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1、1,CREDIT RISK MANAGEMENT信貸風(fēng)險(xiǎn)管理,HSBC 匯豐銀行,2,CREDIT CULTURE信貸文化,Risk averse given Banks high gearing and thin margin 傾向低風(fēng)險(xiǎn)，由于銀行高負(fù)債和低利息差 Proper goals and measures with controls 適當(dāng)?shù)哪繕?biāo)和措施及控制 The Line takes primary (or joint) responsibility of the credit decisions 前線(xiàn)部門(mén)對(duì)貸款決定負(fù)主要（或共同）責(zé)任 Burden of proof on th

2、e Line 證明應(yīng)貸款責(zé)任在于前線(xiàn)部門(mén) Never feel embarrassed to ask “dumb” questions 不用擔(dān)心問(wèn)“愚笨”的問(wèn)題,3,CREDIT RISK MANAGEMENT信貸風(fēng)險(xiǎn)管理,Prerequisite:先決條件 Senior managements support (positive intervention?) 高層管理的支持（積極干預(yù)？） People (technical capability, integrity and inter-personal skills) 人員（技術(shù)能力、人格和人際交往能力） Organization and

3、System 組織及系統(tǒng) Attribute:特征 Independent 獨(dú)立性 No bottom-line responsibility 沒(méi)有盈利責(zé)任 Professional 專(zhuān)業(yè)性 Firm and fair 堅(jiān)定和公正,4,STRUCTURE AND APPROVAL PROCESS結(jié)構(gòu)和認(rèn)證程序,Board of Directors 董事會(huì),行政總裁（總部） GHQ CEO,APH CEO 行政總裁（亞太區(qū)）,AMH GM總經(jīng)理 （香港及中國(guó)大陸）,Line前線(xiàn)部門(mén),信貸總經(jīng)理 GM Credit,CCO首席信貸官,HD Credit 信貸部門(mén)主管,Concurrence 認(rèn)同,

4、Approval 審批,Approval 審批,Approval審批,Country Risk/Bank Risk 國(guó)家風(fēng)險(xiǎn)/銀行風(fēng)險(xiǎn) Market Risk/Credit Risk 市場(chǎng)風(fēng)險(xiǎn)/信用風(fēng)險(xiǎn),Market Risk/Credit Risk 市場(chǎng)風(fēng)險(xiǎn)/信用風(fēng)險(xiǎn),Credit 信用,5,ALTERNATIVES選擇,Centralized vs Decentralized集權(quán)/分權(quán) Individual vs Committee (composition and decision making process)個(gè)人/委員會(huì)（債務(wù)組成及決策過(guò)程） Factors to consider:

5、 需要考慮的因素 Individual / Collective Decision / Responsibility 個(gè)人/集體決策/責(zé)任 Senior managements trust 高層管理的信任 Quality of staff (at centre and in the line) 員工的素質(zhì) （管理人員和一線(xiàn)職員） Specialization of staff 員工專(zhuān)業(yè)化 Effectiveness of internal control system 內(nèi)部控制系統(tǒng)的功效 Quality of service (e.g. turnaround time) 服務(wù)的質(zhì)量（例如：報(bào)廢

6、項(xiàng)目時(shí)間） Others (fraud prevention etc.) 其他（防范欺詐等）,6,Structure and Account Cycle結(jié)構(gòu)及客戶(hù)信貸周期,Policy/政策,Approval審批,Risk Monitoring 風(fēng)險(xiǎn)監(jiān)督,Recovery追償,Head of CRM信貸風(fēng)險(xiǎn)管理部,Loans貸款,Unhealthy loans 不良貸款,Review回顧,Review回顧,7,Credit Policy, Guidelines and Procedures Manual 信貸政策，指南及程序手冊(cè),Key business objectives 主要業(yè)務(wù)目標(biāo) S

7、tructure and Responsibility 結(jié)構(gòu)及職責(zé) Economic Outlook 經(jīng)濟(jì)預(yù)期 Sectoral Analysis 行業(yè)分析 Business Strategy and Focus 業(yè)務(wù)戰(zhàn)略和重點(diǎn) Risk Assessment and Credit Appetite 風(fēng)險(xiǎn)評(píng)估和信貸偏好 Lending Guidelines 貸款指南 Credit Products, Procedures and Advice 信貸產(chǎn)品、程序和建議,8,CREDIT POLICY信貸政策,Market positioning and risk appetite 市場(chǎng)定位和風(fēng)險(xiǎn)偏

8、好 Return 回報(bào) Private Bank Commercial BankSubprime Lender 私人銀行 商業(yè)銀行 次級(jí)貸款人 -Large corporate 大型企業(yè) -Middle market 中端市場(chǎng) -Small business 小型企業(yè) -Consumer 消費(fèi)者,Risk 風(fēng)險(xiǎn),9,MARKET SEGMENTATION CREDIT TOOLS 市場(chǎng)細(xì)分信貸工具,Corporate Banking - Large corporate - Judgemental (plus Rating, KMV, MRA) 公司金融-大型公司-主觀(guān)判斷（加評(píng)分，KMV, M

9、RA) Commercial Banking Medium sized corporate Judgemental 公司金融-中型企業(yè)-主觀(guān)判斷 Business Banking Small business Scoring 商務(wù)理財(cái)-小型企業(yè)-評(píng)分 Personal Financial Services Consumer Scoring 個(gè)人金融服務(wù)-消費(fèi)者-評(píng)分,10,Delinquency Rates, All Banks, SA (USA),貸款不良率,美國(guó)所有銀行,0,2,4,6,8,10,12,14,91Q1,91Q3,92Q1,92Q3,93Q1,93Q3,94Q1,94Q3,9

10、5Q1,95Q3,96Q1,96Q3,97Q1,97Q3,98Q1,98Q3,99Q1,99Q3,00Q1,00Q3,01Q1,01Q3,Residential * 住房貸款,Commercial * 商業(yè)房地產(chǎn)貸款,C&I Loans 工商貸款,Total Loans & Leases 貸款和租賃總額,%,11,Charge-Off Rates, All Banks, SA (USA) 沖銷(xiāo)率 所有銀行 美國(guó),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

11、,97Q3,98Q1,98Q3,99Q1,99Q3,00Q1,00Q3,01Q1,01Q3,Commercial * 商業(yè)房地產(chǎn)貸款,C&I Loans 工商貸款,Total Loans & Leases 貸款及租賃總額,%,Residential * 住房貸款,12,Loan Quality in HK 香港地區(qū)貸款質(zhì)量,-10%,-5%,0%,5%,10%,15%,20%,NPL % 不良貸款比例,Credit card charge-off ratio (annualised) 年信用卡沖銷(xiāo)比例,Mortgage Delinquency Rate 住房貸款不良率,Real GDP (ye

12、ar on year % change) 年實(shí)際GDP變化率,13,CREDIT RISK ASSESSMENT信貸風(fēng)險(xiǎn)評(píng)估,Corporate and Commercial Banking 公司金融 （大型和中型企業(yè)） Operating Risks運(yùn)營(yíng)風(fēng)險(xiǎn) Borrower Grade 借款人評(píng)級(jí) Financial Risks (including Projection)(PD) 財(cái)務(wù)風(fēng)險(xiǎn)（包括財(cái)務(wù)預(yù)測(cè)）（違約機(jī)率） Account Conduct 來(lái)往狀況 Security and Facility Structure抵押品、貸款結(jié)構(gòu)及評(píng)級(jí)Facility Grade 設(shè)施評(píng)級(jí) (Pr

13、operty + Marketable Securities) （財(cái)產(chǎn)和可交易的證券）,14,Small Business 小型企業(yè),More vulnerable to economic downturn 易受經(jīng)濟(jì)下滑的影響 Information problematic (low financial transparency and reliability) 信息問(wèn)題（財(cái)務(wù)信息透明度及可信度不高） High operating risks (relatively weak in management skills) 高運(yùn)營(yíng)風(fēng)險(xiǎn)（較弱的管理能力） Characteristics of the

14、 Scorecard 記分卡的特征 Companys financials 公司財(cái)務(wù)狀況 Companys credit history and behavior 公司信用歷史和表現(xiàn) Companys attributes (age, sector, size etc) 公司性質(zhì)（成立時(shí)間的長(zhǎng)短、所屬行業(yè)、規(guī)模等） Owners scores 公司所有者的評(píng)分,15,英國(guó)小型公司主要業(yè)務(wù)的設(shè)立與終止,設(shè)立,千/每季度,終止,16,Consumer 消費(fèi)貸款,Criteria Based Lending 根據(jù)準(zhǔn)則所進(jìn)行的信貸 More commonly for secured products,

15、 e.g. mortgage, car loans, HP and loans secured by liquid assets 多用于擔(dān)保產(chǎn)品，例如：住房貸款、汽車(chē)貸款、租賃及用流動(dòng)資產(chǎn)擔(dān)保的貸款 Security coverage 抵押品/貸款 比例 Income coverage 收入/還款 比例,17,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,Mortgage Delinquency Rate 住房貸款不良率,Unemploy

16、ment rate 失業(yè)率,Residential Price Index (1989=100) (RHS) 住房?jī)r(jià)格指數(shù) （以1989年為100）,18,Credit Card Quality 信用卡質(zhì)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. of Bankr

17、uptcy Petitions 破產(chǎn)申請(qǐng),Credit card charge-off ratio (annualised) 年信用卡沖銷(xiāo)率,Unemployment rate 失業(yè)率,Bankruptcy Petitions (RHS) 破產(chǎn)申請(qǐng) （RHS),19,Scoring 評(píng)分,Rank ordering 分級(jí) Application and Behavioral Scores 申請(qǐng)信貸和行為評(píng)分 Generic and Customized Scores 通用評(píng)分和專(zhuān)用評(píng)分 Credit card, personal loans, etc 信用卡，個(gè)人貸款等,20,CREDIT R

18、ISK MONITORING信貸風(fēng)險(xiǎn)監(jiān)督,Management Information 管理信息 (CPAN, IBIS, REMIND, SCOPE, etc) Grade classification / migration 評(píng)級(jí)分類(lèi)/變動(dòng)情況 Score distribution / flow rate 分值分布/流動(dòng)率,21,PRICING STRATEGY定價(jià)戰(zhàn)略,1. Interest margin: hurdle rates, e.g. bonds. 利率邊際：障礙率，例如：債券 2. RORA: return on the overall relationship 總體關(guān)系的回

19、報(bào) 3. EP: cost of capital 經(jīng)濟(jì)利潤(rùn)：資本成本 Factors to consider: 考慮因素 PD (Borrowers grade) 違約機(jī)率 LGD 損失比率 Term 年期 Cost of capital 資本成本 Competition 競(jìng)爭(zhēng) Business potential 發(fā)展?jié)摿?22,DEBT RECOVERY (1)貸款收回 （1）,Objective 目標(biāo) Risk vs Relationship 風(fēng)險(xiǎn) 或 關(guān)系 Strategy 戰(zhàn)略 Rehabilitation OR Exit 貸款康復(fù)或退出,23,DEBT RECOVERY (2)貸款

20、收回 (2),Workout - Factors for success 債務(wù)重組 - 成功的因素 -legal system (Scheme of Arrangement, Individual Voluntary Arrangement, Bankruptcy Law) - 法律體系 (債務(wù)安排計(jì)劃、個(gè)人自愿安排、破產(chǎn)法） -professional support (lawyer, accountant, financial advisor, asset search agent, debt collector) - 專(zhuān)業(yè)支持 （律師、會(huì)計(jì)師、財(cái)務(wù)顧問(wèn)、資產(chǎn)搜尋代理、債務(wù)追償人） - c

21、ustomer self-rescue (transparency, commitment and cooperation) - 客戶(hù) - 自救措施 （透明、承擔(dān)與合作） - multi-bank - supportive, expeditious and equitable the Hong Kong Approach - 多頭銀行 -支持態(tài)度、迅速及公平 （香港原則）,24,DEBT RECOVERY (3)貸款收回（3）,Feedback 回饋 - lessons learnt - Credit Alert (early warning signs), training course -

22、 吸取教訓(xùn) 每月簡(jiǎn)訊（預(yù)警信號(hào)）、培訓(xùn)課程 -loophole - change in credit policy or procedures, management information - 漏洞 - 信用政策或程序的改變，管理信息 - cross-stream application and experience sharing PFS & CIB e.g. concept of restructuring, receivership - 跨部門(mén)應(yīng)用及經(jīng)驗(yàn)分享 個(gè)人信貸和商業(yè)信貸 - 例如：債務(wù)重組和資產(chǎn)接管的概念,25,DEBT RECOVERY (4)貸款收回（4）,Human Re

23、sources 人力資源 - specialized skills understanding of legal system, able to face and handle confrontation, negotiation, leadership, decision-making - 專(zhuān)業(yè)技能 - 了解法律體系，能夠應(yīng)對(duì)挑戰(zhàn)及對(duì)立局面，具備談判技巧、領(lǐng)導(dǎo)才能和決策的能力 - built on solid credit background - 具備良好的授信/信貸知識(shí)及經(jīng)驗(yàn) - flat reporting structure - 扁平的組織架構(gòu) - support from senior management - 高層管理的支持,