信用風(fēng)險管理(ppt15)-風(fēng)險管理-文庫吧
2025-07-15 20:36 本頁面
【正文】 ble ? poor Bad debt loan grade: ? performing ? special mention ? substandard ? doubtful ? loss Loan balance: ? bad debt grade ? good loan grade ? loan loss statistics by risk ratings and loan grade Loan balance: ? bad debt by geography ? bad debt by customer type ? bad debt by product Used for: Projection of future drawdowns Risk related pricing, further loan application analysis Specific bad debt provisioning and action triggers for upgrading and downgrading of loans General bad debt provisioning Revision of lending criteria Categorisation: Loan attribute: ? customer type ? product ? geography ? maturity Arrears status: ? none ? 1 month ? 3 months ? 36 months ? suspend interest accruals Used for: Loan reporting Arrears management This table shows the monitoring techniques in credit risk management. It involves the categorization of 5 main processes and the purpose of the categorization. More than one categorization may be needed for each process to serve different monitoring purposes. 6 Appendix B – The Credit Risk Management Process 7 Process Objectives 1. Manage credit risk consistent with strategy 2. Minimize losses arising from customer and counterparty default ? Nonperforming asset to total asset ratios ? Time to collect customer / counterparty information ? Credit performance ratios (provisions, chargeoffs, loss expenditure) ? Number of limit override/breaches ? Percentage usage of credit limits and materials in usage ? Frequency of credit review Inputs Strategic plan and risk appetite Collateral information Allocated risk capital Historic data on Customer, counterparty, industry, country defaults Background information on Customers and counterparties Credit ratings Transaction and portfolio details Economic indicators Activities Outputs Credit risk exposure Credit limit reports Regulatory reports Management information Provisions Collateral requirements Systems Core business system Back office payment system General ledger Country and counterparty information database /Management Information System Classes of Transactions Routine Non Routine Accounting Estimates Define credit risk management policy Loan application and drawdown Define risk appetite Loan administration Portfolio management Risk assessment Actively manage credit risk position using management information To be: ? Relationship managers ? Group Credit Risk Management Department ? Credit Risk Management Departments (corporate and personal) Control applied Lending criteria applied consistently Process key performance indicators All financial instruments Provisions . Loan application system ? Operations Department ? Credit Approval Committee As is (if applicable):
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