信用風(fēng)險(xiǎn)管理概述(英文版)(powerpoint 35頁(yè))

1、The AFP 23rd Annual Conference New OrleansNovember 3-6, 2002第一頁(yè)，共三十七頁(yè)。第二頁(yè)，共三十七頁(yè)。第三頁(yè)，共三十七頁(yè)。第四頁(yè)，共三十七頁(yè)。第五頁(yè)，共三十七頁(yè)。第六頁(yè)，共三十七頁(yè)。uSpecific Quantifiable ObjectivesuManagement Review MethodologyuCredit Strategy Statement and Risk ToleranceuCoordination with Business PlanThe business strategies and objectives d

2、rive the establishment of creditpolicies 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.第七頁(yè)，共三十七頁(yè)。Origination/AssessmentAdministrationMonitori

3、ng/ControlRiskManagement第八頁(yè)，共三十七頁(yè)。Value CreationBusiness Performance MeasuresOrganizations need a rigorous set of measures to support continuous improvementPerformance-based management utilizes metrics that measure actual performance against predetermined thresholds. The thresholds are established t

4、aking into account the organizations strategy, operatingenvironment and process controls.The measures drive value creation and should support problem identification and correction.nBusiness StrategySystemsOperationsFinancePerformance Management第九頁(yè)，共三十七頁(yè)。Sales channelsContracts & DocumentationCre

5、dit analysisCredit limitPricing & termsCredit AnalysisCredit DecisionsCollectionsCREDIT POLICYCollateral acceptancePortfolio managementFinancial analysisDisposal / Risk mitigationCollateral managementCustomer managementExposure measurementManagement reportingExposure aggregationRecoveriesCredit

6、scoringRisk ratingRISK MANAGEMENTCredit Risk Managements Inter-related ActivitiesComplianceOriginationReportingTransactions第十頁(yè)，共三十七頁(yè)。Credit Policies & Procedures Analysis & RiskManagementGovernance, Controland ImplementationMeasurementMethodologiesTechnology & Data IntegrityCredit Strate

7、gy & Risk Tolerance第十一頁(yè)，共三十七頁(yè)。第十二頁(yè)，共三十七頁(yè)。第十三頁(yè)，共三十七頁(yè)。Risk Identification, Origination, Credit Administration, etc.Risk Identification, Transaction Structuring, Approval & Pricing Decisions, Reserving, etc.Portfolio Risk Concentration, Risk Based Limits, etc. Pricing decisions,Performance meas

8、urement, business and customer segmentation, compensation, etc.A business model view of Credit Risk Infrastructure components第十四頁(yè)，共三十七頁(yè)。第十五頁(yè)，共三十七頁(yè)。第十六頁(yè)，共三十七頁(yè)。第十七頁(yè)，共三十七頁(yè)。第十八頁(yè)，共三十七頁(yè)。第十九頁(yè)，共三十七頁(yè)。第二十頁(yè)，共三十七頁(yè)。第二十一頁(yè)，共三十七頁(yè)。第二十二頁(yè)，共三十七頁(yè)。第二十三頁(yè)，共三十七頁(yè)。第二十四頁(yè)，共三十七頁(yè)。第二十五頁(yè)，共三十七頁(yè)。第二十六頁(yè)，共三十七頁(yè)。第二十七頁(yè)，共三十七頁(yè)。第二十八頁(yè)，共三十七頁(yè)。Ri

9、sk Assessment and Limit ManagementCredit Infrastructure and Portfolio ManagementCredit Analytics SupportCredit Technology EnablementCredit QualityCredit UnderwritingRisk Rating System EffectivenessCounterparty and Portfolio LimitsOrganizational Structure Policies and ProceduresTechnology Selection a

10、nd ImplementationProblem Asset ManagementRisk Rating CalibrationTransaction Pricing, Structure and SupportDefault Probability and Recovery CalibrationCredit Reserve MethodologyRisk Based Pricing ModelsRisk Adjusted Return AnalysisPortfolio Value Measurement Credit Risk Measurement Credit Performance

11、 Scorecards第二十九頁(yè)，共三十七頁(yè)。第三十頁(yè)，共三十七頁(yè)。第三十一頁(yè)，共三十七頁(yè)。第三十二頁(yè)，共三十七頁(yè)。第三十三頁(yè)，共三十七頁(yè)。第三十四頁(yè)，共三十七頁(yè)。第三十五頁(yè)，共三十七頁(yè)。1、有時(shí)候讀書是一種巧妙地避開思考的方法。2022-2-242022-2-24Thursday, February 24, 20222、閱讀一切好書如同和過去最杰出的人談話。2022-2-242022-2-242022-2-242/24/2022 12:00:39 AM3、越是沒有本領(lǐng)的就越加自命不凡。2022-2-242022-2-242022-2-24Feb-2224-Feb-224、越是無能的人，越喜歡

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