CREDIT RISK MANAGEMENT信贷风险管理      HSBC        汇丰银行 CREDIT CULTURE信贷文化 Risk averse given Bank’s high gearing and thin margin 倾向低风险，由于银行高负债和低利息差 Proper goals and measures with controls 适当的目标和措施及控制 The Line takes primary (or joint) responsibility of the credit decisions  前线部门对贷款决定负主要（或共同）责任 Burden of proof on the Line  证明应贷款责任在于前线部门 Never feel embarrassed to ask “dumb” questions  不用担心问“愚笨”的问题 CREDIT RISK MANAGEMENT信贷风险管理 Prerequisite:先决条件  Senior management’s support (positive intervention?) 高层管理的支持（积极干预？） People (technical capability, integrity and inter-personal skills) 人员（技术能力、人格和人际交往能力） Organization and System 组织及系统 ? Attribute:特征 Independent 独立性 No bottom-line responsibility 没有盈利责任 Professional 专业性 Firm and fair 坚定和公正  STRUCTURE AND APPROVAL PROCESS结构和认证程序   ALTERNATIVES选择 Centralized vs Decentralized集权/分权 Individual 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 ? Individual / Collective Decision / Responsibility 个人/集体决策/责任 Senior management’s trust 高层管理的信任 Quality of staff (at centre and in the line) 员工的素质 （管理人员和一线职员） Specialization of staff 员工专业化 Effectiveness of internal control system 内部控制系统的功效 Quality of service (e.g. turnaround time) 服务的质量（例如：报废项目时间） Others (fraud prevention etc.) 其他（防范欺诈等） Structure and Account Cycle结构及客户信贷周期 Credit Policy, Guidelines and Procedures Manual 信贷政策，指南及程序手册 Key business objectives 主要业务目标 Structure and Responsibility 结构及职责 Economic Outlook 经济预期 Sectoral Analysis 行业分析 Business Strategy and Focus 业务战略和重点 Risk Assessment and Credit Appetite 风险评估和信贷偏好 Lending Guidelines 贷款指南 Credit Products, Procedures and Advice 信贷产品、程序和建议   MARKET SEGMENTATION – CREDIT TOOLS   市场细分—信贷工具 Corporate 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) ? Commercial Banking – Medium sized corporate – Judgemental 公司金融-中型企业-主观判断 ? Business Banking – Small business – Scoring     商务理财-小型企业-评分 ? Personal Financial Services – Consumer – Scoring      个人金融服务-消费者-评分 ? CREDIT RISK ASSESSMENT信贷风险评估 Corporate and Commercial Banking  公司金融 （大型和中型企业） Operating Risks	运营风险 Borrower Grade 借款人评级 Financial Risks (including Projection)	(PD) 财务风险（包括财务预测）（违约机率） Account Conduct 来往状况 ? Security 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）	  Small Business 小型企业 More vulnerable to economic downturn 易受经济下滑的影响 Information problematic (low financial transparency and reliability)  信息问题（财务信息透明度及可信度不高） High 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 Company’s financials 公司财务状况 Company’s credit history and behavior 公司信用历史和表现 Company’s attributes (age, sector, size etc) 公司性质（成立时间的长短、所属行业、规模等） Owner’s scores 公司所有者的评分  Consumer 消费贷款 Criteria Based Lending 根据准则所进行的信贷  More commonly for secured products, e.g. mortgage, car loans, HP and loans secured by liquid assets  多用于担保产品，例如：住房贷款、汽车贷款、租赁及用流动资产担保的贷款 Security coverage 抵押品/贷款 比例  Income coverage 收入/还款 比例 ?  CREDIT RISK MONITORING信贷风险监督 Management Information 管理信息

汇丰银行-信贷风险管理讲义.ppt