汇丰银行的信贷风险管理

Click to edit Master title style,Click to edit Master text styles,Second level,Third level,Fourth level,Fifth level,*,*,Click to edit Master title style,*,*,Click to edit Master text styles,Second level,Third level,Fourth level,Fifth level,CREDITRISKMANAGEMENT,信贷,风,风险,管,管理,HSBC,汇丰,银,银行,1,CREDITCULTURE,信贷,文,文化,RiskaversegivenBank,shighgearingandthinmargin,倾向,低,低风,险,险，,由,由于,银,银行,高,高负,债,债和,低,低利,息,息差,Propergoalsandmeasureswithcontrols,适当,的,的目,标,标和,措,措施,及,及控,制,制,TheLinetakesprimary(orjoint)responsibilityofthecreditdecisions,前线,部,部门,对,对贷,款,款决,定,定负,主,主要,（,（或,共,共同,）,）责,任,任,BurdenofproofontheLine,证明,应,应贷,款,款责,任,任在,于,于前,线,线部,门,门,Neverfeelembarrassedtoask,“,“dumb”questions,不用,担,担心,问,问“,愚,愚笨,”,”的,问,问题,2,CREDITRISKMANAGEMENT,信贷,风,风险,管,管理,Prerequisite:,先决,条,条件,Seniormanagementssupport(positiveintervention?),高层,管,管理,的,的支,持,持（,积,积极,干,干预,？,？）,People(technicalcapability,integrityandinter-personalskills),人员,（,（技,术,术能,力,力、,人,人格,和,和人,际,际交,往,往能,力,力）,OrganizationandSystem,组织,及,及系,统,统,Attribute:,特征,Independent,独立,性,性,Nobottom-lineresponsibility,没有,盈,盈利,责,责任,Professional,专业,性,性,Firmandfair,坚定,和,和公,正,正,3,STRUCTUREANDAPPROVALPROCESS,结构,和,和认,证,证程,序,序,BoardofDirectors,董事,会,会,行政,总,总裁,（,（总,部,部）,GHQ,CEO,APH,CEO,行政,总,总裁,（,（亚,太,太区,）,）,AMH,GM,总经,理,理,（香,港,港及,中,中国,大,大陆,）,）,Line,前线,部,部门,信贷,总,总经,理,理,GMCredit,CCO,首席,信,信贷,官,官,HDCredit,信贷,部,部门,主,主管,Concurrence,认同,Approval,审批,Approval,审批,Approval,审批,CountryRisk/BankRisk,国家,风,风险/银,行,行风,险,险,MarketRisk/CreditRisk,市场,风,风险/信,用,用风,险,险,MarketRisk/CreditRisk,市场,风,风险/信,用,用风,险,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,防范欺,诈,诈等）,5,Structureand AccountCycle,结构及,客,客户信,贷,贷周期,Policy/,政策,Approval,审批,Risk Monitoring,风险监,督,督,Recovery,追偿,Head of CRM,信贷风,险,险管理,部,部,Loans,贷款,Unhealthyloans,不良贷,款,款,Review,回顾,Review,回顾,6,CreditPolicy,Guidelines andProcedures Manual,信贷政,策,策，指,南,南及程,序,序手册,Keybusinessobjectives,主要业,务,务目标,Structureand Responsibility,结构及,职,职责,EconomicOutlook,经济预,期,期,SectoralAnalysis,行业分,析,析,BusinessStrategyandFocus,业务战,略,略和重,点,点,Risk Assessmentand CreditAppetite,风险评,估,估和信,贷,贷偏好,Lending Guidelines,贷款指,南,南,CreditProducts,Proceduresand Advice,信贷产,品,品、程,序,序和建,议,议,7,CREDITPOLICY,信贷政,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,贷款,Commercial*,商业,房,房地,产,产贷,款,款,C&ILoans,工商,贷,贷款,TotalLoans&Leases,贷款,和,和租,赁,赁总,额,额,%,10,Charge-OffRates,AllBanks,SA(USA),冲销,率,率,所,所,有,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,房地,产,产贷,款,款,C&ILoans,工商,贷,贷款,TotalLoans&Leases,贷款,及,及租,赁,赁总,额,额,%,Residential*,住房,贷,贷款,11,LoanQualityinHK,香港,地,地区,贷,贷款,质,质量,-10%,-5%,0%,5%,10%,15%,20%,NPL%,不良,贷,贷款,比,比例,Creditcardcharge-offratio(annualised),年信,用,用卡,冲,冲销,比,比例,MortgageDelinquencyRate,住房,贷,贷款,不,不良,率,率,RealGDP(yearonyear%change),年实,际,际,GDP,变化,率,率,12,CREDITRISKASSESSMENT,信贷,风,风险,评,评估,CorporateandCommercialBanking,公司,金,金融,（,（,大,大型,和,和中,型,型企,业,业）,OperatingRisks,运营,风,风险,BorrowerGrade,借款,人,人评,级,级,FinancialRisks(includingProjection)(PD),财务,风,风险,（,（包,括,括财,务,务预,测,测）,（,（违,约,约机,率,率）,AccountConduct,来往,状,状况,SecurityandFacilityStructure,抵押,品,品、,贷,贷款,结,结构,及,及评,级,级,FacilityGrade,设施评级,(,Property+Marketable Securities),（,财产和可,交,交易的证,券,券）,13,Small Business,小型企业,Morevulnerableto economicdownturn,易受经济,下,下滑的影,响,响,Informationproblematic(lowfinancial transparencyandreliability),信息问题,（,（财务信,息,息透明度,及,及可信度,不,不高）,Highoperating risks(relativelyweak inmanagementskills),高运营风,险,险（较弱,的,的管理能,力,力）,Characteristicsof the Scorecard,记分卡的,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,Cri