信用風(fēng)險(xiǎn)管理(ppt15)-風(fēng)險(xiǎn)管理-文庫(kù)吧資料
2024-08-26 20:36本頁(yè)面
【正文】 ore banking system Intra (procedures delivery) Controls applied: Grade meets risk assessment criteria in the Credit Risk Management policy Organisation: Group Credit Risk Management Department, Credit Risk Management Department (Corporate and Personal), Relationship Manager Key performance Balance in each bad debts grade / indicators: Loan balances Reporting structure: Balance in each bad debt grade and loan balances by geography products customer type Loan Administration Techniques used: Exposure monitoring Systems used: Management information system Core banking system Controls applied: Repayments due matched to repayments received Organisation: Credit Risk Management Department (Personal), Group Credit Risk Management Department (Corporate) Key performance Arrears / Loans outstanding indicators: Reporting structure: Arrears / Loans outstanding broken down by geography products customer type 11 Portfolio Management Techniques used: Manage to concentration limits, risk adjusted return on capital models, portfolio optimization models, active portfolio management Systems used: Management information system Controls applied: Limit breaching, loan concentrate Organisation: Group Credit Risk Management Department, Credit Risk Management Department (Corporate), Credit Risk Management Department (Personal) Key performance Risk adjusted return on capital indicators: Reporting structure: Risk adjusted return on capital by currency product customer type geography Activity manage credit risk position using management information Techniques used: Portfolio reporting Systems used: Management information system Controls applied: Concentration limits not exceeded Organisation: Group Credit Risk Management Department, Credit Risk Management Department (Corporate), Credit Risk Management Department (Personal) Key performance Risk adjusted return on capital by indicators: portfolio Reporting structure: Financial performance by portfolio Bad debt experience by portfolio Concentration limits against actual results by portfolio 12 Appendix C – Credit Risk Management Techniques 13 Credit Policy, Risk Appetite, Risk Assessment and Loan Administration ? Exposure monitoring addressing arrears rather than bad debt experience ? Good loan grade categorisation ? Bad debt loan grade categorisation ? Setting policy and risk appetite criteria thus determining the way in which loan assessments are carried out ? Loan balance allocation splitting up loan target balances by key indicators ? Bad debt analysis, showing past results of bad debt experience ? Strategic scenario planning to identify key indicators in the economy affecting lending performance Introduce later Introduce first Loan Application and Drawdown Personal ? Adaptive algorithms – often built using the loan
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