科尔尼上海银行风险管理(英文版).pptVIP

Strengthening Risk/Reward Management Capabilities;Today’s Discussion;Today’s Team;Today’s Discussion;I. Our Understanding of BoS’ Situation Our refined proposal has been based on the relevant information provided by BoS within the past week;Based on the information provided, combined with our credit experience, we have concluded that BoS’ current state may be still lagging as compared to emerging relevant practices in Asia;As such, we have concluded that the stated initiatives to support BoS’ credit risk imperatives should be focused not only on meeting the short-term needs, but also highlight directional building blocks to serve as a basis for future credit capability excellence;Today’s Discussion;Proposed Initiatives and Expected Results;Credit Risk Grading Analytics;For portfolio risk management reporting, we would develop the portfolio risk management framework, distribution and uses of necessary reports, as well as their formats and contents;Proposed Overall Approach; Implement;B. Portfolio Risk Management (PRM) Reporting – Key Activities ;Throughout the 6-7 week’s project, we intend to focus on providing knowledge transfer to the core BoS team members while also providing interim check point along the way;Today’s Discussion;Proposed Approach – Key Deliverables;III.A Credit Risk Grading Analytics Eight key deliverables have been identified to specifically address BoS’ short and long term credit risk grading analytics requirements;III. A.1.1 Risk Grading Organization Baseline;The process baseline will ensure clear understanding of the current/required processing capabilities (i.e. policy setting, appraisal, approvals, review, etc.) related to ensuring credit risk grading effectiveness ;III. A.1.3 Risk Grading Tools Assessment;III. A.1.4 Risk Grading Capacity Gap Analysis;III. A.2.1 Risk Grading Vision and Required Capabilities;III. A.2.2 Short-term Risk Grading Analytics Model;III. A.2.2 Option A – Recalibrate Existing Model;Option a, Deliverable i – Model Acc