德勤的信用风险管理课件

1、 uSpecific Quantifiable Objectives uManagement Review Methodology Credit Objectives and Risk Tolerances Credit Policies Credit Risk Management Processes Improve Profitability Reporting Credit Strategy/ Plan Common Performance Metrics uCredit Strategy Statement and Risk Tolerance uCoordination with B

2、usiness Plan The business strategies and objectives drive the establishment of credit policies and procedures. Measurement and reporting as well as the use of current technologies enhance credit decision-making and improve risk management. The entire process is continually re-evaluated and improved.

3、 Origination/ Assessment Administration Monitoring/ Control Risk Management Value Creation Business Performance Measures Organizations need a rigorous set of measures to support continuous improvement Performance-based management utilizes metrics that measure actual performance against predetermined

4、 thresholds. The thresholds are established taking into account the organizations strategy, operating environment and process controls. The measures drive value creation and should support problem identification and correction. nBusiness Strategy Systems Operations Finance Performance Management Sal

5、es channels Contracts & Documentation Credit analysis Credit limit Pricing & terms Credit Analysis Credit Decisions Collections CREDIT POLICY Collateral acceptance Portfolio management Financial analysis Disposal / Risk mitigation Collateral management Customer management Exposure measurement Manage

6、ment reporting Exposure aggregation Recoveries Credit scoring Risk rating RISK MANAGEMENT Credit Risk Managements Inter-related Activities Compliance Origination Reporting Transactions Credit Policies & Procedures Analysis & Risk Management Governance, Control and Implementation Measurement Methodol

7、ogies Technology & Data Integrity Credit Strategy & Risk Tolerance Reassessment Credit Strategy & Risk Tolerance Risk Identification, Origination, Credit Administration, etc. Risk Identification, Transaction Structuring, Approval & Pricing Decisions, Reserving, etc. Portfolio Risk Concentration, Ris

8、k Based Limits, etc. Pricing decisions,Performance measurement, business and customer segmentation, compensation, etc. A business model view of Credit Risk Infrastructure components Risk Assessment and Limit ManagementCredit Infrastructure and Portfolio Management Credit Analytics Support Credit Tec

9、hnology Enablement Credit Quality Credit Underwriting Risk Rating System Effectiveness Counterparty and Portfolio Limits Organizational Structure Policies and Procedures Technology Selection and Implementation Problem Asset Management Risk Rating Calibration Transaction Pricing, Structure and Support Default Probability and Recovery Calibration Credit Reserve Meth