信用風(fēng)險管理(ppt15)-風(fēng)險管理-閱讀頁
2024-09-07 20:36本頁面
【正文】 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。 Strategic plan and risk appetite Allocated risk capital Background information on Customers and counterparties Transaction and portfolio details Credit risk exposure Regulatory reports Provisions Core business system General ledger Lending criteria applied consistently Process key performance indicators Provisions . Loan application system ? Operations Department ? Credit Approval Committee As is (if applicable): ? Loan officers / relationship managers ? Credit Risk Management Department ? Corporate Banking Department / Personal Banking Department ? Credit Approval Committee This process illustration is related to the previous “Credit Risk Management Framework” appendix where the detailed activities of the target operating model is spelled out with other elements (such as process objective, inputs, outputs, etc) stated to give CCB a clear view of what a best practice credit risk management process consists of. 8 Define credit risk management policy Techniques used: Bad debt analysis, strategic scenario planning Systems used: Management information system Intra (policy delivery) Controls applied: Credit risk management policy derives directly from the business strategy Organisation: Group Credit Risk Management Department, Management Information Provision Unit of Strategy
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