德勤-信用風(fēng)險管理(存儲版)
【正文】 onesty, integrity and independence (selfregulation) Technical expertise of people and strong management processes Improved disclosure requirements Importance and implementation of sanctions Increased legislation and pliance requirements Foundation: Credit Rating and Underwriting Standards Risk Identification, Origination, Credit Administration, etc. Short Term: Managing Expected Loss Risk Identification, Transaction Structuring, Approval amp。 Procedures Analysis amp。 Risk Tolerance ? Specific Quantifiable Objectives ? Management Review Methodology Credi t Ob j ecti v es and R isk T oleranc esCredi t Pol ici esCredi t R isk M anag e m ent Proce ss esImp ro v e Pr ofitabi lit yRe po rtingCredit Strategy/ PlanCommon PerformanceMetrics? Credit Strategy Statement and Risk Tolerance ? Coordination with Business Plan The business strategies and objectives drive the establishment of credit policies and procedures. Measurement and reporting as well as the use of current technologies enhance credit decisionmaking and improve risk management. The entire process is continually reevaluated and improved. Credit Risk Areas to Consider Credit Policy Credit Approval Authority Limit Setting Pricing Terms and Conditions Documentation: Contracts and Covenants Collateral and Security Collections, Delinquencies and Workouts Exposure Management – Aggregation – Control Periodic Account Reviews – Payments/Aging – Credit Condition Compliance with Covenants, Terms Technology/Reports – Transactions/ Bookings – Riskadjusted Return ? Sales Channels ? Risk Strategy ? Underwriting Standards ? Credit Application ? Analysis ? Business/ Industry ? Financial ? Credit ? Credit Scoring and Ratings Origination/ Assessment Administration Monitoring/ Control Risk Management ? Portfolio Management ? Concentration ? Diversification ? Allowance for Bad Debts ? Risk Mitigation ? Objectives ? Type of Exposure ? Instruments or Methods Value Creation Business Performance Measures Organizations need a rigorous set of measures to support continuous improvement Performancebased management utilizes metrics that measure actual performance against predetermined thresholds. The thresholds are established taking into account the organization’s strategy, operating environment and process controls. The measures drive value creation and should support problem identification and correction. ?Business Strategy Systems Operations Finance Performance Management Sales channels Contracts amp。 Pricing Decisions, Reserving, etc. Near Term: Managing Economic Capital / Credit VaR Portfolio Risk Concentration, Risk Based Limits, etc. Vision: Managing Risk/Return Pricing decisions,Performance measurement, business and customer segmentation, pensation, etc. A business model view of Credit Risk Infrastructure ponents Credit Risk Management – Strategic Vision Development Stages – Foundation Stage includes application of risk identification methodologies, risk scoring or rating systems and strong u
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