德意志银行信贷风险讲座3PPT.ppt

Loan Exposure Management Group Sean Kavanagh, Global Head of LEMG March 2010 Strictly Private and Confidential Meeting with Agricultural Bank of China page 2 贷款风险管理部成立于2003年，旨在： 实现 在维护重要客户关系的同时降低贷款集中性风险 通过积极分散信用风险，创造新业务机会 为企业和投资银行部提供新贷款的市场定价参考 通过监督前台业务部门使其承担信用风险对冲成本 增加信用风险管理的透明度与一致性 贷款风险管理部的宗旨      业务模型的基石是应用资本市场流程和产品，从而对贷款/贷款发放的相关承诺的风险进行定价和分配 page 3 LEMG was established in 2003, with a mandate to: Reduce concentration risks while preserving valuable client relationships Create capacity for new business by actively distributing credit risk Provide CIB business units with market based pricing for new loans Foster accountability for hedging costs at the business unit level Increase transparency and consistency of credit risk management Cornerstone of the business model is the application of capital market procedures and products to price and distribute the credit risk of loans / lending-related commitments Business Rationale page 4 贷款风险管理部的两大主要目标 为德意志银行带来的益处 风险定价工具 信贷风险分散 降低集中风险 循环使用信贷限额 以市场为基础的风险定价 明确信用风险对冲成本的责任分担 贷款风险管理部 目标 应用 贷款风险管理部获得贷款利差并承担风险 page 5 LEMG’s two primary objectives Benefits Risk Pricing tool Credit Risk Distribution Reduce concentration risk Recycle credit limits Market based Accountability for hedging costs Loan Exposure Management Group Objectives Application LEMG receives loan margin and owns risk page 7 LEMG is a separate division of DB’s Corporate and Investment Bank Benefits: - Independent function - Clear accountability for loan portfolio Credit Risk Policy Global Market Risk Management Market Risk Policy Corporate and Investment Bank Global Markets Global Banking Loan Exposure Management Group Credit Risk Management page 8 贷款风险管理部以资本市场为基准，为新贷款设定内部调拨价格及“差额” 业务发起部门支付差额，贷款转给贷款风险管理部 全球市场部 全球银行部 贷款 审核 委员会 (“LSC”) 信贷 风险 管理 (“CRM”) 贷款风险 管理部(“LEMG”) 价格等同 内部划拨价格 市场价格 / 价值 资本市场 公开市场交易 差额支付 客户关系 和贷款发起 信贷 审批 业务决策 和成本分配 管理信贷风险 剩余盈亏 贷款资产 page 9 LEMG quotes an internal transfer price or “s