商业银行信贷风险管理重点.ppt

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