环球市场与金融机构风险管理PPT.ppt

Markets and Institutional Risk Management 环球市场与金融机构风险管理 ;Agenda 议程;Changing attitudes towards credit信贷观点的转变;Debts and more debts (Liabilities/PDI %) 日益增长的负债 (负债/个人可支配收入%）;Irrational Exuberance - Alan Greenspan, 5 December 1996非理性却充满激情 -艾伦.格林斯潘, 1996年12月5日;Trends in the Asian Banking Scene亚洲银行业的发展趋势;Credit Risk Process within the Basle Accord Framework巴塞尔协议框架下的信贷风险处理;Internal ratings-based approach to regulatory capital 内部评级为基础的方法来实现资本监管要求;Credit Risk Business Model信贷风险业务模型;;Traditional Lenders 传统贷款人;Banks 银行;New Lenders 新的贷款人;Fresh Approach to Risk Evaluation风险评估的全新方法;Internal Rating Based Scoring内部评级为基础的评分;Monitoring and Risk Control - post deal贷后的管理与风险控制;Complementing IRB内部评级的实施;Use external raters 运用外部评级机构;Note on KMV 关于KMV的说明;;安然公司;It is prudent not to accept nor reject credit ratings but to subject them to objective examination and use them in combination with other sources of information to make informed credit decisions. 较为谨慎的做法是：不简单地接受或是拒绝某种评级方法，而是用客观的态度来审视，并且与其他来源获得的信息相结合以作出灵活的信贷决策。 Remember the role of relationship managers. 牢记客户经理的角色;In a nut shell, risk management as graphically presented 风险管理简要图示;Four markets to be watched for Exposure信贷限额需要观察的四个市场;Credit Risk is Underpriced 信用风险被价值低估;Credit Pricing – based on grades信贷定价－基于信用级别;Term Structure of Rates (Yield Curve)利率的期限结构（收益曲线）;Historical Loss Rate by IRB内部评级法得出的历史损失率;PRICE BUILD UP USING COST PLUS BASIS 运用成本附加模型的价格构成;Price build up