信用風(fēng)險(xiǎn)管理(ppt15)-風(fēng)險(xiǎn)管理(已修改)
2025-08-29 20:36 本頁面
【正文】 1 Credit Risk Management Appendices 2 Appendix A – The Credit Risk Management Framework 3 A new operational framework is needed to deliver functional outputs with both control and proactive risk management objectives The functional outputs reflect CCB’s business requirements and current market good practices which form the basis of our Target Operating Model design. As far as CCB’s priorities are concerned the functions should: — as a first priority put in place control objectives to ensure identification, measurement, monitoring, and control — as a second priority introduce consistency The management of credit risk is a subject requiring continual update and development. Credit risk experience updates credit policy to continually refine lending criteria. 開發(fā)全行戰(zhàn)略和信貸政策 風(fēng)險(xiǎn)管理目標(biāo) 控制目標(biāo) ? CCB loan capacity ? CCB loan utilisation ? 客戶的單一視圖 管理信息 ? Selection based on transaction quality ? Risk price ? 資本收益率 貸款申請 組合風(fēng)險(xiǎn)評估 貸款審批 amp。 管理 組合管理 ? Consistency in ratings ? Accuracy of ratings ? Loss volatility ? Limit setting on quality ? Risk based assessment ? 自動(dòng)審批 ? Risk/exception based pricing ? Automatic approval of exceptions ? 監(jiān)管敞口 ? Exceptions approval ? 可預(yù)期損失 Input to strategy ? Target portfolio on quality ? Active management ? Stress testing ? Forecasting ? ROE ? Report value ? 集中度 ? Utilisation ? Reporting quality ? Risk based reporting ? 資本分配 識別 風(fēng)險(xiǎn)承受度 壞賬管理 4 A new operational framework introduces new elements pared to CCB’s existing approach This diagram gives a clear parison between the target operating model and the existing practice of CCB in terms of Credit Risk Management Framework. The bold and italic words represent the measures that are now in place at CCB with the underlined words represent the ones that are now partially in place at CCB. Group strategy and credit policy developed Risk management objectives Control objectives ? CCB loan capacity ? CCB loan utilisation ? Single view of customer Management information ? Selection based on transaction quality ? Risk price ? Return on capital Loan application and drawdown Portfolio risk assessment Loan approval amp。 administration Portfolio management ? Consistency in ratings ? Accuracy of ratings ? Loss volatility ? Limit setting on quality ? Risk based assessment ? Automation utilisation ? Risk/exception based pricing ? Automation utilisation on credit approval ? Exposure monitoring ? Exceptions ? Expected loss Input to strategy ? Target portfolio on quality ? Active management ? Stress testing ? Forecasting ? ROE ? Report value ? Concentration ? Utilisation ? Reporting quality ? Risk based reporting ? Capital allocation Risk appetite identified Bad Debt Management 5 Monitoring Techniques Process Loan application and drawdown Loan administration Bad debt management Portfolio risk management Portfolio management Categorisation: Loan status: ? pending ? assessed ? approved ? rejected ? awaiting drawdown Good loan grade: ? excellent ? good ? reasona
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