信贷风险管理

Click to edit Master title style,*,Click to edit Master text styles,Second level,Third level,Fourth level,Fifth level,CREDITRISKMANAGEMENT,信贷风,险,险管理,1,CREDITCULTURE,信贷文,化,化,Risk aversegivenBankshighgearing andthin margin,倾向低,风,风险，,由,由于银,行,行高负,债,债和低,利,利息差,Propergoalsand measures withcontrols,适当的目标,和,和措施及控,制,制,The Line takesprimary(or joint)responsibility of thecredit decisions,前线部门对,贷,贷款决定负,主,主要（或共,同,同）责任,Burden ofproofon the Line,证明应贷款,责,责任在于前,线,线部门,Neverfeelembarrassed toask,“,“dumb,”,”questions,不用担心问,“,“愚笨”的,问,问题,2,CREDIT RISK MANAGEMENT,信贷风险管,理,理,Prerequisite:,先决条件,Senior managementssupport(positive intervention?),高层管理的,支,支持（积极,干,干预？）,People(technical capability,integrityand inter-personal skills),人员（技术,能,能力、人格,和,和人际交往,能,能力）,Organization and System,组织及系统,Attribute:,特征,Independent,独立性,No bottom-lineresponsibility,没有盈利责,任,任,Professional,专业性,Firmand fair,坚定和公正,3,STRUCTUREAND APPROVAL PROCESS,结构和认证,程,程序,Boardof Directors,董事会,行政总裁（,总,总部）,GHQ,CEO,APH,CEO,行政总裁（,亚,亚太区）,AMH,GM,总经理,（香港及中,国,国大陆）,Line,前线部门,信贷总经理,GM Credit,CCO,首席信贷官,HD Credit,信贷部门主,管,管,Concurrence,认同,Approval,审批,Approval,审批,Approval,审批,Country Risk/Bank Risk,国家风险/,银,银行风险,Market Risk/Credit Risk,市场风险/,信,信用风险,Market Risk/Credit Risk,市场风险/,信,信用风险,Credit,信用,4,ALTERNATIVES,选择,Centralized vsDecentralized,集权/分权,Individualvs Committee(composition anddecisionmaking process),个人/委员,会,会（债务组,成,成及决策过,程,程）,Factors toconsider:,需要考虑的,因,因素,Individual/Collective Decision/Responsibility,个人/集体,决,决策/责任,Senior managementstrust,高层管理的,信,信任,Quality ofstaff(atcentre and inthe line),员工的素质,（,（管理人,员,员和一线职,员,员）,Specializationof staff,员工专业化,Effectiveness of internalcontrol system,内部控制系,统,统的功效,Quality ofservice(e.g.turnaroundtime),服务的质量,（,（例如：报,废,废项目时间,）,）,Others(fraud preventionetc.),其他（防范,欺,欺诈等）,5,Structureand Account Cycle,结构及客,户,户信贷周,期,期,Policy/,政策,Approval,审批,RiskMonitoring,风险监督,Recovery,追偿,HeadofCRM,信贷风险,管,管理部,Loans,贷款,Unhealthy loans,不良贷款,Review,回顾,Review,回顾,6,Credit Policy,Guidelines and ProceduresManual,信贷政策,，,，指南及,程,程序手册,Keybusinessobjectives,主要业务,目,目标,Structure and Responsibility,结构及职,责,责,EconomicOutlook,经济预期,SectoralAnalysis,行业分析,BusinessStrategy and Focus,业务战略,和,和重点,RiskAssessmentandCredit Appetite,风险评估,和,和信贷偏,好,好,LendingGuidelines,贷款指南,CreditProducts,ProceduresandAdvice,信,贷,贷,产,产,品,品,、,、,程,程,序,序,和,和,建,建,议,议,7,CREDITPOLICY,信,贷,贷,政,政,策,策,Marketpositioningand riskappetite,市场定,位,位和风,险,险偏好,Return,回报,Private BankCommercialBankSubprimeLender,私人银,行,行,商,商业银,行,行,次,次级,贷,贷款人,-,Largecorporate,大型企,业,业,-,Middlemarket,中端市,场,场,-,Smallbusiness,小型企,业,业,-,Consumer,消费者,Risk,风险,8,MARKETSEGMENTATION CREDIT TOOLS,市场细,分,分信,贷,贷工具,CorporateBanking-Large corporate-Judgemental(plusRating,KMV,MRA),公司金,融,融-大,型,型公司-主观,判,判断（,加,加评分,，,，,KMV,MRA),Commercial Banking,Mediumsizedcorporate Judgemental,公司金,融,融-中,型,型企业-主观,判,判断,BusinessBanking Smallbusiness,Scoring,商务理,财,财-小,型,型企业-评分,PersonalFinancialServices,Consumer,Scoring,个人金,融,融服务-消费,者,者-评,分,分,9,DelinquencyRates,All Banks,SA(USA),贷款不,良,良率,美国所,有,有银行,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,款,Commercial*,商业房,地,地产贷,款,款,C&ILoans,工商贷,款,款,TotalLoans&Leases,贷款和,租,租赁总,额,额,%,10,Charge-Off Rates,AllBanks,SA(USA),冲销率,所,所,有,有银行,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,地产贷,款,款,C&ILoans,工商贷,款,款,TotalLoans&Leases,贷款及,租,租赁总,额,额,%,Residential*,住房贷,款,款,11,Loan QualityinHK,香港地,区,区贷款,质,质量,-10%,-5%,0%,5%,10%,15%,20%,NPL%,不良贷,款,款比例,Creditcardcharge-off ratio(annualised),年信用,卡,卡冲销,比,比例,MortgageDelinquencyRate,住房贷,款,款不良,率,率,Real GDP(yearonyear%change),年实际,GDP,变化率,12,CREDITRISKASSESSMENT,信贷风,险,险评估,Corporateand CommercialBanking,公司金,融,融（,大,大型和,中,中型企,业,业）,OperatingRisks,运营风,险,险,BorrowerGrade,借款人,评,评级,FinancialRisks(includingProjection)(PD),财务风,险,险（包,括,括财务,预,预测）,（,（违约,机,机率）,Account Conduct,来往状,况,况,SecurityandFacilityStructure,抵押品,、,、贷款,结,结构及,评,评级,FacilityGrade,设施评,级,级,(,Property+MarketableSecurities),（,财产和,可,可交易,的,的证券,）,）,13,SmallBusiness,小型企,业,业,More vulnerabletoeconomicdownturn,易受经,济,济下滑,的,的影响,Informationproblematic(low financialtransparencyand reliability),信息问,题,题（财,务,务信息,透,透明度,及,及可信,度,度不高,）,）,High operatingrisks(relativelyweak in managementskills),高运,营,营风,险,险（,较,较弱,的,的管,理,理能,力,力）,CharacteristicsoftheScorecard,记分,卡,卡的,特,特征,Companys financials,公司财务,状,状况,Companys credithistoryandbehavior,公司信用,历,历史和表,现,现,Companys attributes(age,sector,sizeetc),公司性质,（,（成立时,间,间的长短,、,、所属行,业,业、规模,等,等）,Ownersscores,公司所有,者,者的评分,14,英国小型,公,公司主要,业,业务的设,立,立与终止,设立,千/每季,度,度,终止,15,Consumer,消费贷款,CriteriaBased Lending,根据准则,所,所进行的,信,信贷,Morecommonly for secured products,e.g.mortgage,car loans,HPandloans secured by liquidassets,多用于担,保,保产品，,例,例如：住,房,房贷款、,汽,汽车贷款,、,、租赁及,用,用流动资,产,产担保的,贷,贷款,Securitycoverage,抵押品/,贷,贷款 比,例,例,Income coverage,收入/还,款,款 比例,16,Mortgage Loan Quality(HK),香港地区住房贷款质量,1.00%,2.00%,3.00%,4.00%,5.00%,6.00%,7.00%,8.00%,Dec-98,Feb-99,Apr-99