抵押品评估与信用风险管理.pptxVIP

Collateral Evaluation and Credit Risk Management抵押品评估与信用风险管理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 lossgiven default, thebank can reducethe margin without reducing value added. 通过降低违约损失，银行可以降低利润而不降低价值增加部分。Expected Loss (PD × LGD) 预计损失MARGIN利润Unexpected Loss非预期损失 (Required Return × Allocated Economic Capital)价格PRICEOperating Cost运营成本EL: Expected Loss预计损失PD: Probability of Default违约概率LGD: Loss Given Default违约损失率UL: Unexpected Loss非预期损失Funding Cost资金成本Why is Collateral Evaluation Important?为什么抵押品评估很重要LGD is estimated from default-weighted average loss rate during a certain time period. 违约损失率可以通过一段时间内的加权平均违约损失率估计出来Loss rate is given by: 损失率计算方法To reduce average loss rate, banks need to collect on the default exposure as much as and as fast as possible.为了降低平均损失率，银行应该尽快收回尽量多的资产。If a bank does not properly estimate collateral values, the collection upon default would become smaller and take a longer period of time, leading to a depletion of capital and lower profits.如果银行不能准确估计抵押品价值，违约后能够收回的价值就降低了，所需要的时间也更长，导致资本损耗了利润降低。PV at the default date of recoveries + PV of costs associated with col