【优质】毕博上海银行咨询FinalDeliverablestechnicalfinal3.pptVIP

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 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 Purpose The agreed upon purpose of the limits model is to establish both a maximum prudent exposure limit and a desired exposure limit. Those two categories encompass a number of individual limits that are calculated within the model: Regulatory limits. These limits are simply the regulatory requirements generally based on bank capital and covering individual companies, groups, jumbo loans and Hanvit subsidiaries. Target Debt Limits. These are most likely applied only to individual companies. They are based on sliding rating-scale percentages of company valuation. Total Exposure Limit. This limit incorporates information about equity and derivatives positions the Bank may have with the borrower. Regulatory Limits Methodology FSS regulations require lending to individual borrowers and to company groups not to exceed certain bank capital amounts. All limits are based on outstanding amounts and current bank capital. Limit Individual Company 20% of Capital Group 25% of Capital Jumbo Loans Sum of all Jumbo 5 x Capital Single Hanvit Subsidiary 10% of Capital All Hanvit Subsidiaries 20% of Capital Target Debt Limits Methodology The Target Debt Limit is designed to provide a quick lending limit benchmark based on a company valuation. The target limit is applied to all outstanding debt the company has to both Hanvit and other banks. The percentage scale at right displays the amount of company value by rating that sets the limit. These percentages were subjectively derived based on discussi