信貸風險管理內部ppt.ppt

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1,CREDITRISKMANAGEMENT信貸風險管理,中國培訓師大聯(lián)盟www.china-,2,CREDITCULTURE信貸文化,RiskaversegivenBank’shighgearingandthinmargin傾向低風險，由于銀行高負債和低利息差Propergoalsandmeasureswithcontrols適當?shù)哪繕撕痛胧┘翱刂芓heLinetakesprimary(orjoint)responsibilityofthecreditdecisions前線部門對貸款決定負主要（或共同）責任BurdenofproofontheLine證明應貸款責任在于前線部門Neverfeelembarrassedtoask“dumb”questions不用擔心問“愚笨”的問題,3,CREDITRISKMANAGEMENT信貸風險管理,Prerequisite:先決條件Seniormanagement’ssupport(positiveintervention?)高層管理的支持（積極干預？）People(technicalcapability,integrityandinter-personalskills)人員（技術能力、人格和人際交往能力）OrganizationandSystem組織及系統(tǒng)Attribute:特征Independent獨立性Nobottom-lineresponsibility沒有盈利責任Professional專業(yè)性Firmandfair堅定和公正,4,STRUCTUREANDAPPROVALPROCESS結構和認證程序,,BoardofDirectors董事會,行政總裁（總部）GHQCEO,APHCEO行政總裁（亞太區(qū)）,AMHGM總經理（香港及中國大陸）,Line前線部門,信貸總經理GMCredit,CCO首席信貸官,HDCredit信貸部門主管,,,,,,,,,,,,,Concurrence認同,Approval審批,Approval審批,Approval審批,,,CountryRisk/BankRisk國家風險/銀行風險MarketRisk/CreditRisk市場風險/信用風險,,MarketRisk/CreditRisk市場風險/信用風險,Credit信用,,,5,ALTERNATIVES選擇,CentralizedvsDecentralized集權/分權IndividualvsCommittee(compositionanddecisionmakingprocess)個人/委員會（債務組成及決策過程）Factorstoconsider:需要考慮的因素Individual/CollectiveDecision/Responsibility個人/集體決策/責任Seniormanagement’strust高層管理的信任Qualityofstaff(atcentreandintheline)員工的素質（管理人員和一線職員）Specializationofstaff員工專業(yè)化Effectivenessofinternalcontrolsystem內部控制系統(tǒng)的功效Qualityofservice(e.g.turnaroundtime)服務的質量（例如：報廢項目時間）Others(fraudpreventionetc.)其他（防范欺詐等）,6,StructureandAccountCycle結構及客戶信貸周期,,,,,,,,Policy/政策,Approval審批,,,RiskMonitoring風險監(jiān)督,,,Recovery追償,,,HeadofCRM信貸風險管理部,,,,,,,,,,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,Keybusinessobjectives主要業(yè)務目標StructureandResponsibility結構及職責EconomicOutlook經濟預期SectoralAnalysis行業(yè)分析BusinessStrategyandFocus業(yè)務戰(zhàn)略和重點RiskAssessmentandCreditAppetite風險評估和信貸偏好LendingGuidelines貸款指南CreditProducts,ProceduresandAdvice信貸產品、程序和建議,8,CREDITPOLICY信貸政策,Marketpositioningandriskappetite市場定位和風險偏好Return回報PrivateBankCommercialBankSubprimeLender私人銀行商業(yè)銀行次級貸款人-Largecorporate大型企業(yè)-Middlemarket中端市場-Smallbusiness小型企業(yè)-Consumer消費者,,,,Risk風險,,,9,MARKETSEGMENTATION–CREDITTOOLS市場細分—信貸工具,CorporateBanking-Largecorporate-Judgemental(plusRating,KMV,MRA)公司金融-大型公司-主觀判斷（加評分，KMV,MRA)CommercialBanking–Mediumsizedcorporate–Judgemental公司金融-中型企業(yè)-主觀判斷BusinessBanking–Smallbusiness–Scoring商務理財-小型企業(yè)-評分PersonalFinancialServices–Consumer–Scoring個人金融服務-消費者-評分,10,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,DelinquencyRates,AllBanks,SA(USA),貸款不良率,,美國所有銀行,,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)沖銷率所有銀行美國,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)貸款質量,-10%,-5%,0%,5%,10%,15%,20%,,,,NPL%不良貸款比例,,,Creditcardcharge-offratio(annualised)年信用卡沖銷比例,,,,,,,MortgageDelinquencyRate住房貸款不良率,,,RealGDP(yearonyear%change)年實際GDP變化率,,,,13,CREDITRISKASSESSMENT信貸風險評估,CorporateandCommercialBanking公司金融（大型和中型企業(yè)）OperatingRisks運營風險BorrowerGrade借款人評級FinancialRisks(includingProjection)(PD)財務風險（包括財務預測）（違約機率）AccountConduct來往狀況SecurityandFacilityStructure抵押品、貸款結構及評級FacilityGrade設施評級(Property+MarketableSecurities)（財產和可交易的證券）,,,14,SmallBusiness小型企業(yè),Morevulnerabletoeconomicdownturn易受經濟下滑的影響Informationproblematic(lowfinancialtransparencyandreliability)信息問題（財務信息透明度及可信度不高）Highoperatingrisks(relativelyweakinmanagementskills)高運營風險（較弱的管理能力）CharacteristicsoftheScorecard記分卡的特征Company’sfinancials公司財務狀況Company’scredithistoryandbehavior公司信用歷史和表現(xiàn)Company’sattributes(age,sector,sizeetc)公司性質（成立時間的長短、所屬行業(yè)、規(guī)模等）Owner’sscores公司所有者的評分,15,,,英國小型公司主要業(yè)務的設立與終止,設立,千/每季度,終止,16,Consumer消費貸款,CriteriaBasedLending根據(jù)準則所進行的信貸Morecommonlyforsecuredproducts,e.g.mortgage,carloans,HPandloanssecuredbyliquidassets多用于擔保產品，例如：住房貸款、汽車貸款、租賃及用流動資產擔保的貸款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)住房價格指數(shù)（以1989年為100）,,,18,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,CreditCardQuality信用卡質量,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破產申請,,,,Creditcardcharge-offratio(annualised)年信用卡沖銷率,,,Unemploymentrate失業(yè)率,,,BankruptcyPetitions(RHS)破產申請（RHS),,19,Scoring評分,Rankordering分級ApplicationandBehavioralScores申請信貸和行為評分GenericandCustomizedScores通用評分和專用評分Creditcard,personalloans,etc信用卡，個人貸款等,20,CREDITRISKMONITORING信貸風險監(jiān)督,ManagementInformation管理信息(CPAN,IBIS,REMIND,SCOPE,etc)Gradeclassification/migration評級分類/變動情況Scoredistribution/flowrate分值分布/流動率,21,PRICINGSTRATEGY定價戰(zhàn)略,1.Interestmargin:hurdlerates,e.g.bonds.利率邊際：障礙率，例如：債券2.RORA:returnontheoverallrelationship總體關系的回報3.EP:costofcapital經濟利潤：資本成本Factorstoconsider:考慮因素PD(Borrower’sgrade)違約機率LGD損失比率Term年期Costofcapital資本成本Competition競爭Businesspotential發(fā)展?jié)摿?22,DEBTRECOVERY(1)貸款收回（1）,Objective目標RiskvsRelationship風險或關系Strategy戰(zhàn)略RehabilitationORExit貸款康復或退出,23,DEBTRECOVERY(2)貸款收回(2),Workout-Factorsforsuccess債務重組-成功的因素-legalsystem(SchemeofArrangement,IndividualVoluntaryArrangement,BankruptcyLaw)-法律體系(債務安排計劃、個人自愿安排、破產法）-professionalsupport(lawyer,accountant,financialadvisor,assetsearchagent,debtcollector)-專業(yè)支持（律師、會計師、財務顧問、資產搜尋代理、債務追償人）-customer–self-rescue(transparency,commitmentandcooperation)-客戶-自救措施（透明、承擔與合作）-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–每月簡訊（預警信號）、培訓課程-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-跨部門應用及經驗分享–個人信貸和商業(yè)信貸-例如：債務重組和資產接管的概念,25,DEBTRECOVERY(4)貸款收回（4）,HumanResources人力資源-specializedskills–understandingoflegalsystem,abletofaceandhandleconfrontation,negotiation,leadership,decision-making-專業(yè)技能-了解法律體系，能夠應對挑戰(zhàn)及對立局面，具備談判技巧、領導才能和決策的能力-builtonsolidcreditbackground-具備良好的授信/信貸知識及經驗-flatreportingstructure-扁平的組織架構-supportfromseniormanagement-高層管理的支持,