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1、,SIME Bank Berhad Risk Management Project,Board of Directors Presentation 6 January1998,Strictly Private and Confidential,Todays presentation addresses Sime Banks highest priority risk management issues,Credit Risk Asset and Liability Management Information Technology Conclusion,These initiatives wi
2、ll jump start the longer term programme of improving the quality of risk management,We believe the major priorities for Sime Bank over the next 6 months should be,6 months,ALM/Market Risk,Address liquidity risk immediately Establish infrastructure for managing ALM/Treasury,Credit Risk,Undertake risk
3、 exposure review Develop action plans to improve or reduce exposures Establish credit management infrastructure,Operational Risk,Establish approach for addressing Year 2000 Review IT strategy and prepare contingency plan Develop performance management and manpower planning modules Implement systemat
4、ic operational risk programme,CREDIT RISK,Background Objectives of KPMGs work What we deliver to Sime Bank Methodology Resourcing and costs Why KPMG? Next steps,Contents,1. Background,Rapid loan book growth, weak credit systems followed by deteriorating economic conditions can create significant ass
5、et quality problems. Quick, decisive and “hardnosed” action is critical to overcoming these concerns. A comprehensive review of risk exposure is necessary to evaluate the problem and focus resources and actions. External investors prefer comprehensive upfront assessments rather than “death by a thou
6、sand cuts”.,Lessons KPMG has learned :,2. Objectives of KPMGs work,2.1 Swift evaluation of high risk/high value exposures. 2.2 Develop action plans to improve or reduce exposures. 2.3 Support Sime Bank by “jump starting” its credit infrastructure development.,3. What we deliver,3.1 Focused assessmen
7、t of risk exposures (including our risk grading). 3.2 Detailed action plans for key accounts. 3.3 Advice on resourcing, strategy, lending policy and organisational change.,We are able to support implementation if necessary,4. Methodology,5. Resourcing and costs,5.1 Team Structure,Sime Bank Credit Co
8、mmittee,Team Leader Colin Nicol,KPMG Malaysia,Sime Bank Officers,KPMG Australia,Benefits : Close involvement by top executives Professional project management KPMGs prior experience Local knowledge Skills transfer Cost efficiency,5.2 Team size and costs depends on desired level of coverage and team
9、composition. Scoping study will enable this judgement to be made.,6. Why KPMG?,Detailed knowledge of Sime Bank credit processes KPMGs Asia Pacific Risk Management headquarters are in Kuala Lumpur We bring specialised experience to bear : world class credit management risk grading expertise and metho
10、dology loan book due diligence and methodology problem loan management experience Major client experience : National Australia Bank ANZ Banking Group Ltd Colonial State Bank National Mutual Suncorp Metway BankWest,7. Next steps . Short Term,7.1 Scoping study Review portfolio composition Recommend le
11、vel of coverage to Sime Bank Agree resources and costs Tailor loan review templates and database Duration - 1 week,7.2 Commence risk exposure review Mid January commencement,Next Steps . Medium Term,Immediate,Short Term Development,Medium Term Development,Roll-out,Risk Exposure Review Recruit new He
12、ad of Credit Risk,New Credit Department Review and formalise credit strategy Document Credit Policy New Financial Analysis Tool New C.A. Format,Risk Grading Annual Reviews Portfolio reporting and management IT credit strategy,Training Full implementation,3 months,6 months,9 months,ASSET AND LIABILIT
13、Y MANAGEMENT,ALM Overview,Key features of our proposal to assist Sime Bank,2 prong attack : the goal is to gain the confidence of investors immediate liquidity risk management capability Continued support through a longer term risk management capability core project team which will work as line mana
14、gers to ensure the continued success of all risk management enhancements The two goals are inexorably linked objectives forecasts measurement monitoring and control,Recommendations for change,“Quick fix” solutions to address liquidity risks Develop ALM capability in line with international “best pra
15、ctice” (e.g. strategy, processes and infrastructure) roles and responsibilities, identification and measurement, policy and limits, use of Sendero, analysis and reporting Train staff to provide thorough and relevant understanding of ALM philosophy, techniques and management principles for each relev
16、ant function Ensure that the data upon which ALM decisions are based is appropriate Develop an independent , market risk function in line with international “best practice” (e.g. structure, policy, limits, methodologies and skills),Immediate Liquidity Risk,Issue : Focus on immediate liquidity needs,Benefits : Provides basic infrastructure for addressing liquidity risk Foundation for longer term liquidity management,Key Recommendation - “Quick Fixes” : Draw up cash
