信貸風(fēng)險(xiǎn)管理內(nèi)部ppt.ppt

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1,CREDITRISKMANAGEMENT信貸風(fēng)險(xiǎn)管理,中國(guó)培訓(xùn)師大聯(lián)盟www.china-,2,CREDITCULTURE信貸文化,RiskaversegivenBank’shighgearingandthinmargin傾向低風(fēng)險(xiǎn)，由于銀行高負(fù)債和低利息差Propergoalsandmeasureswithcontrols適當(dāng)?shù)哪繕?biāo)和措施及控制TheLinetakesprimary(orjoint)responsibilityofthecreditdecisions前線(xiàn)部門(mén)對(duì)貸款決定負(fù)主要（或共同）責(zé)任BurdenofproofontheLine證明應(yīng)貸款責(zé)任在于前線(xiàn)部門(mén)Neverfeelembarrassedtoask“dumb”questions不用擔(dān)心問(wèn)“愚笨”的問(wèn)題,3,CREDITRISKMANAGEMENT信貸風(fēng)險(xiǎn)管理,Prerequisite:先決條件Seniormanagement’ssupport(positiveintervention?)高層管理的支持（積極干預(yù)？）People(technicalcapability,integrityandinter-personalskills)人員（技術(shù)能力、人格和人際交往能力）OrganizationandSystem組織及系統(tǒng)Attribute:特征Independent獨(dú)立性Nobottom-lineresponsibility沒(méi)有盈利責(zé)任Professional專(zhuān)業(yè)性Firmandfair堅(jiān)定和公正,4,STRUCTUREANDAPPROVALPROCESS結(jié)構(gòu)和認(rèn)證程序,,BoardofDirectors董事會(huì),行政總裁（總部）GHQCEO,APHCEO行政總裁（亞太區(qū)）,AMHGM總經(jīng)理（香港及中國(guó)大陸）,Line前線(xiàn)部門(mén),信貸總經(jīng)理GMCredit,CCO首席信貸官,HDCredit信貸部門(mén)主管,,,,,,,,,,,,,Concurrence認(rèn)同,Approval審批,Approval審批,Approval審批,,,CountryRisk/BankRisk國(guó)家風(fēng)險(xiǎn)/銀行風(fēng)險(xiǎn)MarketRisk/CreditRisk市場(chǎng)風(fēng)險(xiǎn)/信用風(fēng)險(xiǎn),,MarketRisk/CreditRisk市場(chǎng)風(fēng)險(xiǎn)/信用風(fēng)險(xiǎn),Credit信用,,,5,ALTERNATIVES選擇,CentralizedvsDecentralized集權(quán)/分權(quán)IndividualvsCommittee(compositionanddecisionmakingprocess)個(gè)人/委員會(huì)（債務(wù)組成及決策過(guò)程）Factorstoconsider:需要考慮的因素Individual/CollectiveDecision/Responsibility個(gè)人/集體決策/責(zé)任Seniormanagement’strust高層管理的信任Qualityofstaff(atcentreandintheline)員工的素質(zhì)（管理人員和一線(xiàn)職員）Specializationofstaff員工專(zhuān)業(yè)化Effectivenessofinternalcontrolsystem內(nèi)部控制系統(tǒng)的功效Qualityofservice(e.g.turnaroundtime)服務(wù)的質(zhì)量（例如：報(bào)廢項(xiàng)目時(shí)間）Others(fraudpreventionetc.)其他（防范欺詐等）,6,StructureandAccountCycle結(jié)構(gòu)及客戶(hù)信貸周期,,,,,,,,Policy/政策,Approval審批,,,RiskMonitoring風(fēng)險(xiǎn)監(jiān)督,,,Recovery追償,,,HeadofCRM信貸風(fēng)險(xiǎn)管理部,,,,,,,,,,Loans貸款,Unhealthyloans不良貸款,Review回顧,Review回顧,7,CreditPolicy,GuidelinesandProceduresManual信貸政策，指南及程序手冊(cè),Keybusinessobjectives主要業(yè)務(wù)目標(biāo)StructureandResponsibility結(jié)構(gòu)及職責(zé)EconomicOutlook經(jīng)濟(jì)預(yù)期SectoralAnalysis行業(yè)分析BusinessStrategyandFocus業(yè)務(wù)戰(zhàn)略和重點(diǎn)RiskAssessmentandCreditAppetite風(fēng)險(xiǎn)評(píng)估和信貸偏好LendingGuidelines貸款指南CreditProducts,ProceduresandAdvice信貸產(chǎn)品、程序和建議,8,CREDITPOLICY信貸政策,Marketpositioningandriskappetite市場(chǎng)定位和風(fēng)險(xiǎn)偏好Return回報(bào)PrivateBankCommercialBankSubprimeLender私人銀行商業(yè)銀行次級(jí)貸款人-Largecorporate大型企業(yè)-Middlemarket中端市場(chǎng)-Smallbusiness小型企業(yè)-Consumer消費(fèi)者,,,,Risk風(fēng)險(xiǎn),,,9,MARKETSEGMENTATION–CREDITTOOLS市場(chǎng)細(xì)分—信貸工具,CorporateBanking-Largecorporate-Judgemental(plusRating,KMV,MRA)公司金融-大型公司-主觀(guān)判斷（加評(píng)分，KMV,MRA)CommercialBanking–Mediumsizedcorporate–Judgemental公司金融-中型企業(yè)-主觀(guān)判斷BusinessBanking–Smallbusiness–Scoring商務(wù)理財(cái)-小型企業(yè)-評(píng)分PersonalFinancialServices–Consumer–Scoring個(gè)人金融服務(wù)-消費(fèi)者-評(píng)分,10,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,DelinquencyRates,AllBanks,SA(USA),貸款不良率,,美國(guó)所有銀行,,0,2,4,6,8,10,12,14,91Q1,91Q3,92Q1,92Q3,93Q1,93Q3,94Q1,94Q3,95Q1,95Q3,96Q1,96Q3,97Q1,97Q3,98Q1,98Q3,99Q1,99Q3,00Q1,00Q3,01Q1,01Q3,,,,Residential*住房貸款,,Commercial*商業(yè)房地產(chǎn)貸款,,,C&ILoans工商貸款,,TotalLoans&Leases貸款和租賃總額,,,,%,11,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,Charge-OffRates,AllBanks,SA(USA)沖銷(xiāo)率所有銀行美國(guó),0.0,0.5,1.0,1.5,2.0,2.5,3.0,91Q1,91Q3,92Q1,92Q3,93Q1,93Q3,94Q1,94Q3,95Q1,95Q3,96Q1,96Q3,97Q1,97Q3,98Q1,98Q3,99Q1,99Q3,00Q1,00Q3,01Q1,01Q3,,,,,Commercial*商業(yè)房地產(chǎn)貸款,,,C&ILoans工商貸款,,TotalLoans&Leases貸款及租賃總額,,,%,Residential*住房貸款,12,,,,LoanQualityinHK香港地區(qū)貸款質(zhì)量,-10%,-5%,0%,5%,10%,15%,20%,,,,NPL%不良貸款比例,,,Creditcardcharge-offratio(annualised)年信用卡沖銷(xiāo)比例,,,,,,,MortgageDelinquencyRate住房貸款不良率,,,RealGDP(yearonyear%change)年實(shí)際GDP變化率,,,,13,CREDITRISKASSESSMENT信貸風(fēng)險(xiǎn)評(píng)估,CorporateandCommercialBanking公司金融（大型和中型企業(yè)）OperatingRisks運(yùn)營(yíng)風(fēng)險(xiǎn)BorrowerGrade借款人評(píng)級(jí)FinancialRisks(includingProjection)(PD)財(cái)務(wù)風(fēng)險(xiǎn)（包括財(cái)務(wù)預(yù)測(cè)）（違約機(jī)率）AccountConduct來(lái)往狀況SecurityandFacilityStructure抵押品、貸款結(jié)構(gòu)及評(píng)級(jí)FacilityGrade設(shè)施評(píng)級(jí)(Property+MarketableSecurities)（財(cái)產(chǎn)和可交易的證券）,,,14,SmallBusiness小型企業(yè),Morevulnerabletoeconomicdownturn易受經(jīng)濟(jì)下滑的影響Informationproblematic(lowfinancialtransparencyandreliability)信息問(wèn)題（財(cái)務(wù)信息透明度及可信度不高）Highoperatingrisks(relativelyweakinmanagementskills)高運(yùn)營(yíng)風(fēng)險(xiǎn)（較弱的管理能力）CharacteristicsoftheScorecard記分卡的特征Company’sfinancials公司財(cái)務(wù)狀況Company’scredithistoryandbehavior公司信用歷史和表現(xiàn)Company’sattributes(age,sector,sizeetc)公司性質(zhì)（成立時(shí)間的長(zhǎng)短、所屬行業(yè)、規(guī)模等）Owner’sscores公司所有者的評(píng)分,15,,,英國(guó)小型公司主要業(yè)務(wù)的設(shè)立與終止,設(shè)立,千/每季度,終止,16,Consumer消費(fèi)貸款,CriteriaBasedLending根據(jù)準(zhǔn)則所進(jìn)行的信貸Morecommonlyforsecuredproducts,e.g.mortgage,carloans,HPandloanssecuredbyliquidassets多用于擔(dān)保產(chǎn)品，例如：住房貸款、汽車(chē)貸款、租賃及用流動(dòng)資產(chǎn)擔(dān)保的貸款Securitycoverage抵押品/貸款比例Incomecoverage收入/還款比例,17,Jun-00,Aug-00,Oct-00,Dec-00,Feb-01,Apr-01,Jun-01,Aug-01,Oct-01,Dec-01,Feb-02,0,50,100,150,200,250,300,,,,,,,,MortgageDelinquencyRate住房貸款不良率,,,Unemploymentrate失業(yè)率,,,ResidentialPriceIndex(1989=100)(RHS)住房?jī)r(jià)格指數(shù)（以1989年為100）,,,18,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,CreditCardQuality信用卡質(zhì)量,3.00%,4.00%,5.00%,6.00%,7.00%,8.00%,9.00%,Dec-98,Mar-99,Jun-99,Sep-99,Dec-99,Mar-00,Jun-00,Sep-00,Dec-00,Mar-01,Jun-01,Sep-01,Dec-01,Mar-02,-,1,000,2,000,3,000,4,000,5,000,6,000,7,000,No.ofBankruptcyPetitions破產(chǎn)申請(qǐng),,,,Creditcardcharge-offratio(annualised)年信用卡沖銷(xiāo)率,,,Unemploymentrate失業(yè)率,,,BankruptcyPetitions(RHS)破產(chǎn)申請(qǐng)（RHS),,19,Scoring評(píng)分,Rankordering分級(jí)ApplicationandBehavioralScores申請(qǐng)信貸和行為評(píng)分GenericandCustomizedScores通用評(píng)分和專(zhuān)用評(píng)分Creditcard,personalloans,etc信用卡，個(gè)人貸款等,20,CREDITRISKMONITORING信貸風(fēng)險(xiǎn)監(jiān)督,ManagementInformation管理信息(CPAN,IBIS,REMIND,SCOPE,etc)Gradeclassification/migration評(píng)級(jí)分類(lèi)/變動(dòng)情況Scoredistribution/flowrate分值分布/流動(dòng)率,21,PRICINGSTRATEGY定價(jià)戰(zhàn)略,1.Interestmargin:hurdlerates,e.g.bonds.利率邊際：障礙率，例如：債券2.RORA:returnontheoverallrelationship總體關(guān)系的回報(bào)3.EP:costofcapital經(jīng)濟(jì)利潤(rùn)：資本成本Factorstoconsider:考慮因素PD(Borrower’sgrade)違約機(jī)率LGD損失比率Term年期Costofcapital資本成本Competition競(jìng)爭(zhēng)Businesspotential發(fā)展?jié)摿?22,DEBTRECOVERY(1)貸款收回（1）,Objective目標(biāo)RiskvsRelationship風(fēng)險(xiǎn)或關(guān)系Strategy戰(zhàn)略RehabilitationORExit貸款康復(fù)或退出,23,DEBTRECOVERY(2)貸款收回(2),Workout-Factorsforsuccess債務(wù)重組-成功的因素-legalsystem(SchemeofArrangement,IndividualVoluntaryArrangement,BankruptcyLaw)-法律體系(債務(wù)安排計(jì)劃、個(gè)人自愿安排、破產(chǎn)法）-professionalsupport(lawyer,accountant,financialadvisor,assetsearchagent,debtcollector)-專(zhuān)業(yè)支持（律師、會(huì)計(jì)師、財(cái)務(wù)顧問(wèn)、資產(chǎn)搜尋代理、債務(wù)追償人）-customer–self-rescue(transparency,commitmentandcooperation)-客戶(hù)-自救措施（透明、承擔(dān)與合作）-multi-bank-supportive,expeditiousandequitable[theHongKongApproach]-多頭銀行-支持態(tài)度、迅速及公平（香港原則）,24,DEBTRECOVERY(3)貸款收回（3）,Feedback回饋-lessonslearnt-CreditAlert(earlywarningsigns),trainingcourse-吸取教訓(xùn)–每月簡(jiǎn)訊（預(yù)警信號(hào)）、培訓(xùn)課程-loophole-changeincreditpolicyorprocedures,managementinformation-漏洞-信用政策或程序的改變，管理信息-cross-streamapplicationandexperiencesharing–PFS&CIB–e.g.conceptofrestructuring,receivership-跨部門(mén)應(yīng)用及經(jīng)驗(yàn)分享–個(gè)人信貸和商業(yè)信貸-例如：債務(wù)重組和資產(chǎn)接管的概念,25,DEBTRECOVERY(4)貸款收回（4）,HumanResources人力資源-specializedskills–understandingoflegalsystem,abletofaceandhandleconfrontation,negotiation,leadership,decision-making-專(zhuān)業(yè)技能-了解法律體系，能夠應(yīng)對(duì)挑戰(zhàn)及對(duì)立局面，具備談判技巧、領(lǐng)導(dǎo)才能和決策的能力-builtonsolidcreditbackground-具備良好的授信/信貸知識(shí)及經(jīng)驗(yàn)-flatreportingstructure-扁平的組織架構(gòu)-supportfromseniormanagement-高層管理的支持,