下载

5下载券

加入VIP
  • 专属下载特权
  • 现金文档折扣购买
  • VIP免费专区
  • 千万文档免费下载

上传资料

关闭

关闭

关闭

封号提示

内容

首页 汇丰银行-信贷风险管理讲义

汇丰银行-信贷风险管理讲义.ppt

汇丰银行-信贷风险管理讲义

cxd728
2008-10-06 0人阅读 举报 0 0 暂无简介

简介:本文档为《汇丰银行-信贷风险管理讲义ppt》,可适用于经济金融领域

CREDITRISKMANAGEMENT信贷风险管理CREDITRISKMANAGEMENT信贷风险管理HSBC汇丰银行CREDITCULTURE信贷文化CREDITCULTURE信贷文化RiskaversegivenBank’shighgearingandthinmargin倾向低风险由于银行高负债和低利息差Propergoalsandmeasureswithcontrols适当的目标和措施及控制TheLinetakesprimary(orjoint)responsibilityofthecreditdecisions前线部门对贷款决定负主要(或共同)责任BurdenofproofontheLine证明应贷款责任在于前线部门Neverfeelembarrassedtoask“dumb”questions不用担心问“愚笨”的问题CREDITRISKMANAGEMENT信贷风险管理CREDITRISKMANAGEMENT信贷风险管理Prerequisite:先决条件Seniormanagement’ssupport(positiveintervention)高层管理的支持(积极干预?)People(technicalcapability,integrityandinterpersonalskills)人员(技术能力、人格和人际交往能力)OrganizationandSystem组织及系统 Attribute:特征Independent独立性Nobottomlineresponsibility没有盈利责任Professional专业性Firmandfair坚定和公正STRUCTUREANDAPPROVALPROCESS结构和认证程序STRUCTUREANDAPPROVALPROCESS结构和认证程序BoardofDirectors董事会行政总裁(总部)GHQCEOAPHCEO行政总裁(亚太区)AMHGM总经理(香港及中国大陆)Line前线部门信贷总经理GMCreditCCO首席信贷官HDCredit信贷部门主管Concurrence认同Approval审批Approval审批Approval审批CountryRiskBankRisk国家风险银行风险MarketRiskCreditRisk市场风险信用风险MarketRiskCreditRisk市场风险信用风险Credit信用ALTERNATIVES选择ALTERNATIVES选择CentralizedvsDecentralized集权分权IndividualvsCommittee(compositionanddecisionmakingprocess)个人委员会(债务组成及决策过程) Factorstoconsider:需要考虑的因素 IndividualCollectiveDecisionResponsibility个人集体决策责任Seniormanagement’strust高层管理的信任Qualityofstaff(atcentreandintheline)员工的素质(管理人员和一线职员)Specializationofstaff员工专业化Effectivenessofinternalcontrolsystem内部控制系统的功效Qualityofservice(egturnaroundtime)服务的质量(例如:报废项目时间)Others(fraudpreventionetc)其他(防范欺诈等)StructureandAccountCycle结构及客户信贷周期StructureandAccountCycle结构及客户信贷周期Policy政策Approval审批RiskMonitoring风险监督Recovery追偿HeadofCRM信贷风险管理部Loans贷款Unhealthyloans不良贷款Review回顾Review回顾CreditPolicy,GuidelinesandProceduresManual信贷政策指南及程序手册CreditPolicy,GuidelinesandProceduresManual信贷政策指南及程序手册Keybusinessobjectives主要业务目标StructureandResponsibility结构及职责EconomicOutlook经济预期SectoralAnalysis行业分析BusinessStrategyandFocus业务战略和重点RiskAssessmentandCreditAppetite风险评估和信贷偏好LendingGuidelines贷款指南CreditProducts,ProceduresandAdvice信贷产品、程序和建议CREDITPOLICY信贷政策Marketpositioningandriskappetite市场定位和风险偏好 Return回报  PrivateBankCommercialBankSubprimeLender私人银行商业银行次级贷款人Largecorporate大型企业Middlemarket中端市场Smallbusiness小型企业Consumer消费者 Risk风险MARKETSEGMENTATION–CREDITTOOLS市场细分信贷工具MARKETSEGMENTATION–CREDITTOOLS市场细分信贷工具CorporateBankingLargecorporateJudgemental(plusRating,KMV,MRA)公司金融大型公司主观判断(加评分KMV,MRA) CommercialBanking–Mediumsizedcorporate–Judgemental公司金融中型企业主观判断 BusinessBanking–Smallbusiness–Scoring商务理财小型企业评分 PersonalFinancialServices–Consumer–Scoring个人金融服务消费者评分 DelinquencyRates,AllBanks,SA(USA)贷款不良率美国所有银行QQQQQQQQQQQQQQQQQQQQQQResidential*住房贷款Commercial*商业房地产贷款CILoans工商贷款TotalLoansLeases贷款和租赁总额ChargeOffRates,AllBanks,SA(USA)冲销率所有银行美国QQQQQQQQQQQQQQQQQQQQQQCommercial*商业房地产贷款CILoans工商贷款TotalLoansLeases贷款及租赁总额Residential*住房贷款LoanQualityinHK香港地区贷款质量NPL不良贷款比例Creditcardchargeoffratio(annualised)年信用卡冲销比例MortgageDelinquencyRate住房贷款不良率RealGDP(yearonyearchange)年实际GDP变化率CREDITRISKASSESSMENT信贷风险评估CREDITRISKASSESSMENT信贷风险评估CorporateandCommercialBanking公司金融(大型和中型企业)OperatingRisks运营风险BorrowerGrade借款人评级FinancialRisks(includingProjection)(PD)财务风险(包括财务预测)(违约机率)AccountConduct来往状况 SecurityandFacilityStructure抵押品、贷款结构及评级FacilityGrade设施评级(PropertyMarketableSecurities)(财产和可交易的证券)SmallBusiness小型企业SmallBusiness小型企业Morevulnerabletoeconomicdownturn易受经济下滑的影响Informationproblematic(lowfinancialtransparencyandreliability)信息问题(财务信息透明度及可信度不高)Highoperatingrisks(relativelyweakinmanagementskills)高运营风险(较弱的管理能力)CharacteristicsoftheScorecard记分卡的特征Company’sfinancials公司财务状况Company’scredithistoryandbehavior公司信用历史和表现Company’sattributes(age,sector,sizeetc)公司性质(成立时间的长短、所属行业、规模等)Owner’sscores公司所有者的评分英国小型公司主要业务的设立与终止设立千每季度终止Consumer消费贷款Consumer消费贷款CriteriaBasedLending根据准则所进行的信贷Morecommonlyforsecuredproducts,egmortgage,carloans,HPandloanssecuredbyliquidassets多用于担保产品例如:住房贷款、汽车贷款、租赁及用流动资产担保的贷款Securitycoverage抵押品贷款比例Incomecoverage收入还款比例 JunAugOctDecFebAprJunAugOctDecFebMortgageDelinquencyRate住房贷款不良率Unemploymentrate失业率ResidentialPriceIndex(=)(RHS)住房价格指数(以年为)CreditCardQuality信用卡质量DecMarJunSepDecMarJunSepDecMarJunSepDecMar,,,,,,,NoofBankruptcyPetitions破产申请Creditcardchargeoffratio(annualised)年信用卡冲销率Unemploymentrate失业率BankruptcyPetitions(RHS)破产申请(RHS)Scoring评分Rankordering分级ApplicationandBehavioralScores申请信贷和行为评分GenericandCustomizedScores通用评分和专用评分Creditcard,personalloans,etc信用卡个人贷款等CREDITRISKMONITORING信贷风险监督CREDITRISKMONITORING信贷风险监督ManagementInformation管理信息(CPAN,IBIS,REMIND,SCOPE,etc)Gradeclassificationmigration评级分类变动情况Scoredistributionflowrate分值分布流动率PRICINGSTRATEGY定价战略PRICINGSTRATEGY定价战略Interestmargin:hurdlerates,egbonds利率边际:障碍率例如:债券RORA:returnontheoverallrelationship总体关系的回报EP:costofcapital经济利润:资本成本 Factorstoconsider:考虑因素PD(Borrower’sgrade)违约机率LGD损失比率Term年期Costofcapital资本成本Competition竞争Businesspotential发展潜力DEBTRECOVERY()贷款收回()Objective 目标RiskvsRelationship 风险或关系Strategy 战略RehabilitationORExit 贷款康复或退出DEBTRECOVERY()贷款收回()WorkoutFactorsforsuccess 债务重组成功的因素  legalsystem(SchemeofArrangement,IndividualVoluntaryArrangement,BankruptcyLaw)法律体系(债务安排计划、个人自愿安排、破产法)  professionalsupport(lawyer,accountant,financialadvisor,assetsearchagent,debtcollector)专业支持(律师、会计师、财务顾问、资产搜寻代理、债务追偿人)    customer–selfrescue(transparency,commitmentandcooperation)客户自救措施(透明、承担与合作)      multibanksupportive,expeditiousandequitabletheHongKongApproach多头银行支持态度、迅速及公平(香港原则)DEBTRECOVERY()贷款收回()Feedback回馈   lessonslearntCreditAlert(earlywarningsigns),trainingcourse吸取教训–每月简讯(预警信号)、培训课程  loopholechangeincreditpolicyorprocedures,managementinformation漏洞信用政策或程序的改变管理信息      crossstreamapplicationandexperiencesharing–PFSCIB–egconceptofrestructuring,receivership跨部门应用及经验分享–个人信贷和商业信贷例如:债务重组和资产接管的概念DEBTRECOVERY()贷款收回()HumanResources人力资源    specializedskills–understandingoflegalsystem,abletofaceandhandleconfrontation,negotiation,leadership,decisionmaking专业技能了解法律体系能够应对挑战及对立局面具备谈判技巧、领导才能和决策的能力       builtonsolidcreditbackground具备良好的授信信贷知识及经验       flatreportingstructure扁平的组织架构       supportfromseniormanagement高层管理的支持

用户评价(0)

关闭

新课改视野下建构高中语文教学实验成果报告(32KB)

抱歉,积分不足下载失败,请稍后再试!

提示

试读已结束,如需要继续阅读或者下载,敬请购买!

文档小程序码

使用微信“扫一扫”扫码寻找文档

1

打开微信

2

扫描小程序码

3

发布寻找信息

4

等待寻找结果

我知道了
评分:

/25

汇丰银行-信贷风险管理讲义

VIP

在线
客服

免费
邮箱

爱问共享资料服务号

扫描关注领取更多福利