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kpmg Hanvit Bank * Draft Confidential to Hanvit Bank CRMS Project Table of Contents 1 Executive Summary 2 CRMS Project Review 3 CRMS Project Commercial Process Improvements 4 HAVICS System Overview 5 HAVICS System Technical Components Table of Contents 1 Executive Summary 2 CRMS Project Review 3 CRMS Project Commercial Process Improvements 4 HAVICS System Overview 5 HAVICS System Technical Components 5.1 Rating Methodology Overview 5.2 Rating Decision Support Parameters 5.3 Pricing Methodology Overview 5.4 Pricing Decision Support Parameters 5.5 Limits Methodology Overview 5.6 Limits Decision Support Parameters Hanvit Commercial Credit Rating Model Development Support Risk Rating Foundation Sources The Hanvit Risk Rating System incorporates: “Best Practices” noted in Korean, U.S. and International banks; Risk issues that are specific to Hanvit and Korean business structure as identified by KPMG and management of Hanvit; and FSS guidelines. Purpose The principal objectives for this module is to design a standardized, effective risk rating system for the commercial loan portfolio based on FSS and International Best Banking Practices. Risk ratings are the primary summary indicator of risk for Hanvit bank’s individual credit exposures. Specific uses of Hanvit’s risk ratings include: a guide for the loan origination process; portfolio monitoring and management reporting; analysis of the adequacy of loan loss reserves; loan pricing analysis; and an input to the portfolio management module Distinction Between Default and Loss The overriding principal of risk rating is that the individual ratings are first aligned by borrower with risk of default. This risk of default measure is produced at the borrower level due to the presumption that a borrower will default on all obligations if it defaults on any. Individual borrower ratings are useful in that they: facilitate the understanding to the Bank of the mechanics of risk in the portfolio support