
by establishing an integrated system of internal controls and risk management.
내부통제
Control
Key Functions
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01Establish internal control and regulatory compliance systems
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02Operate an independent and specialized compliance team
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03Build frameworks for client protection and conflict-of-interest prevention
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04Respond quickly to violations
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05Timely reporting to
management and the Board of Directors
Internal Control
Organization
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Board of Directors
Establishes standards for the development
and operation of internal control systems -
CEO
Executes and supports the full range of activities necessary
for the establishment and effective operation
of the internal control system -
Compliance Officer & Department
Oversees the establishment and operation
of the company’s internal control system,
while independently monitoring and inspecting
to prevent unfair trading and conflicts of interest,
thereby fostering a sound asset management environment
Internal Control
Inspection
Standards
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Internal Controls on Employee Conduct
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Emphasize regulatory compliance through employee training based on
internal control standards - Systems to prohibit improper business practices and prevent unfair trading activities
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Regulate employee transactions in financial investment products
- Reporting obligations (accounts & transactions)
- Prior approval required for listed equity trades; prohibition on purchasing securities within the portfolio manager’s investment universe
- Obligations for conflict-of-interest management and information barriers
- Approval requirements for offering or receiving material benefits
- Prior review required for external activities
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Emphasize regulatory compliance through employee training based on
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Internal Controls for Fund Management
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Daily monitoring of compliance with laws, fund regulations, internal rules, and investment guidelines
- Check restrictions such as investment targets, limits, and risk exposure levels
- Report violations to portfolio managers and requiring corrective action
- Review the appropriateness of pre-asset allocation decisions
- Monitor broker evaluation, selection, and trade allocation plans
- Check the accuracy and fairness of NAV calculation procedures
- Review IPO participation and related compliance
- Monitor for potential violations of self-dealing prohibitions
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Daily monitoring of compliance with laws, fund regulations, internal rules, and investment guidelines
Fund Management
Internal Control
Review Procedures
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Pre-trade
review- Review fund charters, prospectuses, and investment guidelines
- Manage regulatory, charter, and internal rule restrictions within systems
- Set limits on available funds and short-selling
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Mid-trade
review- Use OMS (pre-trade monitoring system)
- Monitor compliance status updated every 20 minutes
- Immediately notify managers of violations and request resolution
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Post-trade
review- Use HINTs (post-trade monitoring system)
- Conduct final reviews of prior-day trading outcomes each morning
- Notify management and portfolio managers of violations and request action
- Require violation statements, reports, and establish preventive measures, if needed
- Require disciplinary action for material violations
리스크관리
Management
Policy
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01Checks and balances between
portfolio management and risk management -
02Foster employee awareness and a culture of risk
management -
03Continuous efforts to establish and operate a
systematic risk management framework -
04Develop preemptive risk management measures to
prepare for unexpected exposures
Risk Management
Organization
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Board of Directors
Final decision-making on firm-wide risk management
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Risk Management Council
Review overall risk management and decide on necessary measures
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Risk Management Officer & Department
Independent risk management unit responsible for identifying
and assessing the company’s risks, and measuring, monitoring,
and reporting risk levels
Role
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Risk Management System
- Establish, maintain, and enhance firm-wide risk management systems
- Provide timely risk information to the board and management
- Operate the Risk Management Council and develop risk strategies
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Risk Limit Management
- Define risk tolerance levels and monitor compliance
- Measure risk indicators by type and monitor daily operations
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Performance Analysis
- Analyze and report daily/monthly performance
- Break down excess returns to identify key performance drivers
- Evaluate relative performance against peers funds and managers
Fund Management
Risk Control
Procedures
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Pre
management- Establish basic policies and strategies for firm-wide risk management
- Define investment universe
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Set standards for risk identification and measurement across categories
- Indicators to quantify exposures by risk type
- Risk limits at both fund and product levels
- Review potential risks and prepare management measures during product development
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Mid
management-
Continuous risk monitoring
- Measure and review risk indicators by type
- Check compliance with limits and monitor risk levels
- Early warning system for significant risk factors
- Assess the probability and potential impact of risk events
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Continuous risk monitoring
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Post
management- Risk control through the Risk Management Council
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Performance evaluation
- Share performance analysis results at monthly asset management review meetings
- Delivering feedback to the investment division on performance and attribution factors
- Implement resolution procedures and examine remedial actions in response to limit violations