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1、kpmgHanvit Bank176Confidential to Hanvit Bank CRMS ProjectTable of Contents1Executive Summary2Background & Overview3Commercial CRMS “To Be” Process Model, Design Requirements & Work-Plan4Retail CRMS: Objectives, “To Be” Components, Process Improvements & Work-Plan5Commercial CRMS Process

2、 Improvements6Plan Sign-Off & Next Steps 7Appendix 1. 2. 3. CRMS “To-Be” , 4. CRMS : , “To-Be” , 5. CRMS 6. 7. kpmgHanvit Bank177Confidential to Hanvit Bank CRMS Project5.1 Overview:nThis chapter summarizes the process improvements expected to be implemented related to the CRMS projectnActivitie

3、s described in Chapters 3 & 4 cover initiatives for CRMS process improvements directly related to the CRMS function such as: Enhancements to commercial credit analysis processes Streamlining of position functions for more efficient commercial credit review Enhancements to Retail credit approval

4、processes for more efficient credit approval Automated retail & commercial credit scoring capabilitiesnThe chapter covers four additional initiatives derived from the Commercial CRMS process improvements: “To Be” functional model for Loan Review “To Be” functional model for Relationship Manageme

5、nt “To Be” functional model for Portfolio Management “To Be” functional model for MarketingProcess Improvements: Overview 5.1. CRMS .3, 4 . CRMS .- - - - Scoring CRMS 4 -Loan Review To-Be -RM To-Be - To-Be - To-Be kpmgHanvit Bank178Confidential to Hanvit Bank CRMS Project5.1 Overview: cont.nThe fina

6、l component is a detailed work-plan covering:TasksMilestonesDeliverablesDependenciesProcess Improvements: Overview 5.1 : - - - - kpmgHanvit Bank179Confidential to Hanvit Bank CRMS ProjectProcess Improvements: Loan Review 5.2 Loan Review: OverviewnThis section highlights an approach for establishing

7、a Loan Review function as part of the process improvement effort within the CRMS project.nObjectives of Loan Review: To identify loans with credit weakness or policy violations on a timely basis* To identify relevant trends affecting the collectability of the loan portfolio & isolate potential p

8、roblem area To evaluate the activities of lending personnel To assess the adequacy of, adherence to, loan policies & procedures, & to monitor compliance with relevant laws and regulations To provide a high-level committee of the Board and senior management with an objective assessment of the

9、 overall portfolio quality To provide essential information for determining the adequacy of the allowance for loan losses To provide management with information related to credit quality that can be used for financial & regulatory reporting purpose* Loan Review is not a substitute for continual

10、loan monitoring by Credit Officers & Relationship Managers5.2 Loan Review: CRMS loan review loan review - * - - - - - - * RM . kpmgHanvit Bank180Confidential to Hanvit Bank CRMS Project5.2.1 Loan Review: ComponentsnComponents of Loan Review: Qualification of Loan Review officers (LRO) Experience

11、 Training Knowledgeable of sound lending practice, the Banks lending guidelines, & the pertinent laws & regulations related to lending activities Independence of LRO All significant loans should be reviewed by individuals that are not part of, or influenced by anyone associated with, the loa

12、n approval process LRO should report their findings directly to a high level committee of the Board Frequency of reviews Education Significant credits will be reviewed annually, upon renewal, or more frequently when factors indicate a potential for deteriorating credit quality Process Improvements:

13、Loan Review 5.2.1 Loan Review: Loan Review - Loan review officer (LRO) * * * * , - LRO * loan review * LRO review - review * , review kpmgHanvit Bank181Confidential to Hanvit Bank CRMS Project5.2.1 Loan Review: Components cont.nComponents of Loan Review: Loans Subject to selection for Review All sig

14、nificant credits All committee approved loans(random & systematic sampling) Smaller loans that present elevated risk characteristics such as delinquency, non-accrual status, restructured loans, previous classification or special mention(random & systematic sampling) Depth of reviews Credit q

15、uality Sufficiency of credit & collateral documentation Prior lien perfection Proper loan approval Adherence to loan covenants Compliance with internal policies & procedures Compliance with applicable laws and regulations, & The accuracy & timeliness of credit grades assigned by cred

16、it officersProcess Improvements: Loan Review 5.2.1 Loan Review: ()Loan Review - * * (, ) * , , restructure (, )- review * * * * * * * * kpmgHanvit Bank182Confidential to Hanvit Bank CRMS ProjectProcess Improvements: Loan Review 5.2.1 Loan Review: Components cont.nComponents of Loan Review: Review of

17、 findings and follow-up Findings will be reviewed with appropriate loan officers, department managers, & members of senior management All noted deficiencies will be notified to the personnel in charge for corrective action Unresolved deficiencies after specified period of time will be reported t

18、o senior management & a high level committee of the Board Report distribution Included in the report are: List of loans reviewed including date of the reviews Documents to support assigned ratings Description of any errors or omissions Recommended corrective action Due dates for corrective actio

19、ns Monthly or quarterly submission to a high level committee of the Board5.2.1 Loan Review: () Loan review - review * , review * * - * : review review * kpmgHanvit Bank183Confidential to Hanvit Bank CRMS ProjectProcess Improvements: Loan Review 5.2.2 Loan Review: “To Be” Functional ModelLoan selecti

20、onPerform loan review according to requirementsFindings &RecommendationsInform findings to Risk Management DepartmentCorrective actionby the entity being examinedRegular report to a high level committee of the board Selected by:- Size- Type- Rating - Industry- Geography- Branch/Region- Past Due

21、Status- Other factorsLoan review factors:- Credit quality- Sufficiency of credit & collateral documents- Proper lien perfection- Proper loan approval- Adherence to loan covenants- Compliance with Bank policies & procedures- Compliance with laws & regulations- Accuracy & timeliness of

22、 current credit gradesRecommendations:- Reclassification of loan or borrower rating- More stringent & frequent loan monitoring- Sending loan account to Workout or Problem Loans- Establishing provision for loan losses- Taking action permitted by loan agreement terms: * Adjustment of loan price *

23、Reduction in committed amount * Call for reduction I outstanding balance * Call for increase in collateral * Call for additional guarantors * Re-negotiations of loan terms, conditions & covenantsSpecial report to a high level committee of the board Request corrective actionResolvedUnresolvedkpmg

24、Hanvit Bank184Confidential to Hanvit Bank CRMS ProjectProcess Improvements: Loan Review 5.2.2 Loan Review: “To Be” loan review Review :- - - RATING- - - /- - Loan review :- - - - - - - - :- - - Workout, - - * * * * * * , kpmgHanvit Bank185Confidential to Hanvit Bank CRMS ProjectProcess Improvements:

25、 Relationship Management 5.3 Relationship Management: OverviewnThis section highlights an approach for establishing a Relationship Manager function as part of the process improvements resulting from the CRMS project.nVision statement: RM is the front line interface between Hanvit Bank & its cust

26、omers, & is responsible for the total banking relationship of his customers specifically loan profitability & quality.nRoles and responsibilities: RM is responsible for initiating loan requests from new or existing customers RM is responsible for recommending terms and conditions which win t

27、he business but which also meet the standards of Hanvit Bank RM is responsible for monitoring the loan through the entire term of the loan. This responsibility is a “joint & severable” responsibility with the Credit Officer (CO). RM will submit completed loan applications (with all appropriate d

28、ocumentation) to the credit officer for analysis, credit review & submission to the appropriate approval committee. RM makes recommendations for loan terms & conditions, including pricing.5.3 Relationship Management: CRMS relationship manager : RM RM :- - - - ( ) , - pricing kpmgHanvit Bank1

29、86Confidential to Hanvit Bank CRMS ProjectProcess Improvements: Relationship Management 5.3.1 Relationship Management: Roles & Responsibilities cont.n Roles and responsibilities. RM is required to establish a working relationship with the customer to win additional business & to have timely

30、knowledge of potential problems within the customer account. This includes a formal and ongoing program of customer visits. When a loan is presented to a committee for approval, the RM & CO should agree on recommendations to the committee based on Hanvit Bank lending standards. If the RM & C

31、O cannot agree on the content of the committee presentation, the presentation should be made, specifically noting the recommendations of the RM (usually driven by market pressures) together with the COs analysis of how the RMs recommendation differs from Hanvit Bank standards & the COs recommend

32、ation. The approving committee will consider both positions & render a decision which will be communicated to the customer. RM should not be directly involved in functions such as fund disbursement, although the RM will be involved in the total management of the customer account from loan origin

33、ation to final collection.5.3.1 Relationship Management: () - - RM . RM ( ), RM , . , - , kpmgHanvit Bank187Confidential to Hanvit Bank CRMS ProjectProcess Improvements: Relationship Management 5.3.2 Relationship Management: “To Be” Functional ModelnQualifications of the Relationship Manager: Basic

34、knowledge of financial analysis, scoring, rating & loan pricing (profitability of the loan). Be able to analyze the customers contribution Out-going personalitynGoal: Relationship Manager process should be designed to assure that RM can quickly & accurately respond to customer requests for l

35、oans & other banking products. Flexibility must be built into the Relationship Manager & Commercial Lending function to permit rapid response to urgent customer requirements.nDependencies: The Bank needs to revise the policy for the performance measurement, compensation, performance evaluati

36、on, career path & other circumstances of the loan-related officers (RM, CO, LR, & auditor in charge of loan examination) so that they can perform their duties independently. The Bank needs to finalize its profit center (LOB) plan5.3.2 Relationship Management: To Be RM :- , scoring, rating pr

37、icing( ) - - :- RM - RM :- , , , (RM, CO, LR, ) . .kpmgHanvit Bank188Confidential to Hanvit Bank CRMS ProjectProcess Improvements: Relationship Management “To Be” Functional ModelDiscusses loan request & company financial, operating & industry background with client Collects information need

38、ed to analyze company:- Historical, current & projected financials- Company & management histories- Product & industry information Makes recommendation for:- Loan structure- Pricing- Terms & conditionsCREDIT OFFICERReviews credit package for: Risk acceptability Possible need to revis

39、eterms of proposal Accuracy Quality / formatFinancial InformationYesCREDIT REPORTTO APPROPRIATECOMMITTEE FOR APPROVALReviewOK?YesNoNoCUSTOMERCan acceptablerevisions be made?Advise applicant / Customer of ReasonsFor RejectionCRMS Data MartCREDIT OFFICER Performs Financial Statement Analysis Reviews o

40、utput from Shenanigans Conducts forecast & sensitivity analysis Conducts borrower score / rating Reviews collateral Conducts facility rating Determines company-level limits Calculates loan price & NPVIndustry & Group InformationPrepares Committee Approval Package including recommended pr

41、icing, terms & conditionsRELATIONSHIPMANAGERRELATIONSHIPMANAGERRELATIONSHIPMANAGERCUSTOMERCredit analysis & Credit Write-upGeneralCustomerInformationCredit Analysis Terms &ConditionsFinancialInformationNon-FinancialInformationKIS Analysis ModulesCREDIT REVIEW PACKAGE FOR COMMITTEERelatio

42、nship Manager & Manager Review Package for CommitteeCUSTOMERRELATIONSHIPMANAGERCONTINUING RELATIONSHIPOF BANK & CUSTOMERLOAN APPROVEDContinuous Monitoringof Loan Quality &Customer Compliancewith Loan Agreement kpmgHanvit Bank189Confidential to Hanvit Bank CRMS ProjectProcess Improvements

43、: Relationship Management “To Be” Functional Model , - , - - :- structure- Pricing- : / OK? CRMS Data Mart Shenanigan Forecast sensitivity score / rating facility rating loan price NPV , pricing RMRMRM KIS RM RM Loan Quality kpmgHanvit Bank190Confidential to Hanvit Bank CRMS ProjectProcess Improveme

44、nts: Portfolio Management 5.4 Portfolio Management: OverviewnThis section highlights an approach for establishing a centralized Portfolio Management function as part of the process improvement effort within the CRMS project.nWe describe: The goals & objectives of Portfolio Management; The compon

45、ents of Portfolio Management; The roles, responsibilities & organizational issues surrounding Portfolio Management; & Considerations regarding design & implementation of Portfolio Management at Hanvit Bank.nWe complete this discussion by providing a work-plan describing tasks & deliv

46、erables for process improvements related to establishing a Portfolio Management function in Section 5.55.4 : :- - - , - task work-plan 5.5 kpmgHanvit Bank191Confidential to Hanvit Bank CRMS ProjectProcess Improvements: Portfolio Management 5.4.1 Goals & Objectives of Portfolio Management:nA subs

47、tantial component of CRMS focuses on improved processes & tools to support better individual credit risk transaction decisions during origination. Better origination decisions help to manage the creation of shareholder value.nPortfolio Management on the other hand, focuses on the preservation of

48、 shareholder value through a focus on the aggregate portfolio of credit risk exposures, including commercial loans, bonds & trust loans.nDevelopment of Portfolio Management has the following objectives: Establishment of a centralized analytic team to support analysis of covariance across risk fa

49、ctors, value-at-risk & ultimately risk-adjusted performance. Creation of mechanisms to preclude potentially catastrophic concentrations of risk; Provision of standard portfolio reporting within the organization for NPV, risk-adjusted exposures, concentrations by industry, group, region, company

50、size etc. Provision of an ad-hoc query capability to assess changes in risk conditions & perform “what if” analysis; & Development of ways to proactively alter aggregate credit risk exposures such as credit derivatives securitization, & syndication - depending upon the evolving sophistic

51、ation of Korean financial markets.5.4.1 tool CRMS . . exposure( , , ) . :- factors , VAR, .- mechanism- “what-if” query - exposure .kpmgHanvit Bank192Confidential to Hanvit Bank CRMS ProjectProcess Improvements: Portfolio Management 5.4.1 Goals & Objectives of Portfolio Management: cont.nPortfol

52、io Management is the final step in the hierarchy of credit risk management, & is directly supported by the risk rating process & transaction valuation tools below it Risk RatingDeal Pricing and StructuringPortfolio ManagementDefault & LossRAPMValuationModels (NPV)VAR ModelsMeasurementFoc

53、us5.4.1 : Risk Rating tool .kpmgHanvit Bank193Confidential to Hanvit Bank CRMS ProjectProcess Improvements: Portfolio Management 5.4.2 The Components of Portfolio Management:.nIn this section we highlight the components that make-up a successful Portfolio Management operation. nUnderstanding these k

54、ey issues initially, is part of the successful establishment of a vision for Portfolio Management at Hanvit Bank to support the process improvement objectives of the CRMS project.nOn an international “best practice” basis, the desired components of Portfolio Management should include: Establishment

55、of a centralized, function that is generally independent from both transaction credit decisions & the corporate lending LOB; Development of sophisticated analysis tools such as value-at-risk; Successful IT systems to support data aggregation for credit exposures; A core team of highly trained, a

56、nalytically oriented quantitative analysts; A focus as broadly as possible across the balance sheet of the bank to manage all credit risk exposures in an integrated manner.5.4.2 . CRMS BP , .- LOB -VAR tool-Credit exposure IT - - exposure .kpmgHanvit Bank194Confidential to Hanvit Bank CRMS ProjectPr

57、ocess Improvements: Portfolio Management 5.4.2 The Components of Portfolio Management: cont.nIn principle Portfolio Management involves identifying, measuring & managing risk factors which are common to groups of loans or borrowers within a portfolio. Examples of risk factors include: Interest r

58、ates Exchange rates Country risk factors Commodity prices Industry, group or regional risksnBased upon an understanding of portfolio segmentation & risk factors, the process of Portfolio Management focuses on adjusting asset & liability positions on & off balance sheet so as to: Expand e

59、xposures in which returns outweigh the risks Hedge or diversify away unwanted risk exposures.nRigorous Portfolio Management means estimating returns, losses, covariances & fair valuations for all credit risk positions.5.4.2 , , . - - - -, , segmentation, risk . - exposure- exposure , , , , .kpmg

60、Hanvit Bank195Confidential to Hanvit Bank CRMS ProjectProcess Improvements: Portfolio Management 5.4.2 The Components of Portfolio Management: cont.nMore specifically for credit risk exposures at the largest international banks, two special characteristics of “best practice” Portfolio Management sta

61、nd out: Much of these banks credit exposure reflects lending commitments or un-funded guarantees rather than outstanding loans. These banks deal with this issue using loan equivalency factors which means that exposure must be modeled Credit risk also depends largely on expected default probabilities, & to a lesser extent on covar