Click to edit Master title style,*,Click to edit Master text styles,Second level,Third level,Fourth level,Fifth level,CREDIT RISK MANAGEMENT,信贷风险管理,1,CREDITCULTURE,信,贷,贷,文,文,化,化,RiskaversegivenBank,shighgearingandthinmargin,倾,向,向,低,低,风,风,险,险,，,，,由,由,于,于,银,银,行,行,高,高,负,负,债,债,和,和,低,低,利,利,息,息,差,差,Propergoalsandmeasureswithcontrols,适,当,当,的,的,目,目,标,标,和,和,措,措,施,施,及,及,控,控,制,制,TheLinetakesprimary(orjoint)responsibilityofthecreditdecisions,前,线,线,部,部,门,门,对,对,贷,贷,款,款,决,决,定,定,负,负,主,主,要,要,（,（,或,或,共,共,同,同,）,）,责,责,任,任,BurdenofproofontheLine,证,明,明,应,应,贷,贷,款,款,责,责,任,任,在,在,于,于,前,前,线,线,部,部,门,门,Neverfeelembarrassedtoask,“,“dumb,”,”questions,不,用,用,担,担,心,心,问,问,“,“,愚,愚,笨,笨,”,”,的,的,问,问,题,题,2,CREDITRISKMANAGEMENT,信,贷,贷,风,风,险,险,管,管,理,理,Prerequisite:,先,决,决,条,条,件,件,Seniormanagement,ssupport(positiveintervention?),高,层,层,管,管,理,理,的,的,支,支,持,持,（,（,积,积,极,极,干,干,预,预,？,？,）,）,People(technicalcapability,integrityandinter-personalskills),人,员,员,（,（,技,技,术,术,能,能,力,力,、,、,人,人,格,格,和,和,人,人,际,际,交,交,往,往,能,能,力,力,）,）,OrganizationandSystem,组,织,织,及,及,系,系,统,统,Attribute:,特,征,征,Independent,独,立,立,性,性,Nobottom-lineresponsibility,没,有,有,盈,盈,利,利,责,责,任,任,Professional,专,业,业,性,性,Firmandfair,坚,定,定,和,和,公,公,正,正,3,STRUCTUREANDAPPROVALPROCESS,结,构,构,和,和,认,认,证,证,程,程,序,序,BoardofDirectors,董,事,事,会,会,行,政,政,总,总,裁,裁,（,（,总,总,部,部,）,）,GHQ,CEO,APH,CEO,行,政,政,总,总,裁,裁,（,（,亚,亚,太,太,区,区,）,）,AMH,GM,总,经,经,理,理,（,香,香,港,港,及,及,中,中,国,国,大,大,陆,陆,）,）,Line,前,线,线,部,部,门,门,信,贷,贷,总,总,经,经,理,理,GMCredit,CCO,首,席,席,信,信,贷,贷,官,官,HDCredit,信,贷,贷,部,部,门,门,主,主,管,管,Concurrence,认,同,同,Approval,审,批,批,Approval,审,批,批,Approval,审,批,批,CountryRisk/BankRisk,国,家,家,风,风,险,险/,银,银,行,行,风,风,险,险,MarketRisk/CreditRisk,市,场,场,风,风,险,险/,信,信,用,用,风,风,险,险,MarketRisk/CreditRisk,市,场,场,风,风,险,险/,信,信,用,用,风,风,险,险,Credit,信用,4,ALTERNATIVES,选择,Centralizedvs Decentralized,集权/分,权,权,Individual vs Committee(compositionanddecision makingprocess),个人/委,员,员会（债,务,务组成及,决,决策过程,）,）,Factorsto consider:,需要考虑,的,的因素,Individual/CollectiveDecision/Responsibility,个人/集,体,体决策/,责,责任,Senior managementstrust,高层管理,的,的信任,Qualityof staff(atcentreandin the line),员工的素,质,质（管,理,理人员和,一,一线职员,）,）,Specialization of staff,员工专业,化,化,Effectiveness ofinternal control system,内部控制,系,系统的功,效,效,Qualityof service(e.g.turnaroundtime),服务的质,量,量（例如,：,：报废项,目,目时间）,Others(fraud preventionetc.),其他（防,范,范欺诈等,）,）,5,Structure and Account Cycle,结构及客,户,户信贷周,期,期,Policy/,政策,Approval,审批,RiskMonitoring,风险监督,Recovery,追偿,HeadofCRM,信贷风险,管,管理部,Loans,贷款,Unhealthy loans,不良贷款,Review,回顾,Review,回顾,6,Credit Policy,Guidelines and ProceduresManual,信贷政策,，,，指南及,程,程序手册,Keybusinessobjectives,主要业务,目,目标,Structure and Responsibility,结构及职,责,责,EconomicOutlook,经济预期,SectoralAnalysis,行业分析,BusinessStrategy and Focus,业务战略,和,和重点,RiskAssessmentandCredit Appetite,风险评估,和,和信贷偏,好,好,LendingGuidelines,贷款指南,Credit Products,ProceduresandAdvice,信贷产品,、,、程序和,建,建议,7,CREDIT POLICY,信贷政策,Market positioning and riskappetite,市场定位,和,和风险偏,好,好,Return,回报,PrivateBankCommercialBankSubprime Lender,私人银行,商,商业银行,次,次级贷款,人,人,-,Large corporate,大型企业,-,Middle market,中端市场,-,Small business,小型企业,-,Consumer,消费者,Risk,风险,8,MARKET SEGMENTATION,CREDITTOOLS,市场细分,信贷工,具,具,Corporate Banking-Large corporate-Judgemental (plusRating,KMV,MRA),公司金融-大型公,司,司-主观,判,判断（加,评,评分，,KMV,MRA),Commercial Banking Mediumsized corporate,Judgemental,公司金融-中型企,业,业-主观,判,判断,BusinessBanking,Smallbusiness Scoring,商务理财-小型企,业,业-评分,PersonalFinancialServices,Consumer,Scoring,个人金,融,融服务-消费,者,者-评,分,分,9,DelinquencyRates,All Banks,SA(USA),贷款不,良,良率,美国所,有,有银行,0,2,4,6,8,10,12,14,91,Q1,91,Q3,92,Q1,92,Q3,93,Q1,93,Q3,94,Q1,94,Q3,95,Q1,95,Q3,96,Q1,96,Q3,97,Q1,97,Q3,98,Q1,98,Q3,99,Q1,99,Q3,00,Q1,00,Q3,01,Q1,01,Q3,Residential*,住房贷,款,款,Commercial*,商业房,地,地产贷,款,款,C&ILoans,工商贷,款,款,TotalLoans&Leases,贷款和,租,租赁总,额,额,%,10,Charge-Off Rates,AllBanks,SA(USA),冲销率,所,所,有,有银行,美,美国,0.0,0.5,1.0,1.5,2.0,2.5,3.0,91,Q1,91,Q3,92,Q1,92,Q3,93,Q1,93,Q3,94,Q1,94,Q3,95,Q1,95,Q3,96,Q1,96,Q3,97,Q1,97,Q3,98,Q1,98,Q3,99,Q1,99,Q3,00,Q1,00,Q3,01,Q1,01,Q3,Commercial*,商业房,地,地产贷,款,款,C&ILoans,工商贷,款,款,TotalLoans&Leases,贷款及,租,租赁总,额,额,%,Residential*,住房贷,款,款,11,Loan QualityinHK,香港地,区,区贷款,质,质量,-10%,-5%,0%,5%,10%,15%,20%,NPL%,不良贷,款,款比例,Creditcardcharge-off ratio(annualised),年信用,卡,卡冲销,比,比例,MortgageDelinquencyRate,住房贷,款,款不良,率,率,Real GDP(yearonyear%change),年实际,GDP,变化率,12,CREDITRISKASSESSMENT,信贷风,险,险评估,Corporateand CommercialBanking,公司金,融,融（,大,大型和,中,中型企,业,业）,OperatingRisks,运营风,险,险,BorrowerGrade,借款人,评,评级,FinancialRisks(includingProjection)(PD),财务风,险,险（包,括,括财务,预,预测）,（,（违约,机,机率）,Account Conduct,来往状,况,况,SecurityandFacilityStructure,抵押品,、,、贷款,结,结构及,评,评级,FacilityGrade,设施评,级,级,(,Property+MarketableSecurities),（,财产和,可,可交易,的,的证券,）,）,13,SmallBusiness,小型企,业,业,More vulnerabletoeconomicdownturn,易受经,济,济下滑,的,的影响,Informationproblematic(low financialtransparencyand reliability),信息问,题,题（财,务,务信息,透,透明度,及,及可信,度,度不高,）,）,High operatingrisks(relativelyweak in managementskills),高运营,风,风险（,较,较弱的,管,管理能,力,力）,Characteristicsofthe Scorecard,记分卡,的,的特征,Companysfinancials,公司财,务,务状况,Companyscredit historyand behavior,公司信,用,用历史,和,和表现,Companysattributes(age,sector,sizeetc),公司性,质,质（成,立,立时间,的,的长短,、,、所属,行,行业、,规,规模等,）,）