汇丰银行-信贷风险管理|Powerpoint模板

汇丰银行-信贷风险管理

CREDIT RISK MANAGEMENT信贷风险管理
CREDIT CULTURE信贷文化
Risk averse given Bank’s high gearing and thin margin
倾向低风险，由于银行高负债和低利息差
Proper goals and measures with controls
适当的目标和措施及控制
The Line takes primary (or joint) responsibility of the credit decisions
 前线部门对贷款决定负主要（或共同）责任
Burden of proof on the Line
 证明应贷款责任在于前线部门
Never feel embarrassed to ask “dumb” questions
 不用担心问“愚笨”的问题
CREDIT RISK MANAGEMENT信贷风险管理
Prerequisite:先决条件

Senior management’s support (positive intervention?)
高层管理的支持（积极干预？）
People (technical capability, integrity and inter-personal skills)
人员（技术能力、人格和人际交往能力）
Organization and System
组织及系统
 
Attribute:特征
Independent 独立性
No bottom-line responsibility 没有盈利责任
Professional 专业性
Firm and fair 坚定和公正

STRUCTURE AND APPROVAL PROCESS结构和认证程序

ALTERNATIVES选择
Centralized vs Decentralized集权/分权
Individual vs Committee (composition and decision making process)个人/委员会（债务组成及决策过程）
 
Factors to consider: 需要考虑的因素
 
Individual / Collective Decision / Responsibility
个人/集体决策/责任
Senior management’s trust 高层管理的信任
Quality of staff (at centre and in the line) 员工的素质 （管理人员和一线职员）
Specialization of staff 员工专业化
Effectiveness of internal control system 内部控制系统的功效
Quality of service (e.g. turnaround time) 服务的质量（例如：报废项目时间）
Others (fraud prevention etc.) 其他（防范欺诈等）
Structure and Account Cycle结构及客户信贷周期
Credit Policy, Guidelines and Procedures Manual 信贷政策，指南及程序手册
Key business objectives 主要业务目标
Structure and Responsibility 结构及职责
Economic Outlook 经济预期
Sectoral Analysis 行业分析
Business Strategy and Focus 业务战略和重点
Risk Assessment and Credit Appetite 风险评估和信贷偏好
Lending Guidelines 贷款指南
Credit Products, Procedures and Advice 信贷产品、程序和建议

MARKET SEGMENTATION – CREDIT TOOLS   市场细分—信贷工具
Corporate Banking - Large corporate - Judgemental  (plus Rating, KMV, MRA)
    公司金融-大型公司-主观判断（加评分，KMV, MRA)
 
Commercial Banking – Medium sized corporate – Judgemental 公司金融-中型企业-主观判断
 
Business Banking – Small business – Scoring
    商务理财-小型企业-评分
 
Personal Financial Services – Consumer – Scoring
     个人金融服务-消费者-评分
 

CREDIT RISK ASSESSMENT信贷风险评估
Corporate and Commercial Banking  公司金融 （大型和中型企业）
Operating Risks 运营风险 Borrower Grade 借款人评级
Financial Risks (including Projection) (PD) 财务风险（包括财务预测）（违约机率）
Account Conduct 来往状况
 
Security and Facility Structure抵押品、贷款结构及评级 Facility Grade  设施评级
 (Property + Marketable Securities) （财产和可交易的证券） 
Small Business 小型企业
More vulnerable to economic downturn 易受经济下滑的影响
Information problematic (low financial transparency and reliability)  信息问题（财务信息透明度及可信度不高）
High operating risks (relatively weak in management skills) 高运营风险（较弱的管理能力）
Characteristics of the Scorecard 记分卡的特征
Company’s financials 公司财务状况
Company’s credit history and behavior 公司信用历史和表现
Company’s attributes (age, sector, size etc) 公司性质（成立时间的长短、所属行业、规模等）
Owner’s scores 公司所有者的评分

Consumer 消费贷款
Criteria Based Lending 根据准则所进行的信贷

More commonly for secured products, e.g. mortgage, car loans, HP and loans secured by liquid assets
 多用于担保产品，例如：住房贷款、汽车贷款、租赁及用流动资产担保的贷款
Security coverage 抵押品/贷款 比例

Income coverage 收入/还款 比例
 

CREDIT RISK MONITORING信贷风险监督
Management Information 管理信息
 (CPAN, IBIS, REMIND, SCOPE, etc)

Grade classification / migration
评级分类/变动情况

Score distribution / flow rate
分值分布/流动率
PRICING STRATEGY定价战略
1. Interest margin: hurdle rates, e.g. bonds. 利率边际：障碍率，例如：债券
2. RORA: return on the overall relationship 总体关系的回报
3. EP: cost of capital 经济利润：资本成本
 
Factors to consider: 考虑因素

PD (Borrower’s grade)    违约机率
LGD          损失比率
Term 年期
Cost of capital  资本成本
Competition 竞争
Business potential 发展潜力