《汇丰银行-信贷风险管理讲义》由会员分享，可在线阅读，更多相关《汇丰银行-信贷风险管理讲义（25页珍藏版）》请在金锄头文库上搜索。
1、CREDIT RISK MANAGEMENT 信贷风险管理HSBC汇丰银行1CREDIT CULTURE 信贷文化lRisk averse given Banks high gearing and thin marginl倾向低风险，由于银行高负债和低利息差lProper goals and measures with controlsl适当的目标和措施及控制lThe Line takes primary (or joint) responsibility of the credit decisionsl 前线部门对贷款决定负主要（或共同）责任lBurden of proof on the L
2、inel 证明应贷款责任在于前线部门lNever feel embarrassed to ask “dumb” questionsl 不用担心问“愚笨”的问题2CREDIT RISK MANAGEMENT 信贷风险管理Prerequisite:先决条件lSenior managements support (positive intervention?)l高层管理的支持（积极干预？）lPeople (technical capability, integrity and inter-personal skills)l人员（技术能力、人格和人际交往能力）lOrganization and Sys
3、teml组织及系统Attribute:特征lIndependent 独立性lNo bottom-line responsibility 没有盈利责任lProfessional 专业性lFirm and fair 坚定和公正3STRUCTURE AND APPROVAL PROCESS结构和认证程序Board of Directors 董事会行政总裁（总部） GHQ CEOAPH CEO 行政总裁（亚太区）AMH GM总经理 （香港及中国大陆）Line前线部门信贷总经理 GM CreditCCO首席信贷官HD Credit 信贷部门主管Concurrence 认同Approval审批Approv
4、al 审批 Approval审批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4ALTERNATIVES选择lCentralized vs Decentralized集权/分权lIndividual 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lIndividual / C
5、ollective Decision / Responsibility l个人/集体决策/责任lSenior managements trust 高层管理的信任lQuality of staff (at centre and in the line) 员工的素质 （管理人员 和一线职员）lSpecialization of staff 员工专业化lEffectiveness of internal control system 内部控制系统的功效lQuality of service (e.g. turnaround time) 服务的质量（例如：报废 项目时间）lOthers (fraud
6、prevention etc.) 其他（防范欺诈等） 5Structure and 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6Credit Policy, Guidelines and Procedures Manual 信贷政策，指南及程序 手册lKey business objectives 主要业务目标lStructure and Responsibility
7、结构及职责lEconomic Outlook 经济预期lSectoral Analysis 行业分析lBusiness Strategy and Focus 业务战略和重点lRisk Assessment and Credit Appetite 风险评估和信贷 偏好lLending Guidelines 贷款指南lCredit Products, Procedures and Advice 信贷产品、程 序和建议 7CREDIT POLICYCREDIT POLICY信贷政策信贷政策lMarket positioning and risk appetite 市场定位和风险偏好Return 回报
8、Private Bank Commercial BankSubprime Lender私人银行 商业银行 次级贷款人 -Large corporate 大型企业 -Middle market 中端市场 -Small business 小型企业 -Consumer 消费者Risk 风险8MARKET SEGMENTATION CREDIT TOOLS 市场细分信贷工具lCorporate 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)lCommercial Ba
9、nking Medium sized corporate Judgemental 公司金融-中型企业-主观判断lBusiness Banking Small business Scoring商务理财-小型企业-评分lPersonal Financial Services Consumer Scoring个人金融服务-消费者-评分9Delinquency Rates, All Banks, SA (USA) 贷款不良率美国所有银行0246810121491Q1 91Q3 92Q1 92Q3 93Q1 93Q3 94Q1 94Q3 95Q1 95Q3 96Q1 96Q3 97Q1 97Q3 98Q
10、1 98Q3 99Q1 99Q3 00Q1 00Q3 01Q1 01Q3Residential * 住房贷款Commercial * 商业房地产贷款C&I Loans 工商贷款Total Loans & Leases 贷款和租赁总额%10Charge-Off Rates, All Banks, SA (USA) 冲销率 所有银行 美国0.00.51.01.52.02.53.091Q1 91Q3 92Q1 92Q3 93Q1 93Q3 94Q1 94Q3 95Q1 95Q3 96Q1 96Q3 97Q1 97Q3 98Q1 98Q3 99Q1 99Q3 00Q1 00Q3 01Q1 01Q3Co
11、mmercial * 商业房地产贷款C&I Loans 工商贷款Total Loans & Leases 贷款及租赁总额%Residential * 住房贷款11Loan 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12CREDIT RISK ASSESSMENT 信贷风险评估Corp
12、orate and Commercial Banking 公司金融 （大型和中 型企业）lOperating Risks运营风险 Borrower Grade 借款人评级lFinancial Risks (including Projection) (PD) 财务风险（ 包括财务预测）（违约机率）lAccount Conduct 来往状况lSecurity 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） 13Small Business 小
13、型企业lMore vulnerable to economic downturn 易受经济下滑 的影响lInformation problematic (low financial transparency and reliability) 信息问题（财务信息透明度及可信度 不高）lHigh 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lCompanys financials 公司财务状况lCompanys credit h
14、istory and behavior 公司信用历史 和表现lCompanys attributes (age, sector, size etc) 公司性质（ 成立时间的长短、所属行业、规模等）lOwners scores 公司所有者的评分14英国小型公司主要业务的设立与终止设立千/每季度终止15Consumer 消费贷款Criteria Based Lending 根据准则所进行的信贷lMore commonly for secured products, e.g. mortgage, car loans, HP and loans secured by liquid assets多用于担
15、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lSecurity coverage 抵押品/贷款 比例lIncome coverage 收入/还款 比例16Mortgage Loan Quality (HK) 香港地区住房贷款质量1.00%2.00%3.00%4.00%5.00%6.00%7.00%8.00%Dec-98Feb-99Apr-99Jun-99Aug-99Oct-99Dec-99Feb-00Apr-00Jun-00Aug-00Oct-00Dec-00Feb-01Apr-01Jun-01Aug-01Oct-01Dec-01Feb-0205010015020025030
16、0Mortgage 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）17Credit 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-99 Sep-99 Dec-99Mar-00 Jun-00 Sep-00 Dec-00 Mar-01 Jun-01 Sep-01 Dec-01 Mar-02-1,0002,0003,0004,0005,0006,0007,000No. 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Bankrupt
