信贷风险管理政策指南及程序手册

Click to edit Master title style,*,Click to edit Master text styles,Second level,Third level,Fourth level,Fifth level,CREDIT RISK MANAGEMENT,信贷风险管理,HSBC,汇丰银行,1,CREDIT CULTURE,信贷文化,Riskaversegiven Bankshigh gearing and thin margin,倾向低风,险,险，由于,银,银行高负,债,债和低利,息,息差,Proper goalsandmeasures with controls,适当的目,标,标和措施,及,及控制,TheLinetakes primary(or joint)responsibilityofthecredit decisions,前线部门,对,对贷款决,定,定负主要,（,（或共同,）,）责任,Burden of proofon the Line,证明应贷,款,款责任在,于,于前线部,门,门,Never feel embarrassed to ask“dumb”questions,不用担心,问,问“愚笨,”,”的问题,2,CREDIT RISKMANAGEMENT,信贷风险,管,管理,Prerequisite:,先决条件,Senior managementssupport(positive intervention?),高层管理,的,的支持（,积,积极干预,？,？）,People(technical capability,integrityandinter-personal skills),人员（技,术,术能力、,人,人格和人,际,际交往能,力,力）,OrganizationandSystem,组织及系,统,统,Attribute:,特征,Independent,独立性,No bottom-line responsibility,没有盈利,责,责任,Professional,专业性,Firmandfair,坚定和公,正,正,3,STRUCTUREAND APPROVAL PROCESS,结构和,认,认证程,序,序,BoardofDirectors,董事会,行政总,裁,裁（总,部,部）,GHQ,CEO,APH,CEO,行政总,裁,裁（亚,太,太区）,AMH,GM,总经理,（香港,及,及中国,大,大陆）,Line,前线部,门,门,信贷总,经,经理,GMCredit,CCO,首席信,贷,贷官,HDCredit,信贷部,门,门主管,Concurrence,认同,Approval,审批,Approval,审批,Approval,审批,Country Risk/BankRisk,国家风,险,险/银,行,行风险,MarketRisk/CreditRisk,市场风,险,险/信,用,用风险,MarketRisk/CreditRisk,市场风,险,险/信,用,用风险,Credit,信用,4,ALTERNATIVES,选择,CentralizedvsDecentralized,集权/,分,分权,Individual vs Committee(compositionand decision makingprocess),个人/,委,委员会,（,（债务,组,组成及,决,决策过,程,程）,Factors to consider:,需要考,虑,虑的因,素,素,Individual/CollectiveDecision/Responsibility,个人/,集,集体决,策,策/责,任,任,Seniormanagements trust,高层管,理,理的信,任,任,Quality of staff(atcentreand in theline),员工的,素,素质,（,（管理,人,人员和,一,一线职,员,员）,Specializationofstaff,员工专,业,业化,Effectiveness of internal controlsystem,内部控,制,制系统,的,的功效,Quality of service(e.g.turnaroundtime),服务的,质,质量（,例,例如：,报,报废项,目,目时间,）,）,Others(fraud preventionetc.),其他（防范,欺,欺诈等）,5,Structureand Account Cycle,结构及客户,信,信贷周期,Policy/,政策,Approval,审批,RiskMonitoring,风险监督,Recovery,追偿,Headof CRM,信贷风险管,理,理部,Loans,贷款,Unhealthyloans,不良贷款,Review,回顾,Review,回顾,6,Credit Policy,GuidelinesandProceduresManual,信贷政策，,指,指南及程序,手,手册,Key business objectives,主要业务目,标,标,Structureand Responsibility,结构及职责,Economic Outlook,经济预期,Sectoral Analysis,行业分析,Business Strategy and Focus,业务战略和,重,重点,RiskAssessmentandCredit Appetite,风险评估和,信,信贷偏好,Lending Guidelines,贷款指南,Credit Products,Procedures and Advice,信贷产品、,程,程序和建议,7,CREDIT POLICY,信贷政策,Market positioning and risk appetite,市场定位和,风,风险偏好,Return,回报,Private Bank CommercialBankSubprime Lender,私人银行,商,商业银,行,行,次,次级,贷,贷款人,-,Largecorporate,大型企业,-,Middle market,中端市场,-,Smallbusiness,小型企业,-,Consumer,消费者,Risk,风险,8,MARKET SEGMENTATION,CREDIT TOOLS,市场细分,信,信贷工具,CorporateBanking-Largecorporate-Judgemental(plus Rating,KMV,MRA),公司金融-,大,大型公司-,主,主观判断（,加,加评分，,KMV,MRA),CommercialBanking Medium sized corporate Judgemental,公司金融-,中,中型企业-,主,主观判断,Business Banking Smallbusiness Scoring,商务理财-,小,小型企业-,评,评分,Personal Financial Services Consumer Scoring,个人金融服,务,务-消费者-评分,9,Delinquency Rates,All Banks,SA(USA),贷款不良率,美国所有银,行,行,0,2,4,6,8,10,12,14,91,Q1,91,Q3,92,Q1,92,Q3,93,Q1,93,Q3,94,Q1,94,Q3,95,Q1,95,Q3,96,Q1,96,Q3,97,Q1,97,Q3,98,Q1,98,Q3,99,Q1,99,Q3,00,Q1,00,Q3,01,Q1,01,Q3,Residential *,住房贷款,Commercial*,商业房地产贷款,C&I Loans,工商贷款,Total Loans&Leases,贷款和租赁总额,%,10,Charge-Off Rates,AllBanks,SA(USA),冲销率,所,所有银,行,行,美,美国,0.0,0.5,1.0,1.5,2.0,2.5,3.0,91,Q1,91,Q3,92,Q1,92,Q3,93,Q1,93,Q3,94,Q1,94,Q3,95,Q1,95,Q3,96,Q1,96,Q3,97,Q1,97,Q3,98,Q1,98,Q3,99,Q1,99,Q3,00,Q1,00,Q3,01,Q1,01,Q3,Commercial*,商业房地产贷款,C&I Loans,工商贷款,Total Loans&Leases,贷款及租赁总额,%,Residential*,住房贷款,11,Loan Quality in HK,香港地区贷款质,量,量,-10%,-5%,0%,5%,10%,15%,20%,NPL%,不良贷款比例,Creditcard charge-off ratio(annualised),年信用卡冲销比,例,例,Mortgage DelinquencyRate,住房贷款不良率,Real GDP(yearon year%change),年实际,GDP,变化率,12,CREDITRISK ASSESSMENT,信贷风险评估,Corporate andCommercial Banking,公司金融（大,型,型和中型企业）,Operating Risks,运营风险,Borrower Grade,借款人评级,Financial Risks(including Projection)(PD),财务风险（包括,财,财务预测）（违,约,约机率）,AccountConduct,来往,状,状况,SecurityandFacilityStructure,抵押,品,品、,贷,贷款,结,结构,及,及评,级,级,FacilityGrade,设施,评,评级,(,Property+MarketableSecurities),（,财产,和,和可,交,交易,的,的证,券,券）,13,SmallBusiness,小型,企,企业,Morevulnerabletoeconomicdownturn,易,受,受,经,经,济,济,下,下,滑,滑,的,的,影,影,响,响,Informationproblematic(lowfinancialtransparencyandreliability),信,息,息,问,问,题,题,（,（,财,财,务,务,信,信,息,息,透,透,明,明,度,度,及,及,可,可,信,信,度,度,不,不,高,高,）,）,Highoperatingrisks(relativelyweakinmanagementskills),高,运,运,营,营,风,风,险,险,（,（,较,较,弱,弱,的,的,管,管,理,理,能,能,力,力,）,）,CharacteristicsoftheScorecard,记,分,分,卡,卡,的,的,特,特,征,征,Company,sfinancials,公,司,司,财,财,务,务,状,状,况,况,Company,scredithistoryandbehavior,公,司,司,信,信,用,用,历,历,史,史,和,和,表,表,现,现,Company,sattributes(age,sector,sizeetc),公,司,司,性,性,质,质,（,（,成,成,立,立,时,时,间,间,的,的,长,长,短,短,、,、,所,所,属,属,行,行,业,业,、,、,规,规,模,模,等,等,）,）,Owner,sscores,公,司,司,所,所,有,有,者,者,的,的,评,评,分,分,14,英,国,国,小,小,型,型,公,公,司,司,主,主,要,要,业,业,务,务,的,的,设,设,立,立,与,与,终,终,止,止,设,立,立,千/,每,每,季,季,度,度,终,止,止,15,Consumer,消,费,费,贷,贷,款,款,CriteriaBasedLending,根,据,据,准,准,则,则,所,所,进,进,行,行,的,的,信,信,贷,贷,Morecommonlyforsecuredproducts,e.g.mortgage,carloans,HPandloanssecuredbyliquidassets,多用于担,保,保产品，,例,例如：住,