抵押品评估和信用风险管理.pdf

Collateral Evaluation and Credit Risk Management 抵押品评估和信用风险管理 Contents 目录 1. Why is Collateral Evaluation Important? 为什么抵押品评估重要 2. Types of Collateral and Regulatory Pitfalls 抵押品种类和法规缺陷 3. Evaluation of Collateral (Real Estate) 抵押品评估（房产） 4. Evaluation of Collateral (Other Assets) 抵押品评估（其他资产） 5. Protection of Collateral 抵押品保护 Creation of Security Interest 担保利益的创立 Perfection of Security Interest 担保利益的完善 6. Collateral Management 抵押品管理 Collateral Management for Credit Risk Management 信用风险管理 中的抵押品管理 Safeguarding the Enforcement 维护强制执行 7. Enforcement of Collateral 抵押品的强制执行 8. Extinguishing Security Interest in Collateral 抵押品利益的终止 1. Why is Collateral Evaluation Important? 为什么抵押品评估很重要？ Why is Collateral Evaluation Important? 为什么抵押品评估很重要？  The more accurate the evaluation, the more enhanced credit risk management in place. 对抵押品的评估越是准确，信贷风险的管理的准确性就越高  Large actual loan loss exceeding the estimated LGD could lead to a serious depletion of bank’s equity capital. 实际贷款损失如果大大超过预计的违 约损失率会导致银行的自有资本严重损耗。 Value Added价值增加 By reducing loss given default, the M Expected Loss (PD ×LGD) 预计损失 A bank can reduce E R G C the margin without I I N R Unexpected Loss非预期损失 (Required Return × reducing value added. 利 P Allocated Economic Capital) 通过降低违约损失，银行可以降低 格 润 利润而不降低价值增加部分。 价 Operating Cost运营成本