信贷风险管理.ppt

1,CREDITRISKMANAGEMENT信贷风险管理,2,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,3,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,4,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,5,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）,6,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,7,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,8,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,9,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,10,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,%,11,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,12,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,13,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）,14,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,15,英国小型公司主要业务的设立与终止,设立,千/每季度,终止,16,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,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住房贷款不良率,Unemploymentrate失业率,ResidentialPriceIndex(1989=100)(RHS)住房价格指数（以1989年为100）,18,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),19,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,20,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,21,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,22,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,23,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）,24,DEBTRECOVERY(3)贷款收回（