HSBC信貸風(fēng)險評估課件

1、CREDIT RISK MANAGEMENT信貸風(fēng)險管理1CREDIT RISK MANAGEMENT信貸風(fēng)險管理1CREDIT CULTURE信貸文化Risk averse given Banks high gearing and thin margin傾向低風(fēng)險，由于銀行高負債和低利息差Proper goals and measures with controls適當(dāng)?shù)哪繕?biāo)和措施及控制The Line takes primary (or joint) responsibility of the credit decisions 前線部門對貸款決定負主要（或共同）責(zé)任Burden of pr

2、oof on the Line 證明應(yīng)貸款責(zé)任在于前線部門Never feel embarrassed to ask “dumb” questions 不用擔(dān)心問“愚笨”的問題2CREDIT CULTURE信貸文化Risk averseCREDIT RISK MANAGEMENT信貸風(fēng)險管理Prerequisite:先決條件Senior managements support (positive intervention?)高層管理的支持（積極干預(yù)？）People (technical capability, integrity and inter-personal skills)人員（技術(shù)能

3、力、人格和人際交往能力）Organization and System組織及系統(tǒng)Attribute:特征Independent 獨立性No bottom-line responsibility 沒有盈利責(zé)任Professional 專業(yè)性Firm and fair 堅定和公正3CREDIT RISK MANAGEMENT信貸風(fēng)險管理PSTRUCTURE AND APPROVAL PROCESS結(jié)構(gòu)和認(rèn)證程序Board of Directors董事會行政總裁（總部）GHQCEOAPHCEO行政總裁（亞太區(qū)）AMHGM總經(jīng)理（香港及中國大陸）Line前線部門信貸總經(jīng)理GM CreditCCO首席信

4、貸官HD Credit 信貸部門主管Concurrence認(rèn)同Approval 審批Approval審批Approval審批Country Risk/Bank Risk國家風(fēng)險/銀行風(fēng)險Market Risk/Credit Risk市場風(fēng)險/信用風(fēng)險Market Risk/Credit Risk市場風(fēng)險/信用風(fēng)險Credit信用4STRUCTURE AND APPROVAL PROCESSALTERNATIVES選擇Centralized vs Decentralized集權(quán)/分權(quán)Individual vs Committee (composition and decision making

5、process)個人/委員會（債務(wù)組成及決策過程）Factors to consider: 需要考慮的因素Individual / Collective Decision / Responsibility個人/集體決策/責(zé)任Senior managements trust 高層管理的信任Quality of staff (at centre and in the line) 員工的素質(zhì) （管理人員和一線職員）Specialization of staff 員工專業(yè)化Effectiveness of internal control system 內(nèi)部控制系統(tǒng)的功效Quality of serv

6、ice (e.g. turnaround time) 服務(wù)的質(zhì)量（例如：報廢項目時間）Others (fraud prevention etc.) 其他（防范欺詐等）5ALTERNATIVES選擇Centralized vs DStructure and Account Cycle結(jié)構(gòu)及客戶信貸周期Policy/政策Approval審批Risk Monitoring風(fēng)險監(jiān)督Recovery追償Head of CRM信貸風(fēng)險管理部Loans貸款Unhealthy loans不良貸款Review回顧Review回顧6Structure and Account Cycle結(jié)構(gòu)Credit Polic

7、y, Guidelines and Procedures Manual 信貸政策，指南及程序手冊Key business objectives 主要業(yè)務(wù)目標(biāo)Structure and Responsibility 結(jié)構(gòu)及職責(zé)Economic Outlook 經(jīng)濟預(yù)期Sectoral Analysis 行業(yè)分析Business Strategy and Focus 業(yè)務(wù)戰(zhàn)略和重點Risk Assessment and Credit Appetite 風(fēng)險評估和信貸偏好Lending Guidelines 貸款指南Credit Products, Procedures and Advice 信貸產(chǎn)

8、品、程序和建議 7Credit Policy, Guidelines and CREDIT POLICY信貸政策Market positioning and risk appetite 市場定位和風(fēng)險偏好Return 回報Private Bank Commercial BankSubprime Lender 私人銀行 商業(yè)銀行 次級貸款人 -Large corporate 大型企業(yè)-Middle market 中端市場-Small business 小型企業(yè)-Consumer 消費者 Risk 風(fēng)險8CREDIT POLICY信貸政策Market positiMARKET SEGMENTATI

9、ON CREDIT TOOLS 市場細分信貸工具Corporate Banking - Large corporate - Judgemental (plus Rating, KMV, MRA) 公司金融-大型公司-主觀判斷（加評分，KMV, MRA)Commercial Banking Medium sized corporate Judgemental 公司金融-中型企業(yè)-主觀判斷Business Banking Small business Scoring 商務(wù)理財-小型企業(yè)-評分Personal Financial Services Consumer Scoring 個人金融服務(wù)-消費

10、者-評分9MARKET SEGMENTATION CREDIT TDelinquency Rates, All Banks, SA (USA)貸款不良率 美國所有銀行 0246810121491Q191Q392Q192Q393Q193Q394Q194Q395Q195Q396Q196Q397Q197Q398Q198Q399Q199Q300Q100Q301Q101Q3Residential *住房貸款Commercial *商業(yè)房地產(chǎn)貸款C&I Loans工商貸款Total Loans & Leases貸款和租賃總額%10Delinquency Rates, All Banks, Charge-O

11、ff Rates, All Banks, SA (USA)沖銷率 所有銀行 美國0.00.51.01.52.02.53.091Q191Q392Q192Q393Q193Q394Q194Q395Q195Q396Q196Q397Q197Q398Q198Q399Q199Q300Q100Q301Q101Q3Commercial *商業(yè)房地產(chǎn)貸款C&I Loans工商貸款Total Loans & Leases貸款及租賃總額%Residential *住房貸款11Charge-Off Rates, All Banks, SLoan Quality in HK香港地區(qū)貸款質(zhì)量-10%-5%0%5%10%15

12、%20%NPL % 不良貸款比例Credit card charge-off ratio (annualised)年信用卡沖銷比例Mortgage Delinquency Rate住房貸款不良率Real GDP (year on year % change)年實際GDP變化率12Loan Quality in HK-10%-5%0%5%1CREDIT RISK ASSESSMENT信貸風(fēng)險評估Corporate and Commercial Banking 公司金融 （大型和中型企業(yè)）Operating Risks運營風(fēng)險 Borrower Grade 借款人評級Financial Risks

13、 (including Projection)(PD) 財務(wù)風(fēng)險（包括財務(wù)預(yù)測）（違約機率）Account Conduct 來往狀況Security and Facility Structure抵押品、貸款結(jié)構(gòu)及評級Facility Grade 設(shè)施評級(Property + Marketable Securities) （財產(chǎn)和可交易的證券） 13CREDIT RISK ASSESSMENT信貸風(fēng)險評估CSmall Business 小型企業(yè)More vulnerable to economic downturn 易受經(jīng)濟下滑的影響Information problematic (low f

14、inancial transparency and reliability) 信息問題（財務(wù)信息透明度及可信度不高）High operating risks (relatively weak in management skills) 高運營風(fēng)險（較弱的管理能力）Characteristics of the Scorecard 記分卡的特征Companys financials 公司財務(wù)狀況Companys credit history and behavior 公司信用歷史和表現(xiàn)Companys attributes (age, sector, size etc) 公司性質(zhì)（成立時間的長短、

15、所屬行業(yè)、規(guī)模等）Owners scores 公司所有者的評分14Small Business 小型企業(yè)More vulner英國小型公司主要業(yè)務(wù)的設(shè)立與終止設(shè)立千/每季度終止15英國小型公司主要業(yè)務(wù)的設(shè)立與終止設(shè)立千/每季度終止15Consumer 消費貸款Criteria Based Lending 根據(jù)準(zhǔn)則所進行的信貸More commonly for secured products, e.g. mortgage, car loans, HP and loans secured by liquid assets 多用于擔(dān)保產(chǎn)品，例如：住房貸款、汽車貸款、租賃及用流動資產(chǎn)擔(dān)保的貸款Sec

16、urity coverage 抵押品/貸款 比例Income coverage 收入/還款 比例16Consumer 消費貸款Criteria Based LeMortgage Loan Quality (HK)香港地區(qū)住房貸款質(zhì)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-02050100150200250300Mortga

17、ge Delinquency Rate住房貸款不良率Unemployment rate失業(yè)率Residential Price Index (1989=100) (RHS)住房價格指數(shù) （以1989年為100）17Mortgage Loan Quality (HK)1.00Credit Card Quality信用卡質(zhì)量3.00%4.00%5.00%6.00%7.00%8.00%9.00%Dec-98Mar-99Jun-99Sep-99Dec-99Mar-00Jun-00Sep-00Dec-00Mar-01Jun-01Sep-01Dec-01Mar-02-1,0002,0003,0004,00

18、05,0006,0007,000No. of Bankruptcy Petitions破產(chǎn)申請Credit card charge-off ratio (annualised)年信用卡沖銷率Unemployment rate 失業(yè)率Bankruptcy Petitions (RHS) 破產(chǎn)申請 （RHS)18Credit Card Quality3.00%4.00%5Scoring 評分Rank ordering 分級Application and Behavioral Scores申請信貸和行為評分Generic and Customized Scores通用評分和專用評分Credit ca

19、rd, personal loans, etc 信用卡，個人貸款等19Scoring 評分Rank ordering 分級19CREDIT RISK MONITORING信貸風(fēng)險監(jiān)督Management Information 管理信息(CPAN, IBIS, REMIND, SCOPE, etc)Grade classification / migration評級分類/變動情況Score distribution / flow rate分值分布/流動率20CREDIT RISK MONITORING信貸風(fēng)險監(jiān)督MPRICING STRATEGY定價戰(zhàn)略1. Interest margin:

20、hurdle rates, e.g. bonds. 利率邊際：障礙率，例如：債券2. RORA: return on the overall relationship 總體關(guān)系的回報3. EP: cost of capital 經(jīng)濟利潤：資本成本Factors to consider: 考慮因素PD (Borrowers grade) 違約機率LGD 損失比率Term 年期Cost of capital 資本成本Competition 競爭Business potential 發(fā)展?jié)摿?1PRICING STRATEGY定價戰(zhàn)略1. IntereDEBT RECOVERY (1)貸款收回 （1

21、）Objective目標(biāo)Risk vs Relationship風(fēng)險 或 關(guān)系Strategy戰(zhàn)略Rehabilitation OR Exit貸款康復(fù)或退出22DEBT RECOVERY (1)貸款收回 （1）ObjeDEBT RECOVERY (2)貸款收回 (2)Workout - Factors for success債務(wù)重組 - 成功的因素-legal system (Scheme of Arrangement, Individual Voluntary Arrangement, Bankruptcy Law)- 法律體系 (債務(wù)安排計劃、個人自愿安排、破產(chǎn)法）-professiona

22、l support (lawyer, accountant, financial advisor, asset search agent, debt collector)- 專業(yè)支持 （律師、會計師、財務(wù)顧問、資產(chǎn)搜尋代理、債務(wù)追償人）- customer self-rescue (transparency, commitment and cooperation)- 客戶 - 自救措施 （透明、承擔(dān)與合作）- multi-bank - supportive, expeditious and equitable the Hong Kong Approach- 多頭銀行 -支持態(tài)度、迅速及公平 （香港原則）23DEBT RECOVERY (2)貸款收回 (2)WorkDEBT RECOVERY (3)貸款收回（3）Feedback