信贷风险管理(25ppt).pptx
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信贷风险管理,1,CREDITCULTURE信贷文化,RiskaversegivenBankshighgearingandthinmargin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,2,CREDITRISKMANAGEMENT信贷风险管理,Prerequisite:
先决条件Seniormanagementssupport(positiveintervention?
)高层管理的支持(积极干预?
)People(technicalcapability,integrityandinter-personalskills)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Nobottom-lineresponsibility没有盈利责任Professional专业性Firmandfair坚定和公正,3,STRUCTUREANDAPPROVALPROCESS结构和认证程序,BoardofDirectors董事会,行政总裁(总部)GHQCEO,APHCEO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GMCredit,CCO首席信贷官,HDCredit信贷部门主管,Concurrence认同,Approval审批,Approval审批,Approval审批,CountryRisk/BankRisk国家风险/银行风险MarketRisk/CreditRisk市场风险/信用风险,MarketRisk/CreditRisk市场风险/信用风险,Credit信用,4,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Individual/CollectiveDecision/Responsibility个人/集体决策/责任Seniormanagementstrust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(e.g.turnaroundtime)服务的质量(例如:
报废项目时间)Others(fraudpreventionetc.)其他(防范欺诈等),5,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,6,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,7,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,8,MARKETSEGMENTATIONCREDITTOOLS市场细分信贷工具,CorporateBanking-Largecorporate-Judgemental(plusRating,KMV,MRA)公司金融-大型公司-主观判断(加评分,KMV,MRA)CommercialBankingMediumsizedcorporateJudgemental公司金融-中型企业-主观判断BusinessBankingSmallbusinessScoring商务理财-小型企业-评分PersonalFinancialServicesConsumerScoring个人金融服务-消费者-评分,9,DelinquencyRates,AllBanks,SA(USA),贷款不良率,美国所有银行,0,2,4,6,8,10,12,14,91Q1,91Q3,92Q1,92Q3,93Q1,93Q3,94Q1,94Q3,95Q1,95Q3,96Q1,96Q3,97Q1,97Q3,98Q1,98Q3,99Q1,99Q3,00Q1,00Q3,01Q1,01Q3,Residential*住房贷款,Commercial*商业房地产贷款,C&ILoans工商贷款,TotalLoans&Leases贷款和租赁总额,%,10,Charge-OffRates,AllBanks,SA(USA)冲销率所有银行美国,0.0,0.5,1.0,1.5,2.0,2.5,3.0,91Q1,91Q3,92Q1,92Q3,93Q1,93Q3,94Q1,94Q3,95Q1,95Q3,96Q1,96Q3,97Q1,97Q3,98Q1,98Q3,99Q1,99Q3,00Q1,00Q3,01Q1,01Q3,Commercial*商业房地产贷款,C&ILoans工商贷款,TotalLoans&Leases贷款及租赁总额,%,Residential*住房贷款,11,LoanQualityinHK香港地区贷款质量,-10%,-5%,0%,5%,10%,15%,20%,NPL%不良贷款比例,Creditcardcharge-offratio(annualised)年信用卡冲销比例,MortgageDelinquencyRate住房贷款不良率,RealGDP(yearonyear%change)年实际GDP变化率,12,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(Property+MarketableSecurities)(财产和可交易的证券),13,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Companysfinancials公司财务状况Companyscredithistoryandbehavior公司信用历史和表现Companysattributes(age,sector,sizeetc)公司性质(成立时间的长短、所属行业、规模等)Ownersscores公司所有者的评分,14,英国小型公司主要业务的设立与终止,设立,千/每季度,终止,15,Consumer消费贷款,CriteriaBasedLending根据准则所进行的信贷Morecommonlyforsecuredproducts,e.g.mortgage,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,16,Jun-00,Aug-00,Oct-00,Dec-00,Feb-01,Apr-01,Jun-01,Aug-01,Oct-01,Dec-01,Feb-02,0,50,100,150,200,250,300,MortgageDelinquencyRate住房贷款不良率,Unemploymentrate失业率,ResidentialPriceIndex(1989=100)(RHS)住房价格指数(以1989年为100),17,CreditCardQuality信用卡质量,3.00%,4.00%,5.00%,6.00%,7.00%,8.00%,9.00%,Dec-98,Mar-99,Jun-99,Sep-99,Dec-99,Mar-00,Jun-00,Sep-00,Dec-00,Mar-01,Jun-01,Sep-01,Dec-01,Mar-02,-,1,000,2,000,3,000,4,000,5,000,6,000,7,000,No.ofBankruptcyPetitions破产申请,Creditcardcharge-offratio(annualised)年信用卡冲销率,Unemploymentrate失业率,BankruptcyPetitions(RHS)破产申请(RHS),18,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,19,CREDITRISKMONITORING信贷风险监督,ManagementInformation管理信息(CPAN,IBIS,REMIND,SCOPE,etc)Gradeclassification/migration评级分类/变动情况Scoredistribution/flowrate分值分布/流动率,20,PRICINGSTRATEGY定价战略,1.Interestmargin:
hurdlerates,e.g.bonds.利率边际:
障碍率,例如:
债券2.RORA:
returnontheoverallrelationship总体关系的回报3.EP:
costofcapital经济利润:
资本成本Factorstoconsider:
考虑因素PD(Borrowersgrade)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,21,DEBTRECOVERY
(1)贷款收回
(1),Objective目标RiskvsRelationship风险或关系Strategy战略RehabilitationORExit贷款康复或退出,22,DEBTRECOVERY
(2)贷款收回
(2),Workout-Factorsforsuccess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)-customerself-rescue(transparency,commitmentandcooperation)-客户-自救措施(透明、承担与合作)-multi-bank-supportive,expeditiousandequitabletheHongKongApproach-多头银行-支持态度、迅速及公平(香港原则),23,DEBTRECOVERY(3)贷款收回(3),Feedback回馈-lessonslearnt-CreditAlert(earlywarningsigns),trainingcourse-吸取教训每月简讯(预警信号)、培训课程-loophole-changeincreditpolicyorprocedures,managementinformation-漏洞-信用政策或程序的改变,管理信息-cross-streamapplicationandexperiencesharingPFS&CIBe.g.conceptofrestructuring,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,24,DEBTRECOVERY(4)贷款收回(4),HumanResources人力资源-specializedskillsunderstandingoflegalsystem,abletofaceandhandleconfrontation,negotiation,leadership,decision-making-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,25,