银行消费风险解决方案部（CRS）损失预测.ppt.pptVIP

Agenda 提纲 Loss Forecasting Function 损失预测职能 Loss Forecasting Process 损失预测流程 Key Factors to Consider in the Consensus Forecast 共识预测中要考虑的关键因素 Loss Forecasting Models and Methodologies 损失预测的模型及方法 Roll Rate Model 滚动比例模型 Delinquency Migration Matrix (DMM) Model 还款逾期移动矩阵（DMM）模型 Capital Allocation Model 资本分配模型 Econometric Model 计量经济学模型 Account Level Models 账户级模型 Other Models/Tools 其他模型/工具 Advantages and Limitations of Different Models 不同模型的优点和局限性 Model Development and Validation 模型开发和验证 Scenario Analysis of the Home Equity Line of Credit (HELOC) Portfolio 住房净值贷款（HELOC）的情境分析 Scenario Analysis Methodology 情境分析方法 Scenario Assumptions And Simulations on Housing Bubble And Oil Price 住房泡沫和油价的情境假设和模拟 Benchmark Reference of Scenario Analysis 情境分析的参考基准 Consumer Risk Solution Loss Forecasting Functions消费风险解决方案部的损失预测职能 Provide loss forecasts and asset quality forecasts for the strategic plan and budget plan. 提供损失预测和资产质量预测，为制定战略计划和预算计划提供依据。 Deliver monthly loss forecast update and asset quality reporting to support enterprise risk department on loss provisions and reserve requirements. 提供月度损失预测更新及资产质量报告，为集团风险部门进行贷款拨付和满足准备金要求提供支持。 Track and monitor asset quality and portfolio performance against budget plan and Hoshin plan. 对照预算计划和 Hoshin 计划，追踪和监督资产质量和资产组合绩效。 Recommend risk mitigation strategies through the consensus forecast process. 通过共识预测流程提出风险降低战略的建议。 Develop statistical models to support loss forecasts and scenario analysis. 开发统计模型，为损失预测和情境分析提供支持。 Conduct scenario analysis to project potential losses.进行情境分析，以预测潜在的损失。 Consumer Risk Solution High Level Loss Forecasting Process消费风险解决方案部高级别损失预测流程 Key Factors to Consider in The Consensus Forecast Process共识预测中要考虑的关键因素 Model outputs provide a base and should be considered as a input in the forecast process. 模型输出提供了一个基础，应作为预测流程的一项输入加以考虑。 Business strategies and initiatives and their impacts on the portfolio’s losses. 业务战略和行动计划，及其对资产组合损失的影响。 Credit risk operation activities and risk mitigation strategies and their imp