1,CREDITRISKMANAGEMENT信貸風(fēng)險管理,中國培訓(xùn)師大聯(lián)盟www.china-,2,CREDITCULTURE信貸文化,RiskaversegivenBankshighgearingandthinmargin傾向低風(fēng)險，由于銀行高負(fù)債和低利息差Propergoalsandmeasureswithcontrols適當(dāng)?shù)哪繕?biāo)和措施及控制TheLinetakesprimary(orjoint)responsibilityofthecreditdecisions前線部門對貸款決定負(fù)主要（或共同）責(zé)任BurdenofproofontheLine證明應(yīng)貸款責(zé)任在于前線部門Neverfeelembarrassedtoask“dumb”questions不用擔(dān)心問“愚笨”的問題,3,CREDITRISKMANAGEMENT信貸風(fēng)險管理,Prerequisite:先決條件Seniormanagementssupport(positiveintervention?)高層管理的支持（積極干預(yù)？）People(technicalcapability,integrityandinter-personalskills)人員（技術(shù)能力、人格和人際交往能力）OrganizationandSystem組織及系統(tǒng)Attribute:特征Independent獨立性Nobottom-lineresponsibility沒有盈利責(zé)任Professional專業(yè)性Firmandfair堅定和公正,4,STRUCTUREANDAPPROVALPROCESS結(jié)構(gòu)和認(rèn)證程序,BoardofDirectors董事會,行政總裁（總部）GHQCEO,APHCEO行政總裁（亞太區(qū)）,AMHGM總經(jīng)理（香港及中國大陸）,Line前線部門,信貸總經(jīng)理GMCredit,CCO首席信貸官,HDCredit信貸部門主管,Concurrence認(rèn)同,Approval審批,Approval審批,Approval審批,CountryRisk/BankRisk國家風(fēng)險/銀行風(fēng)險MarketRisk/CreditRisk市場風(fēng)險/信用風(fēng)險,MarketRisk/CreditRisk市場風(fēng)險/信用風(fēng)險,Credit信用,5,ALTERNATIVES選擇,CentralizedvsDecentralized集權(quán)/分權(quán)IndividualvsCommittee(compositionanddecisionmakingprocess)個人/委員會（債務(wù)組成及決策過程）Factorstoconsider:需要考慮的因素Individual/CollectiveDecision/Responsibility個人/集體決策/責(zé)任Seniormanagementstrust高層管理的信任Qualityofstaff(atcentreandintheline)員工的素質(zhì)（管理人員和一線職員）Specializationofstaff員工專業(yè)化Effectivenessofinternalcontrolsystem內(nèi)部控制系統(tǒng)的功效Qualityofservice(e.g.turnaroundtime)服務(wù)的質(zhì)量（例如：報廢項目時間）Others(fraudpreventionetc.)其他（防范欺詐等）,6,StructureandAccountCycle結(jié)構(gòu)及客戶信貸周期,Policy/政策,Approval審批,RiskMonitoring風(fēng)險監(jiān)督,Recovery追償,HeadofCRM信貸風(fēng)險管理部,Loans貸款,Unhealthyloans不良貸款,Review回顧,Review回顧,7,CreditPolicy,GuidelinesandProceduresManual信貸政策，指南及程序手冊,Keybusinessobjectives主要業(yè)務(wù)目標(biāo)StructureandResponsibility結(jié)構(gòu)及職責(zé)EconomicOutlook經(jīng)濟預(yù)期SectoralAnalysis行業(yè)分析BusinessStrategyandFocus業(yè)務(wù)戰(zhàn)略和重點RiskAssessmentandCreditAppetite風(fēng)險評估和信貸偏好LendingGuidelines貸款指南CreditProducts,ProceduresandAdvice信貸產(chǎn)品、程序和建議,8,CREDITPOLICY信貸政策,Marketpositioningandriskappetite市場定位和風(fēng)險偏好Return回報PrivateBankCommercialBankSubprimeLender私人銀行商業(yè)銀行次級貸款人-Largecorporate大型企業(yè)-Middlemarket中端市場-Smallbusiness小型企業(yè)-Consumer消費者,Risk風(fēng)險,9,MARKETSEGMENTATIONCREDITTOOLS市場細(xì)分信貸工具,CorporateBanking-Largecorporate-Judgemental(plusRating,KMV,MRA)公司金融-大型公司-主觀判斷（加評分，KMV,MRA)CommercialBankingMediumsizedcorporateJudgemental公司金融-中型企業(yè)-主觀判斷BusinessBankingSmallbusinessScoring商務(wù)理財-小型企業(yè)-評分PersonalFinancialServicesConsumerScoring個人金融服務(wù)-消費者-評分,10,DelinquencyRates,AllBanks,SA(USA),貸款不良率,美國所有銀行,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*住房貸款,Commercial*商業(yè)房地產(chǎn)貸款,C&ILoans工商貸款,TotalLoans&Leases貸款和租賃總額,%,11,Charge-OffRates,AllBanks,SA(USA)沖銷率所有銀行美國,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*商業(yè)房地產(chǎn)貸款,C&ILoans工商貸款,TotalLoans&Leases貸款及租賃總額,%,Residential*住房貸款,12,LoanQualityinHK香港地區(qū)貸款質(zhì)量,-10%,-5%,0%,5%,10%,15%,20%,NPL%不良貸款比例,Creditcardcharge-offratio(annualised)年信用卡沖銷比例,MortgageDelinquencyRate住房貸款不良率,RealGDP(yearonyear%change)年實際GDP變化率,13,CREDITRISKASSESSMENT信貸風(fēng)險評估,CorporateandCommercialBanking公司金融（大型和中型企業(yè)）OperatingRisks運營風(fēng)險BorrowerGrade借款人評級FinancialRisks(includingProjection)(PD)財務(wù)風(fēng)險（包括財務(wù)預(yù)測）（違約機率）AccountConduct來往狀況SecurityandFacilityStructure抵押品、貸款結(jié)構(gòu)及評級FacilityGrade設(shè)施評級(Property+MarketableSecurities)（財產(chǎn)和可交易的證券）,14,SmallBusiness小型企業(yè),Morevulnerabletoeconomicdownturn易受經(jīng)濟下滑的影響Informationproblematic(lowfinancialtransparencyandreliability)信息問題（財務(wù)信息透明度及可信度不高）Highoperatingrisks(relativelyweakinmanagementskills)高運營風(fēng)險（較弱的管理能力）CharacteristicsoftheScorecard記分卡的特征Companysfinancials公司財務(wù)狀況Companyscredithistoryandbehavior公司信用歷史和表現(xiàn)Companysattributes(age,sector,sizeetc)公司性質(zhì)（成立時間的長短、所屬行業(yè)、規(guī)模等）Ownersscores公司所有者的評分,15,英國小型公司主要業(yè)務(wù)的設(shè)立與終止,設(shè)立,千/每季度,終止,16,Consumer消費貸款,CriteriaBasedLending根據(jù)準(zhǔn)則所進(jìn)行的信貸Morecommonlyforsecuredproducts,e.g.mortgage,carloans,HPandloanssecuredbyliquidassets多用于擔(dān)保產(chǎn)品，例如：住房貸款、汽車貸款、租賃及用流動資產(chǎn)擔(dān)保的貸款Securitycoverage抵押品/貸款比例Incomecoverage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,MortgageDelinquencyRate住房貸款不良率,Unemploymentrate失業(yè)率,ResidentialPriceIndex(1989=100)(RHS)住房價格指數(shù)（以1989年為100）,18,CreditCardQuality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.ofBankruptcyPetitions破產(chǎn)申請,Creditcardcharge-offratio(annualised)年信用卡沖銷率,Unemploymentrate失業(yè)率,BankruptcyPetitions(RHS)破產(chǎn)申請（RHS),19,Scoring評分,Rankordering分級ApplicationandBehavioralScores申請信貸和行為評分GenericandCustomizedScores通用評分和專用評分Creditcard,personalloans,etc信用卡，個人貸款等,20,CREDITRISKMONITORING信貸風(fēng)險監(jiān)督,ManagementInformation管理信息(CPAN,IBIS,REMIND,SCOPE,etc)Gradeclassification/migration評級分類/變動情況Scoredistribution/flowrate分值分布/流動率,21,PRICINGSTRATEGY定價戰(zhàn)略,1.Interestmargin:hurdlerates,e.g.bonds.利率邊際：障礙率，例如：債券2.RORA:returnontheoverallrelationship總體關(guān)系的回報3.EP:costofcapital經(jīng)濟利潤：資本成本Factorstoconsider:考慮因素PD(Borrowersgrade)違約機率LGD損失比率Term年期Costofcapital資本成本Competition競爭Businesspotential發(fā)展?jié)摿?22,DEBTRECOVERY(1)貸款收回（1）,Objective目標(biāo)RiskvsRelationship風(fēng)險或關(guān)系Strategy戰(zhàn)略RehabilitationORExit貸款康復(fù)或退出,23,DEBTRECOVERY(2)貸款收回(2),Workout-Factorsforsuccess債務(wù)重組-成功的因素-legalsystem(SchemeofArrangement,IndividualVoluntaryArrangement,BankruptcyLaw)-法律體系(債務(wù)安排計劃、個人自愿安排、破產(chǎn)法）-professionalsupport(lawyer,accountant,financialadvisor,assetsearchagent,debtcollector)-專業(yè)支持（律師、會計師、財務(wù)顧問、資產(chǎn)搜尋代理、債務(wù)追償人）-customerself-rescue(transparency,commitmentandcooperation)-客戶-自救措施（透明、承擔(dān)與合作）-multi-bank-supportive,expeditiousandequitabletheHongKongApproach-多頭銀行-支持態(tài)度、迅速及公平（香港原則）,24,DEBTRECOVERY(3)貸款收回（3）,Feedback回饋-lessonslearnt-CreditAlert(earlywarningsigns),trainingcourse-吸取教訓(xùn)每月簡訊（預(yù)警信號）、培訓(xùn)課程-loophole-changeincreditpolicyorprocedures,managementinformation-漏洞-信用政策或程序的改變，管理信息-cross-streamapplicationandexperiencesharingPFS&CIBe.g.conceptofrestructuring,receivership-跨部門應(yīng)用及經(jīng)驗分享個人信貸和商業(yè)信貸-例如：債務(wù)重組和資產(chǎn)接管的概念,25,DEBTRECOVERY(4)貸款收回（4）,HumanResources人力資源-specializedskillsunderstandingoflegalsystem,abletofaceandhandleconfrontation,negotiation,leadership,decision-making-專業(yè)技能-了解法律體系，能夠應(yīng)對挑戰(zhàn)及對立局面，具備談判技巧、領(lǐng)導(dǎo)才能和決策的能力-builtonsolidcreditbackground-具備良好的授信/信貸知識及經(jīng)驗-flatreportingstructure-扁平的組織架構(gòu)-supportfromseniormanagement-高層管理的支持,