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1、1,CREDIT RISK MANAGEMENT信贷风险管理,HSBC 汇丰银行,2,CREDIT CULTURE信贷文化,Risk averse given Banks high gearing and thin margin倾向低风险，由于银行高负债和低利息差Proper goals and measures with controls适当的目标和措施及控制The Line takes primary(or joint)responsibility of the credit decisions 前线部门对贷款决定负主要（或共同）责任Burden of proof on the Line
2、证明应贷款责任在于前线部门Never feel embarrassed to ask“dumb”questions 不用担心问“愚笨”的问题,3,CREDIT RISK MANAGEMENT信贷风险管理,Prerequisite:先决条件Senior managements support(positive intervention?)高层管理的支持（积极干预？）People(technical capability,integrity and inter-personal skills)人员（技术能力、人格和人际交往能力）Organization and System组织及系统Attribu
3、te:特征Independent 独立性No bottom-line responsibility 没有盈利责任Professional 专业性Firm and fair 坚定和公正,4,STRUCTURE AND APPROVAL PROCESS结构和认证程序,Board of Directors董事会,行政总裁（总部）GHQCEO,APHCEO行政总裁（亚太区）,AMHGM总经理（香港及中国大陆）,Line前线部门,信贷总经理GM Credit,CCO首席信贷官,HD Credit 信贷部门主管,Concurrence认同,Approval 审批,Approval审批,Approval审批
4、,Country Risk/Bank Risk国家风险/银行风险Market Risk/Credit Risk市场风险/信用风险,Market Risk/Credit Risk市场风险/信用风险,Credit信用,5,ALTERNATIVES选择,Centralized vs Decentralized集权/分权Individual vs Committee(composition and decision making process)个人/委员会（债务组成及决策过程）Factors to consider:需要考虑的因素Individual/Collective Decision/Resp
5、onsibility个人/集体决策/责任Senior managements trust 高层管理的信任Quality of staff(at centre and in the line)员工的素质（管理人员和一线职员）Specialization of staff 员工专业化Effectiveness of internal control system 内部控制系统的功效Quality of service(e.g.turnaround time)服务的质量（例如：报废项目时间）Others(fraud prevention etc.)其他（防范欺诈等）,6,Structure and
6、Account Cycle结构及客户信贷周期,Policy/政策,Approval审批,Risk Monitoring风险监督,Recovery追偿,Head of CRM信贷风险管理部,Loans贷款,Unhealthy loans不良贷款,Review回顾,Review回顾,7,Credit Policy,Guidelines and Procedures Manual 信贷政策，指南及程序手册,Key business objectives 主要业务目标Structure and Responsibility 结构及职责Economic Outlook 经济预期Sectoral Anal
7、ysis 行业分析Business Strategy and Focus 业务战略和重点Risk Assessment and Credit Appetite 风险评估和信贷偏好Lending Guidelines 贷款指南Credit Products,Procedures and Advice 信贷产品、程序和建议,8,CREDIT POLICY信贷政策,Market positioning and risk appetite 市场定位和风险偏好Return 回报Private Bank Commercial BankSubprime Lender 私人银行 商业银行 次级贷款人-Larg
8、e corporate 大型企业-Middle market 中端市场-Small business 小型企业-Consumer 消费者,Risk 风险,9,MARKET SEGMENTATION CREDIT TOOLS 市场细分信贷工具,Corporate Banking-Large corporate-Judgemental(plus Rating,KMV,MRA)公司金融-大型公司-主观判断（加评分，KMV,MRA)Commercial Banking Medium sized corporate Judgemental 公司金融-中型企业-主观判断Business Banking S
9、mall business Scoring 商务理财-小型企业-评分Personal Financial Services Consumer Scoring 个人金融服务-消费者-评分,10,Delinquency Rates,All Banks,SA(USA),贷款不良率,美国所有银行,0,2,4,6,8,10,12,14,91Q1,91Q3,92Q1,92Q3,93Q1,93Q3,94Q1,94Q3,95Q1,95Q3,96Q1,96Q3,97Q1,97Q3,98Q1,98Q3,99Q1,99Q3,00Q1,00Q3,01Q1,01Q3,Residential*住房贷款,Commercia
10、l*商业房地产贷款,C&I Loans工商贷款,Total Loans&Leases贷款和租赁总额,%,11,Charge-Off Rates,All Banks,SA(USA)冲销率 所有银行 美国,0.0,0.5,1.0,1.5,2.0,2.5,3.0,91Q1,91Q3,92Q1,92Q3,93Q1,93Q3,94Q1,94Q3,95Q1,95Q3,96Q1,96Q3,97Q1,97Q3,98Q1,98Q3,99Q1,99Q3,00Q1,00Q3,01Q1,01Q3,Commercial*商业房地产贷款,C&I Loans工商贷款,Total Loans&Leases贷款及租赁总额,%,
11、Residential*住房贷款,12,Loan Quality in HK香港地区贷款质量,-10%,-5%,0%,5%,10%,15%,20%,NPL%不良贷款比例,Credit card charge-off ratio(annualised)年信用卡冲销比例,Mortgage Delinquency Rate住房贷款不良率,Real GDP(year on year%change)年实际GDP变化率,13,CREDIT RISK ASSESSMENT信贷风险评估,Corporate and Commercial Banking 公司金融（大型和中型企业）Operating Risks运
12、营风险 Borrower Grade 借款人评级Financial Risks(including Projection)(PD)财务风险（包括财务预测）（违约机率）Account Conduct 来往状况Security and Facility Structure抵押品、贷款结构及评级Facility Grade 设施评级(Property+Marketable Securities)（财产和可交易的证券）,14,Small Business 小型企业,More vulnerable to economic downturn 易受经济下滑的影响Information problematic
13、(low financial transparency and reliability)信息问题（财务信息透明度及可信度不高）High operating risks(relatively weak in management skills)高运营风险（较弱的管理能力）Characteristics of the Scorecard 记分卡的特征Companys financials 公司财务状况Companys credit history and behavior 公司信用历史和表现Companys attributes(age,sector,size etc)公司性质（成立时间的长短、所
14、属行业、规模等）Owners scores 公司所有者的评分,15,英国小型公司主要业务的设立与终止,设立,千/每季度,终止,16,Consumer 消费贷款,Criteria Based Lending 根据准则所进行的信贷More commonly for secured products,e.g.mortgage,car loans,HP and loans secured by liquid assets 多用于担保产品，例如：住房贷款、汽车贷款、租赁及用流动资产担保的贷款Security coverage 抵押品/贷款 比例Income coverage 收入/还款 比例,17,Ju
15、n-00,Aug-00,Oct-00,Dec-00,Feb-01,Apr-01,Jun-01,Aug-01,Oct-01,Dec-01,Feb-02,0,50,100,150,200,250,300,Mortgage Delinquency Rate住房贷款不良率,Unemployment rate失业率,Residential Price Index(1989=100)(RHS)住房价格指数（以1989年为100）,18,Credit Card Quality信用卡质量,3.00%,4.00%,5.00%,6.00%,7.00%,8.00%,9.00%,Dec-98,Mar-99,Jun-9
16、9,Sep-99,Dec-99,Mar-00,Jun-00,Sep-00,Dec-00,Mar-01,Jun-01,Sep-01,Dec-01,Mar-02,-,1,000,2,000,3,000,4,000,5,000,6,000,7,000,No.of Bankruptcy Petitions破产申请,Credit card charge-off ratio(annualised)年信用卡冲销率,Unemployment rate 失业率,Bankruptcy Petitions(RHS)破产申请（RHS),19,Scoring 评分,Rank ordering 分级Application
17、 and Behavioral Scores申请信贷和行为评分Generic and Customized Scores通用评分和专用评分Credit card,personal loans,etc 信用卡，个人贷款等,20,CREDIT RISK MONITORING信贷风险监督,Management Information 管理信息(CPAN,IBIS,REMIND,SCOPE,etc)Grade classification/migration评级分类/变动情况Score distribution/flow rate分值分布/流动率,21,PRICING STRATEGY定价战略,1.I
18、nterest margin:hurdle rates,e.g.bonds.利率边际：障碍率，例如：债券2.RORA:return on the overall relationship 总体关系的回报3.EP:cost of capital 经济利润：资本成本Factors to consider:考虑因素PD(Borrowers grade)违约机率LGD 损失比率Term 年期Cost of capital 资本成本Competition 竞争Business potential 发展潜力,22,DEBT RECOVERY(1)贷款收回（1）,Objective目标Risk vs Rel
19、ationship风险 或 关系Strategy战略Rehabilitation OR Exit贷款康复或退出,23,DEBT RECOVERY(2)贷款收回(2),Workout-Factors for success债务重组-成功的因素-legal system(Scheme of Arrangement,Individual Voluntary Arrangement,Bankruptcy Law)-法律体系(债务安排计划、个人自愿安排、破产法）-professional support(lawyer,accountant,financial advisor,asset search a
20、gent,debt collector)-专业支持（律师、会计师、财务顾问、资产搜寻代理、债务追偿人）-customer self-rescue(transparency,commitment and cooperation)-客户-自救措施（透明、承担与合作）-multi-bank-supportive,expeditious and equitable the Hong Kong Approach-多头银行-支持态度、迅速及公平（香港原则）,24,DEBT RECOVERY(3)贷款收回（3）,Feedback 回馈-lessons learnt-Credit Alert(early wa
21、rning signs),training course-吸取教训 每月简讯（预警信号）、培训课程-loophole-change in credit policy or procedures,management information-漏洞-信用政策或程序的改变，管理信息-cross-stream application and experience sharing PFS&CIB e.g.concept of restructuring,receivership-跨部门应用及经验分享 个人信贷和商业信贷-例如：债务重组和资产接管的概念,25,DEBT RECOVERY(4)贷款收回（4）
22、,Human Resources人力资源-specialized skills understanding of legal system,able to face and handle confrontation,negotiation,leadership,decision-making-专业技能-了解法律体系，能够应对挑战及对立局面，具备谈判技巧、领导才能和决策的能力-built on solid credit background-具备良好的授信/信贷知识及经验-flat reporting structure-扁平的组织架构-support from senior management-高层管理的支持,
