Credit Scoring Development and Methods精品分析.pptVIP

* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * World Banks ANZ European Banks Banking market in Europe is restructuring Banks are merging across country boundaries UK bank visits Bank A - bank with many recent acquisitions Bank B - bank dealing with mainly credit cards Bank C - ex building society now owned by bank Bank D - large diverse bank National Australia Bank * * World Banks UK Banks AUS Banks * * Bureaus Fair Isaac is the main bureaus in USA “White” and “Black” data is supplied to and from all financial institution Fair Isaac (Equifax) and Experian are the two main bureaus in UK “White” data is supplied to a financial institution if the supply to bureau Currently few banks supply and receive “white” data Mergers are leading most banks to look at this option Fair Isaac is trying to beat Experian in having bureau scores in the UK This is only possible when all banks supply “white” data Credit Advantage is used in Australia Provides “Black” data only Linked with Decision Advantage (previously Equigen) Bureau scores used for ANZ Small Business We could use Dunn Bradstreet for over $250k lending Baycorp is used in New Zealand Provides “Black” data only Baycorp is also a collections agency NZ puts the smallest amount lost as a default Baycorp and Credit Advantage have just merged * * Credit Scoring Bureaus Around the World“We are not alone!” B B B B B B B * * BASEL - The New Accord The New Accord will give banks with sophisticated risk management capabilities increased flexibility More emphasis on bank’s internal measures of risk, supervisory review and market discipline Decision support technology has an important role to play Incentivise better risk management Data warehouses are fundamental to addressing many of the requirements SMB sector will be key More risk sensitive Competitive equality Paul%20Russell%2013a[1] The New Basel Capital Accord Pillar 1 : Minimum capital requirement Pillar 2 : Supervisory review process