信用风险管理德勤[1]课件.ppt

1、2023-1-28信用风险管理德勤1信用风险管理信用风险管理-德勤德勤信用风险管理德勤1Thorough identification and accurate measurement of credit risk,supported by strong risk management can help improve the bottom line.An uncertain and volatile economic environment significantly impacts this ability.The desire to grow and turn in outstandin

2、g results has a tendency to put pressure on the checks and balances within businesses信用风险管理德勤1信用风险管理德勤1信用风险管理德勤1信用风险管理德勤1信用风险管理德勤1uSpecific Quantifiable ObjectivesuManagement Review MethodologyuCredit Strategy Statement and Risk ToleranceuCoordination with Business PlanThe business strategies and ob

3、jectives drive the establishment of creditpolicies and procedures.Measurement and reporting as well as the use of current technologies enhance credit decision-making and improve risk management.The entire process is continually re-evaluated and improved.信用风险管理德勤1Credit PolicyCredit Approval Authorit

4、yLimit SettingPricing Terms and ConditionsDocumentation:Contracts and CovenantsCollateral and SecurityCollections,Delinquencies and WorkoutsExposure Management Aggregation ControlPeriodic Account Reviews Payments/Aging Credit ConditionCompliance with Covenants,TermsTechnology/Reports Transactions/Bo

5、okings Risk-adjusted ReturnOrigination/AssessmentAdministrationMonitoring/ControlRiskManagement信用风险管理德勤1Value CreationBusiness Performance MeasuresOrganizations need a rigorous set of measures to support continuous improvementPerformance-based management utilizes metrics that measure actual performa

6、nce against predetermined thresholds.The thresholds are established taking into account the organizations strategy,operatingenvironment and process controls.The measures drive value creation and should support problem identification and correction.nBusiness StrategySystemsOperationsFinancePerformanc

7、e Management信用风险管理德勤1Sales channelsContracts&DocumentationCredit analysisCredit limitPricing&termsCredit AnalysisCredit DecisionsCollectionsCREDIT POLICYCollateral acceptancePortfolio managementFinancial analysisDisposal/Risk mitigationCollateral managementCustomer managementExposure measurementMana

8、gement reportingExposure aggregationRecoveriesCredit scoringRisk ratingRISK MANAGEMENTCredit Risk Managements Inter-related ActivitiesComplianceOriginationReportingTransactions信用风险管理德勤1Credit Policies&Procedures Analysis&RiskManagementGovernance,Controland ImplementationMeasurementMethodologiesTechn

9、ology&Data IntegrityCredit Strategy&Risk Tolerance信用风险管理德勤1信用风险管理德勤1信用风险管理德勤1Risk Identification,Origination,Credit Administration,etc.Risk Identification,Transaction Structuring,Approval&Pricing Decisions,Reserving,etc.Portfolio Risk Concentration,Risk Based Limits,etc.Pricing decisions,Performance

10、 measurement,business and customer segmentation,compensation,etc.A business model view of Credit Risk Infrastructure components信用风险管理德勤1信用风险管理德勤1信用风险管理德勤1Unexpected Losses Unanticipated but inevitable Must be planned for Covered by reserves Allocated to businesses Difficult to measureAssessing unexp

11、ected loss requires making qualitative judgments around potential volatility of average losses信用风险管理德勤1信用风险管理德勤1信用风险管理德勤1信用风险管理德勤1信用风险管理德勤1信用风险管理德勤1信用风险管理德勤1信用风险管理德勤1信用风险管理德勤1信用风险管理德勤1信用风险管理德勤1信用风险管理德勤1Risk Assessment and Limit ManagementCredit Infrastructure and Portfolio ManagementCredit Analytics

12、 SupportCredit Technology Enablement Credit Quality Credit Underwriting Risk Rating System Effectiveness Counterparty and Portfolio Limits Organizational Structure Policies and Procedures Technology Selection and Implementation Problem Asset Management Risk Rating Calibration Transaction Pricing,Structure and Support Default Probability and Recovery Calibration Credit Reserve Methodology Risk Based Pricing Models Risk Adjusted Return Analysis Portfolio Value Measurement Credit Risk Measurement Credit Performance Scorecards信用风险管理德勤1信用风险管理德勤1信用风险管理德勤1信用风险管理德勤1信用风险管理德勤12023-1-28信用风险管理德勤1