信贷风险管理（中英文版）

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,1,信贷风险管理,2,CREDIT CULTURE,信贷文化,Riskaverse given Bankshighgearing and thin margin,倾向低风险,，,，由于银行,高,高负债和低,利,利息差,Proper goals and measureswithcontrols,适当的目标,和,和措施及控,制,制,The Line takesprimary(or joint)responsibility of thecredit decisions,前,线,线,部,部,门,门,对,对,贷,贷,款,款,决,决,定,定,负,负,主,主,要,要,（,（,或,或,共,共,同,同,）,）,责,责,任,任,BurdenofproofontheLine,证,明,明,应,应,贷,贷,款,款,责,责,任,任,在,在,于,于,前,前,线,线,部,部,门,门,Neverfeelembarrassedtoask,“,“dumb,”,”questions,不,用,用,担,担,心,心,问,问,“,“,愚,愚,笨,笨,”,”,的,的,问,问,题,题,3,CREDITRISKMANAGEMENT,信,贷,贷,风,风,险,险,管,管,理,理,Prerequisite:,先,决,决,条,条,件,件,Seniormanagement,ssupport(positiveintervention?),高,层,层,管,管,理,理,的,的,支,支,持,持,（,（,积,积,极,极,干,干,预,预,？,？,）,）,People(technicalcapability,integrityandinter-personalskills),人,员,员,（,（,技,技,术,术,能,能,力,力,、,、,人,人,格,格,和,和,人,人,际,际,交,交,往,往,能,能,力,力,）,）,OrganizationandSystem,组,织,织,及,及,系,系,统,统,Attribute:,特,征,征,Independent,独,立,立,性,性,Nobottom-lineresponsibility,没,有,有,盈,盈,利,利,责,责,任,任,Professional,专,业,业,性,性,Firmandfair,坚,定,定,和,和,公,公,正,正,4,STRUCTUREANDAPPROVALPROCESS,结,构,构,和,和,认,认,证,证,程,程,序,序,BoardofDirectors,董,事,事,会,会,行,政,政,总,总,裁,裁,（,（,总,总,部,部,）,）,GHQ,CEO,APH,CEO,行,政,政,总,总,裁,裁,（,（,亚,亚,太,太,区,区,）,）,AMH,GM,总,经,经,理,理,（,香,香,港,港,及,及,中,中,国,国,大,大,陆,陆,）,）,Line,前,线,线,部,部,门,门,信,贷,贷,总,总,经,经,理,理,GMCredit,CCO,首,席,席,信,信,贷,贷,官,官,HDCredit,信,贷,贷,部,部,门,门,主,主,管,管,Concurrence,认,同,同,Approval,审,批,批,Approval,审,批,批,Approval,审,批,批,CountryRisk/BankRisk,国,家,家,风,风,险,险/,银,银,行,行,风,风,险,险,MarketRisk/CreditRisk,市,场,场,风,风,险,险/,信,信,用,用,风,风,险,险,MarketRisk/CreditRisk,市,场,场,风,风,险,险/,信,信,用,用,风,风,险,险,Credit,信,用,用,5,ALTERNATIVES,选,择,择,CentralizedvsDecentralized,集,权,权/,分,分,权,权,IndividualvsCommittee(compositionanddecisionmakingprocess),个人/委员会（,债,债务组成及决策,过,过程）,Factorsto consider:,需要考虑的因素,Individual/Collective Decision/Responsibility,个人/集体决策/责任,Seniormanagements trust,高层管理的信任,Qualityof staff(atcentreand inthe line),员工的素质（,管,管理人员和一线,职,职员）,Specializationof staff,员工专业化,Effectivenessof internal control system,内部控制系统的,功,功效,Qualityof service(e.g.turnaroundtime),服务的质量（例,如,如：报废项目时,间,间）,Others(fraudprevention etc.),其他,（,（防,范,范欺,诈,诈等,）,）,6,StructureandAccountCycle,结构,及,及客,户,户信,贷,贷周,期,期,Policy/,政策,Approval,审批,RiskMonitoring,风险,监,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,7,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,8,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,9,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,10,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,Commercial*,商业房地产贷,款,款,C&I Loans,工商贷款,TotalLoans&Leases,贷款和租赁总,额,额,%,11,Charge-Off Rates,All Banks,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*,商业房地产贷,款,款,C&I Loans,工商贷款,TotalLoans&Leases,贷款及租赁总,额,额,%,Residential*,住房贷款,12,Loan Qualityin HK,香港地区贷款,质,质量,-10%,-5%,0%,5%,10%,15%,20%,NPL%,不良贷款比例,Creditcardcharge-off ratio(annualised),年信用卡冲销,比,比例,Mortgage Delinquency Rate,住房贷款不良,率,率,Real GDP(year onyear%change),年实际,GDP,变化率,13,CREDITRISKASSESSMENT,信贷风险评估,Corporate and CommercialBanking,公司金融（,大,大型和中型企,业,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,括财务预测）,（,（违约机率）,Account Conduct,来往状况,Security andFacility Structure,抵押品、贷款,结,结构及评级,Facility Grade,设施评级,(,Property+Marketable Securities),（,财产和可交易,的,的证券）,14,SmallBusiness,小型企业,More vulnerable toeconomic downturn,易受经济下滑,的,的影响,Informationproblematic(low financial transparency and reliability),信息问题（财,务,务信息透明度,及,及可信度不高,）,）,High operating risks(relatively weak in management skills),高运营风险（,较,较弱的管理能,力,力）,Characteristics ofthe Scorecard,记分卡的特征,Companys financials,公司财务状况,Companys credit historyand behavior,公司信用历史,和,和表现,Companys attributes(age,sector,size etc),公司性质（成,立,立时间的长短,、,、所属行业、,规,规模等）,Owners scores,公司所有者的,评,评分,15,英国小型公司,主,主要业务的设,立,立与终止,设立,千/每季度,终止,16,Con