企業(yè)信用風(fēng)險管理技術(shù)（向銀行介紹情況）

1、confidential and proprietary materials: for use by bank of america and china construction bank personnel only. see applicable contract. 內(nèi)部資料，切勿外傳：僅供美國銀行和中國假設(shè)銀行人員使用。詳見相關(guān)的合同。 enterprise credit risk technology 企業(yè)信用風(fēng)險管理技術(shù)企業(yè)信用風(fēng)險管理技術(shù) china construction bank presentation 向中國建設(shè)銀行介紹情況向中國建設(shè)銀行介紹情況 2 confidenti

2、al and proprietary materials: for use by bank of america and china construction bank personnel only. see applicable contract. 內(nèi)部資料，切勿外傳：僅供美國銀行和中國假設(shè)銀行人員使用。詳見相關(guān)的合同。 contents 目錄 business strategy 業(yè)務(wù)戰(zhàn)略 todays technology environment 當(dāng)前的技術(shù)環(huán)境 the vision for tomorrow 未來的愿景 3 confidential and proprietary mat

3、erials: for use by bank of america and china construction bank personnel only. see applicable contract. 內(nèi)部資料，切勿外傳：僅供美國銀行和中國假設(shè)銀行人員使用。詳見相關(guān)的合同。 planning 貆 risk appetite 貆 capital allocation 貆 risk measurement 貆 risk control processes execution evaluation 貆 reporting 貆 risk assessment planning 貆 risk ap

4、petite 貆 capital allocation planning 規(guī)劃規(guī)劃 risk appetite風(fēng)險承受限度 capital allocation資本調(diào)配 貆 risk measurement 貆 risk control processes execution risk measurement風(fēng)險測量 risk control processes風(fēng)險控制流程 execution 執(zhí)行執(zhí)行 evaluation 評估評估 reporting報(bào)告 risk assessment風(fēng)險評估 global risk strategy 全球風(fēng)險管理戰(zhàn)略全球風(fēng)險管理戰(zhàn)略 integrated

5、 business planning process 一體化業(yè)務(wù)規(guī)劃流程一體化業(yè)務(wù)規(guī)劃流程 drives 指導(dǎo)指導(dǎo) line of business requirements 業(yè)務(wù)線的需求業(yè)務(wù)線的需求 strategic business imperatives 戰(zhàn)略業(yè)務(wù)目標(biāo)戰(zhàn)略業(yè)務(wù)目標(biāo) qglobalization 全球化全球化: manage risk and reward across a diverse set of products, financial markets, and global economies. 針對一系列產(chǎn)品、金融市場、全球經(jīng)濟(jì)體進(jìn)行風(fēng)險與回報(bào)管理。 qdata

6、 quality 數(shù)據(jù)質(zhì)量數(shù)據(jù)質(zhì)量: improving data quality at the point of origin within the lines of business. 各業(yè)務(wù)線內(nèi)部在始發(fā)點(diǎn)提 高數(shù)據(jù)質(zhì)量。 qshared accountability 共同負(fù)責(zé)共同負(fù)責(zé): develop a culture that fosters shared accountability at both the corporate and individual level. 在企業(yè)和個人兩個方面倡導(dǎo)共同負(fù)責(zé)的企業(yè)文化。 qbusiness driven reference data 符

7、合業(yè)務(wù)需要的參照數(shù)據(jù)符合業(yè)務(wù)需要的參照數(shù)據(jù): develop master reference data that provides a common “l(fā)anguage” to associate and link data across the enterprise. 建立綜合參照數(shù)據(jù)，為員工提供“共同語言”，將全企業(yè)的數(shù)據(jù) 連系起來。 qconsistent policies & procedures 一致的政策和程序一致的政策和程序: implement consistent policies and procedures across the lines of business (l

8、obs) 在所有業(yè)務(wù)線執(zhí)行整齊劃一的政策和程序 qfinancial reconciliation 財(cái)務(wù)核對財(cái)務(wù)核對: demonstrate financial integrity through reconciliation of risk and finance information to the financial ledger. 根據(jù)財(cái)務(wù)賬目核對風(fēng)險與財(cái)務(wù)信息，充分顯示財(cái)務(wù)誠信。 the global risk strategy is driven by the integrated business planning process 全球風(fēng)險管理戰(zhàn)略以一體化業(yè)務(wù)規(guī)劃流程為指針 t

9、he integrated business planning process is the cornerstone for managing risk and reward in the company 一體化業(yè)務(wù)規(guī)劃流程是公司風(fēng)險和回報(bào)管理的根本依據(jù) 戰(zhàn)略風(fēng)險戰(zhàn)略風(fēng)險 市場風(fēng)險市場風(fēng)險 操作風(fēng)險操作風(fēng)險 信用風(fēng)險信用風(fēng)險 遵守法規(guī)遵守法規(guī) 4 confidential and proprietary materials: for use by bank of america and china construction bank personnel only. see applicable

10、 contract. 內(nèi)部資料，切勿外傳：僅供美國銀行和中國假設(shè)銀行人員使用。詳見相關(guān)的合同。 investor client interface 投資人 與客戶界面 client selection 客戶選擇 credit assessment & approval 信用評估與批準(zhǔn) distribution 分銷 client monitoring 客戶監(jiān)督 portfolio management 信貸組合管理 foundational capabilities 功能功能 retail 零售零售 focus on improving transactional capabilities 重

11、點(diǎn)提 高交易能力 faster turnaround time 加快回應(yīng)速度 paperless one time capture of customer data 用電子 方式一次獲得客戶資料 lower cost of origination 減少業(yè)務(wù)開發(fā)費(fèi)用 objective is to improve customer pull-through and customer delight 目標(biāo)是提高客戶成交率和客戶滿意 度 wholesale 批發(fā)批發(fā) focus on improving portfolio capabilities 重點(diǎn)提高信貸 組合管理能力 manage tall

12、-trees 管理較大的風(fēng)險 develop investor client interface 發(fā)展投資人與客戶界面 develop own credit investment capabilities 發(fā)展自身的信 用投資能力 objective is to manage portfolio risk profile and link the customer to the portfolio 目標(biāo)是管理信貸組合的風(fēng)險狀 況并將客戶與信貸組合聯(lián)系起來 credit risk has applied process excellence to take a holistic view of

13、the end-to-end credit lifecycle 金融風(fēng)險部門采用優(yōu)越的流程對整個信用周期進(jìn)行全方位的分析 data quality 數(shù)據(jù)質(zhì)量 rules based data access 按規(guī)則使用數(shù)據(jù) relationship profitability 客戶關(guān)系盈利狀況 mark-to-market accounting 按市值調(diào)整式會計(jì)方法 public/private information policies 公共/私人信息政 策 improved data-source capture 提高數(shù)據(jù)來源捕捉率 relationship profitability acr

14、oss silos 各部門的客戶關(guān)系 盈利狀況 for example: within the overall strategy, the credit risk domain has focused on driving alignment to common enterprise capabilities across multiple lines of business 例如：在整體戰(zhàn)略中，信用風(fēng)險的職能歷例如：在整體戰(zhàn)略中，信用風(fēng)險的職能歷 來是將多個業(yè)務(wù)線的全公司共同能力加以協(xié)調(diào)統(tǒng)一來是將多個業(yè)務(wù)線的全公司共同能力加以協(xié)調(diào)統(tǒng)一 5 confidential and proprieta

15、ry materials: for use by bank of america and china construction bank personnel only. see applicable contract. 內(nèi)部資料，切勿外傳：僅供美國銀行和中國假設(shè)銀行人員使用。詳見相關(guān)的合同。 investor client interface client selection credit assessment & approval distribution client monitoring portfolio management foundational capabilities lim

16、its setting alerts & early warnings new products process underwriting process transaction & limit approval obligor & counterparty reporting exception monitoring external data (e.g., consumer scoring) line of business reporting other external reporting asset quality reporting “top of the house” repor

17、ting conditional value-at-risk (tail risk) held for sale / mark to market relative 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 hedging

18、 swaps/insurance limits name, industry, country (international) financial statement spreading 1. credit origination documentation risk ratings scorecards 3. risk monitoring & control collateral management policies & procedures customer identifiers 2. risk-data management default/ workout information

19、 transaction data guarantors & collateral risk ratings (default probabilities) 7. 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 los

20、s forecasting active portfolio management/ optimization 5. credit portfolio management 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 accoun

21、ting 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 6 confidential and proprietary materials: for use by bank of america

22、 and china construction bank personnel only. see applicable contract. 內(nèi)部資料，切勿外傳：僅供美國銀行和中國假設(shè)銀行人員使用。詳見相關(guān)的合同。 投資人 與客戶界面 客戶選擇 信用評估和批 準(zhǔn) 分銷客戶監(jiān)督 信貸組合 管理 功能功能 設(shè)定限制 提醒和早期 報(bào)警 新產(chǎn)品程序 貸款程序 交易和限制 批準(zhǔn) 借款人和 交易對方 報(bào)告 特例例監(jiān)督 外部數(shù)據(jù) （例如消費(fèi)者 信用分?jǐn)?shù)） 業(yè)務(wù)線報(bào)告 其他對外報(bào)告 資產(chǎn)質(zhì)量報(bào)告 總體報(bào)告 有條件的 風(fēng)險 價值 （尾部風(fēng)險） 等待出售 / 按時值調(diào)整 相對價值分析 信貸組合 業(yè)績基準(zhǔn) 信用表現(xiàn)趨

23、勢 假設(shè)情況 交易分析 信用損失 準(zhǔn)備金 信用風(fēng)險 承受限度/ 標(biāo)準(zhǔn) 信貸組合銷售 與平衡調(diào)整 銀團(tuán)貸款 新的組合對沖 掉期/保險 限制 企業(yè) 行業(yè)、國家 （國際） 財(cái)務(wù)報(bào)表 分析 1. 信貸業(yè)務(wù)開發(fā)信貸業(yè)務(wù)開發(fā) 貸款文件 信用評級 記分卡 3. 風(fēng)險監(jiān)督風(fēng)險監(jiān)督 和控制和控制 擔(dān)保品管理 政策和程序 客戶身份確認(rèn) 2. 風(fēng)險數(shù)據(jù)風(fēng)險數(shù)據(jù) 管理管理 違約/ 貸款重組信息 交易數(shù)據(jù) 擔(dān)保人和 擔(dān)保品 風(fēng)險評級 （違約概率） 7. 管理報(bào)告管理報(bào)告 財(cái)務(wù)報(bào)告 監(jiān)管報(bào)告 經(jīng)濟(jì)資本 6. 業(yè)績分析業(yè)績分析 其他基于 風(fēng)險的測量 （操作風(fēng)險） 4. 信貸組合信貸組合 風(fēng)險分析風(fēng)險分析 壓力和假設(shè) 情況/

24、分析 損失預(yù)報(bào) 積極的信貸組合 管理/優(yōu)化 5. 信貸組合信貸組合 管理管理 證券化 這個架構(gòu)為指定共同的信用風(fēng)險政策、程序、管理控制措施提供了藍(lán)圖 數(shù)據(jù)質(zhì)量 按規(guī)則使用數(shù)據(jù) 客戶關(guān)系盈利狀況 按市值調(diào)整式會計(jì)方法 公共/私人信息政策 提高數(shù)據(jù)來源捕捉率 各部門的客戶關(guān)系盈利狀況 由此形成的信用風(fēng)險業(yè)務(wù)服務(wù)架構(gòu)為建設(shè)共同的信用風(fēng)險管理能力打下基礎(chǔ)由此形成的信用風(fēng)險業(yè)務(wù)服務(wù)架構(gòu)為建設(shè)共同的信用風(fēng)險管理能力打下基礎(chǔ) 7 confidential and proprietary materials: for use by bank of america and china construction

25、bank personnel only. see applicable contract. 內(nèi)部資料，切勿外傳：僅供美國銀行和中國假設(shè)銀行人員使用。詳見相關(guān)的合同。 contents 目錄 business strategy 業(yè)務(wù)戰(zhàn)略 todays technology environment 當(dāng)前的技術(shù)環(huán)境 the vision for tomorrow 未來的愿景 8 confidential and proprietary materials: for use by bank of america and china construction bank personnel only. s

26、ee applicable contract. 內(nèi)部資料，切勿外傳：僅供美國銀行和中國假設(shè)銀行人員使用。詳見相關(guān)的合同。 common technical challenges encountered 通常遇到的技術(shù)性挑戰(zhàn)通常遇到的技術(shù)性挑戰(zhàn) infrastructure challenges 基礎(chǔ)設(shè)施方面的挑戰(zhàn) multiple operating systems 多種操作系統(tǒng) multiple hardware environments 多種硬件環(huán)境 non-scalable infrastructure/architecture 基礎(chǔ)設(shè)施/架構(gòu)無法延展 disparate data ba

27、ses 數(shù)據(jù)庫各不相同 out-dated technical architecture 技術(shù)架構(gòu)過時 systems performance issues 系統(tǒng)性能問題 system design challenges 系統(tǒng)設(shè)計(jì)方面的挑戰(zhàn) embedded business logic 內(nèi)涵的業(yè)務(wù)邏輯 lack of referential data integrity 參照數(shù)據(jù)缺乏健全性 fragmented data model 數(shù)據(jù)模型缺乏整體性 limited controls over granularity of user access 對客戶使用密度的 控制有限 increas

28、ing support costs 支持成本增加 9 confidential and proprietary materials: for use by bank of america and china construction bank personnel only. see applicable contract. 內(nèi)部資料，切勿外傳：僅供美國銀行和中國假設(shè)銀行人員使用。詳見相關(guān)的合同。 challenges for the future to facilitate strategic business goals 未來實(shí)現(xiàn)戰(zhàn)略業(yè)務(wù)目標(biāo)的挑戰(zhàn)未來實(shí)現(xiàn)戰(zhàn)略業(yè)務(wù)目標(biāo)的挑戰(zhàn) globaliz

29、ation 全球化 data quality 數(shù)據(jù)質(zhì)量 data mining 數(shù)據(jù)分析和利用 master reference data 綜合參照數(shù)據(jù) financial reconciliation 財(cái)務(wù)核對 detailed permission granting 細(xì)致的授權(quán) complete history 完整的記錄 scalability: user experience 延展性：用戶經(jīng)歷 10 confidential and proprietary materials: for use by bank of america and china construction bank

30、 personnel only. see applicable contract. 內(nèi)部資料，切勿外傳：僅供美國銀行和中國假設(shè)銀行人員使用。詳見相關(guān)的合同。 contents 目錄 business strategy 業(yè)務(wù)戰(zhàn)略 todays technology environment 當(dāng)前的技術(shù)環(huán)境 the vision for tomorrow 未來的愿景 11 confidential and proprietary materials: for use by bank of america and china construction bank personnel only. see

31、applicable contract. 內(nèi)部資料，切勿外傳：僅供美國銀行和中國假設(shè)銀行人員使用。詳見相關(guān)的合同。 business process framework the new risk business process solutions framework integrates the five foundational strategies for building the risk and finance infrastructure. sor master reference data position data transaction data current histor

32、y results stored credit risk market risk operational risk 2nd line of defense analytics sor data quality data quality sorsorsorsor sorsorsor soasoa soa risk finance data warehouse 1st line of defense data sourcing strategy risk finance data warehouse: information integration & aggregation strategy (

33、over time) “trustworthy information quality strategy information access strategy risk/reward measurements strategy business views portal ad-hoc query olap/ analytical discovery & mining search & navigation reporting note: olap = on line analytical processing note: sor = system of record soa = system

34、 of aggregation 12 confidential and proprietary materials: for use by bank of america and china construction bank personnel only. see applicable contract. 內(nèi)部資料，切勿外傳：僅供美國銀行和中國假設(shè)銀行人員使用。詳見相關(guān)的合同。 業(yè)務(wù)流程架構(gòu)業(yè)務(wù)流程架構(gòu) 新的風(fēng)險業(yè)務(wù)流程解決方案架構(gòu)整合了建立風(fēng)險和財(cái)務(wù)基礎(chǔ)設(shè)施方面的五個根本性戰(zhàn)略。 sor 綜合綜合 參照數(shù)據(jù)參照數(shù)據(jù) 頭寸數(shù)據(jù)頭寸數(shù)據(jù) 交易數(shù)據(jù)交易數(shù)據(jù) 目前目前 歷史歷史 結(jié)果儲存結(jié)果儲存

35、信用風(fēng)險信用風(fēng)險市場風(fēng)險市場風(fēng)險操作風(fēng)險操作風(fēng)險 第二道防線 分析 sor 數(shù)據(jù)質(zhì)量 數(shù)據(jù)質(zhì)量 sorsorsorsor sorsorsor soasoa soa 風(fēng)險財(cái)務(wù)數(shù)據(jù)庫風(fēng)險財(cái)務(wù)數(shù)據(jù)庫 第一道防線第一道防線 數(shù)據(jù)收集數(shù)據(jù)收集 戰(zhàn)略戰(zhàn)略 風(fēng)險財(cái)務(wù)數(shù)據(jù)庫風(fēng)險財(cái)務(wù)數(shù)據(jù)庫： 信息整合與信息整合與 匯總戰(zhàn)略匯總戰(zhàn)略 （逐步實(shí)現(xiàn)）逐步實(shí)現(xiàn)） “值得信賴的值得信賴的” 信息質(zhì)量信息質(zhì)量 戰(zhàn)略戰(zhàn)略 信息使用戰(zhàn)略信息使用戰(zhàn)略 風(fēng)險風(fēng)險/回報(bào)回報(bào) 測量戰(zhàn)略測量戰(zhàn)略 業(yè)務(wù)觀念 接口接口 臨時隊(duì)列臨時隊(duì)列 olap/ 分析分析 數(shù)據(jù)收集數(shù)據(jù)收集/ 分析和使用分析和使用 搜尋和搜尋和 導(dǎo)航導(dǎo)航 報(bào)告報(bào)告 注：o

36、lap = 線上分析處理 注：sor = 記錄系統(tǒng) soa = 匯總系統(tǒng) 13 confidential and proprietary materials: for use by bank of america and china construction bank personnel only. see applicable contract. 內(nèi)部資料，切勿外傳：僅供美國銀行和中國假設(shè)銀行人員使用。詳見相關(guān)的合同。 infrastructure approach 基礎(chǔ)設(shè)施的建設(shè)方法基礎(chǔ)設(shè)施的建設(shè)方法 mis sors & soasteradata platform enterprise base ii vaps sors not feeding retail or wholesaleretail sorswholesale sors dow