Country Risk Analysis Framework: IMF

IMF has designed programs to help member countries in their fight against money laundering & terrorism. These are implemented through its specific projects for individual member based on their overall requirement for finding the balance in balance of payments 

1. Article IV Consultations of IMF

 

Under Article IV of the IMF's Articles of Agreement, the IMF holds bilateral discussions with members, usually every year. A staff team visits the country, collects economic and financial information, and discusses with officials the country's economic developments and policies. On return to headquarters, the staff prepares a report, which forms the basis for discussion by the Executive Board.

At the conclusion of the discussion, the Managing Director, as Chairman of the Board, summarizes the views of Executive Directors, and this summary is transmitted to the country's authorities.

 

2. Financial Sector Assessment Programs of IMF

The Financial Sector Assessment Program (FSAP) provides a comprehensive, in-depth analysis of the resilience of a country’s financial sector. A crucial part of the IMF’s financial surveillance, it includes “stress tests” of financial institutions, an evaluation of the quality of supervision and regulation of the sector, and an assessment of the crisis management framework. To date, more than three-quarters of IMF’s member countries have undergone assessments.

Purpose of FSAP

The purpose of an FSAP is to help countries minimize the occurrence and severity of financial crises. The FSAP was launched in 1999 with two goals in mind: to gauge the stability and soundness of a country’s financial sector and assess the financial sector can contribute to growth and development. FSAPs are done jointly by IMF and World Bank staff in developing and emerging market countries and by the IMF alone in advanced economies. The IMF specializes in the stability aspects while the World Bank focuses on the developmental needs of the financial system.


The Fund staffs’ methodology for conducting a national money laundering (ML) or financing of terrorism (FT) risk assessment (NRA), follows closely principles established in international standards on risk. The methodology seeks to help domestic authorities focus on mitigating the risks that flow from substantial ML or FT occurring. It is designed to be applied in varying degrees of detail depending on country preferences.

THE INTERNATIONAL MONETARY FUND STAFFS’ ML/FT NRA METHODOLOGY


ML or FT risk is defined as “the effect of ML- or FT-related uncertainty on a jurisdiction’s government objectives.” The level of national ML or FT risk is formally defined as the likelihood of ML or FT events occurring successfully in a jurisdiction multiplied by the consequence(s) of those events. Likelihood is represented as a function (the coexistence) of ML or FT threat and ML or FT vulnerability.

The NRA methodology relies on a semi-qualitative risk scoring system that focuses on the key risk events associated with the ML or FT process that are thought to make a difference to risk profiles.

The generic risks identified in the NRA methodology derive from three events that co-exist to enable ML or FT.

a.       ML or FT is attempted:

 i. Due to a co-existence of substantial amounts of proceeds of crime (POC), or of terrorist funds that need processing, and

ii. Due to the existence of products, services, assets, or other circumstances that the launderer or terrorist financier perceives can be abused to meet their needs; and

 

b.      The perpetrator(s) of the ML or FT is not caught:

 

i.                    if it is attempted, ML or FT will not be detected by the authorities (either directly or indirectly via the efforts of businesses that are required to make suspicious reports); or

ii.                  if it is detected, ML or FT will not be investigated adequately by the authorities; or

iii.                if investigated, the perpetrator(s) will not be prosecuted; or iv. if prosecuted, the perpetrator(s) will not be convicted, or

c.       The perpetrator(s) of the ML or FT is not sanctioned adequately:

 

      i. if convicted, the perpetrator(s) will not be punished adequately, or

      ii. if punished, the perpetrator(s) will not be deprived of their assets.

Likelihood of these events occurring is derived from related risk analysis modules (RAMs) containing factors, sub-factors and their indicators.

The NRA methodology produces two proxy indicators of ML/FT consequences– short-term and longer-term—derived largely from the perceptions of officials, using a structured approach to make informed judgments.

The overall level of risk for each event is derived by combining likelihood and longer-term consequences scores, and to assess whether the result falls within acceptable bounds

An optional sub-component within the methodology produces risk profiles for regulated entities and sectors.

The NRA process of IMF Staff’s Methodology

 

The fully fledged NRA process comprises seven phases and relies on the authorities’ ability to collect and submit statistics and perceptions using web-based data collection tools. The overall process is iterative, relying on continued feedback from the participating jurisdiction during on-site workshops. The phases and tasks within each phase are:

a. Preliminary phase and threat analysis preparation: The overall objectives of the exercise are agreed, the jurisdiction establishes an NRA coordinating mechanism, fund staff conduct research into the country’s POC environment and ML/FT threat indicators, and the authorities complete four surveys (two on data availability and two on domestic and transnational ML and FT threats);

b. ML/FT threat: Fund staff conducts workshops with the authorities to agree final views on domestic and transnational ML and FT threat, including estimates of the magnitude and nature of domestic POC and cross-border flows of POC;

 c. Vulnerability preparation: The authorities complete four web-based statistics collection tools (Sectors and Firms Profiles; International Cooperation and Border; Criminal Justice System; and FIU and Reporting) and three perceptions surveys (Sectors and Firms; General Jurisdiction and FIU, Law Enforcement Agency and Criminal Justice System), Fund staff collects publicly available vulnerability information and compile all vulnerability and threat information to generate preliminary likelihood analysis including at the sector level;

d. ML/FT vulnerability and likelihood analysis: Fund staff conducts workshops with the authorities to agree final views on ML and FT vulnerabilities, including a list of main factors that increase and reduce likelihood. The results are combined with those for threat to reach preliminary views on the overall likelihood of the different ML/FT risk events occurring, including within sectors.

e. Consequence and overall risk preparation: The authorities complete two webbased perceptions surveys on ML and FT consequences, Fund staff collects publicly available information related to ML/FT consequence and compile all consequence information to generate preliminary consequence analysis and combine this with likelihood results to produce preliminary risk event heat maps including at the sector and entity level;

f. ML/FT consequence and risk analysis: Fund staff conducts workshops with the authorities to agree final views on ML and FT consequences. Revised heat maps showing levels of risk for each generic risk event and for sectors and entities are presented at separate workshops, discussed, and overall levels of risk and priorities for mitigation are agreed. g. Concluding phase. Fund staff produces a preliminary draft national risk assessment which is sent to the authorities for review and then finalized for publication.

 

Output from  NRA by IMF Staff’s Methodology

The NRA methodology produces a range of standardized outputs to help the authorities understand the country’s ML/FT risks.

a.       A domestic proceeds of crime summary table shows for 25 crime categories the estimated range of proceeds generated in each category, a range mid-point, and totals the mid-points to provide an overall estimate of the magnitude of proceeds generated in the country. The mid-points and the total are also expressed as a percentage of the country’s GDP. This information may be supplemented by estimates related to the nature and composition of the proceeds in terms of the proportion generated in cash, financial and physical assets and attributable to domestic and trans-national organized criminal groups and other criminals.

b.      A summary risk matrix sets out the likelihood scores for each RAM and its associated risk events and the consequences scores for those events. The matrix also sets out a list of the main factors that increase risk scores and those that lower them (i.e., strengths and weaknesses), thus providing the authorities with detailed guidance on which specific factors to address to mitigate the main risks.

c.       Heat maps plot the level of risk for all generic risk events and any additional events identified by the authorities by reference to each event’s ML/FT likelihood and consequence. Heat maps are also generated to show the level of ML/FT risk for sectors and for entity types within sectors. An example of each type based on actual results is shown in Figure 2 of this Annex.

d.      Summary tables for sectors and entities show information such as the number of entities, their total and average assets as well as scores for their inherent ML/FT likelihood, adequacy of AML/CFT controls, and net ML/FT risk. The entities summary can be filtered to generate specific outputs such as, for example, the ten entities with the highest likelihood of being abused for cross-border ML or FT.

e.       The NRA document describes in sufficient detail for the intended audience the main risks and their drivers and the process used to arrive at those conclusions.


Source: Annexure  3 of http://www.imf.org/external/np/pp/eng/2011/051111.pdf

 

Happy Reading,


Those who read this, also read

1. Global Measures on ML/FT : IMF

2.Country  Risk Assessment Framework: World Bank

3. Country Risk Analysis: The Basel AML Index

4. National Risk Analysis (NRA) Framework

5.  Framework for Country Risk Analysis : FATF




Comments

Popular posts from this blog

National Risk Assessment (NRA): India

Customer Due Diligence(CDD) : Individuals

Periodic Updation of Customer Risk Profile