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1、Enterprise Credit Risk Technology 企业信用风险管理技术,China Construction Bank Presentation 向中国建设银行介绍情况,Contents 目录,Business Strategy 业务战略 Todays Technology Environment 当前的技术环境 The Vision for Tomorrow 未来的愿景,Evaluation,貆,Reporting,貆,Risk Assessment,Planning,貆,Risk Appetite,貆,Capital Allocation,Planning 规划,Risk
2、 Appetite风险承受限度,Capital Allocation资本调配,貆,Risk Measurement,貆,Risk Control Processes,Execution,Risk Measurement风险测量,Risk Control Processes风险控制流程,Execution 执行,Evaluation 评估,Reporting报告,Risk Assessment风险评估,Global Risk Strategy 全球风险管理战略,Integrated Business Planning Process 一体化业务规划流程,Drives 指导,Line of Bus
3、iness Requirements 业务线的需求,Strategic Business Imperatives 战略业务目标 Globalization 全球化: Manage risk and reward across a diverse set of products, financial markets, and global economies. 针对一系列产品、金融市场、全球经济体进行风险与回报管理。 Data Quality 数据质量: Improving data quality at the point of origin within the Lines of Busin
4、ess. 各业务线内部在始发点提高数据质量。 Shared Accountability 共同负责: Develop a culture that fosters shared accountability at both the corporate and individual level. 在企业和个人两个方面倡导共同负责的企业文化。 Business Driven Reference Data 符合业务需要的参照数据: Develop master reference data that provides a common “language” to associate and link
5、 data across the enterprise. 建立综合参照数据，为员工提供“共同语言”，将全企业的数据连系起来。 Consistent Policies & Procedures 一致的政策和程序: Implement consistent policies and procedures across the Lines of Business (LOBs) 在所有业务线执行整齐划一的政策和程序 Financial Reconciliation 财务核对: Demonstrate financial integrity through reconciliation of risk
6、and finance information to the Financial Ledger. 根据财务账目核对风险与财务信息，充分显示财务诚信。,The Global Risk Strategy is driven by the Integrated Business Planning Process 全球风险管理战略以一体化业务规划流程为指针,The Integrated Business Planning Process is the cornerstone for managing risk and reward in the company 一体化业务规划流程是公司风险和回报管理的
7、根本依据,战略风险,市场风险,操作风险,信用风险,遵守法规,InvestorClientInterface 投资人与客户界面,Client Selection 客户选择,Credit Assessment & Approval 信用评估与批准,Distribution 分销,Client Monitoring 客户监督,Portfolio Management 信贷组合管理,Foundational Capabilities 功能,Retail 零售 Focus on improving transactional capabilities 重点提高交易能力 Faster turnaround
8、 time 加快回应速度 Paperless one time capture of customer data 用电子方式一次获得客户资料 Lower cost of origination 减少业务开发费用 Objective is to improve customer pull-through and customer delight 目标是提高客户成交率和客户满意度,Wholesale 批发 Focus on improving portfolio capabilities 重点提高信贷组合管理能力 Manage tall-trees 管理较大的风险 Develop investor
9、 client interface 发展投资人与客户界面 Develop own credit investment capabilities 发展自身的信用投资能力 Objective is to manage portfolio risk profile and link the customer to the portfolio 目标是管理信贷组合的风险状况并将客户与信贷组合联系起来,Credit Risk has applied Process Excellence to take a holistic view of the end-to-end Credit Lifecycle 金
10、融风险部门采用优越的流程对整个信用周期进行全方位的分析,Data quality 数据质量 Rules based data access 按规则使用数据 Relationship profitability 客户关系盈利状况,Mark-to-market accounting 按市值调整式会计方法 Public/private information policies 公共/私人信息政策,Improved data-source capture 提高数据来源捕捉率 Relationship profitability across silos 各部门的客户关系盈利状况,For example
11、: Within the overall strategy, the Credit Risk Domain has focused on driving alignment to common enterprise capabilities across multiple Lines of Business 例如：在整体战略中，信用风险的职能历来是将多个业务线的全公司共同能力加以协调统一,Foundational Capabilities,Limits Setting,Alerts & Early Warnings,New Products Process,Underwriting Proce
12、ss,Transaction & Limit Approval,Obligor & Counterparty Reporting,Exception Monitoring,External Data (e.g., consumer scoring),Line of Business Reporting,Other External Reporting,Asset QualityReporting,“Top of the House” Reporting,Conditional Value-at-Risk (Tail Risk),Held For Sale / Mark to Market,Re
13、lative Value Analysis,Portfolio Performance Benchmarks,Credit Performance Trends,“What if” Deal Analysis,Reserves for Credit Losses,Credit Risk Appetite/ Standards,Portfolio Sales & Rebalancing,Syndications,Portfolio HedgingSwaps/Insurance,Limits Name, Industry, Country (International),FinancialStat
14、ementSpreading,1. Credit Origination,Documentation,Risk Ratings Scorecards,3. Risk Monitoring & Control,Collateral Management,Policies & Procedures,Customer Identifiers,2. Risk-Data Management,Default/ Workout Information,Transaction Data,Guarantors &Collateral,Risk Ratings (default Probabilities),7
15、. Management Reporting,Financial Reporting,Regulatory Reporting,Economic Capital,6. Performance Analysis,Other Risk-Based Measures (Operational Risk),4. Portfolio Risk Analysis,Stress & Scenario Generation / Analysis,Loss Forecasting,Active Portfolio Management/ Optimization,5. Credit Portfolio Mana
16、gement,Securitizations,The framework provides a blueprint for driving common credit risk policies, procedures, and management controls,Data quality Rules based data access Relationship profitability,Mark-to-market accounting Public/private information policies,Improved data-source capture Relationship profitability across silos,The resulting Credit Risk Business Services Framework provides the foundation for driving common credit risk capabilities,
