最新德勤的信用風(fēng)險(xiǎn)精品課件ppt復(fù)習(xí)過(guò)程

1、德勤的信用風(fēng)險(xiǎn)管理uSpecific Quantifiable ObjectivesuManagement Review MethodologyCredit Objectives and Risk TolerancesCredit PoliciesCredit Risk Management ProcessesImprove ProfitabilityReportingCredit Strategy/ PlanCommon PerformanceMetricsuCredit Strategy Statement and Risk ToleranceuCoordination with Busi

2、ness PlanThe business strategies and objectives drive 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.Origi

3、nation/AssessmentAdministrationMonitoring/ControlRiskManagementValue 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

4、 thresholds are established taking into account the organizations strategy, operatingenvironment and process controls.The measures drive value creation and should support problem identification and correction.nBusiness StrategySystemsOperationsFinancePerformance ManagementSales channelsContracts &am

5、p; DocumentationCredit analysisCredit limitPricing & termsCredit AnalysisCredit DecisionsCollectionsCREDIT POLICYCollateral acceptancePortfolio managementFinancial analysisDisposal / Risk mitigationCollateral managementCustomer managementExposure measurementManagement reportingExposure aggregati

6、onRecoveriesCredit scoringRisk ratingRISK MANAGEMENTCredit Risk Managements Inter-related ActivitiesComplianceOriginationReportingTransactionsCredit Policies & Procedures Analysis & RiskManagementGovernance, Controland ImplementationMeasurementMethodologiesTechnology & Data IntegrityCred

7、it Strategy & Risk ToleranceReassessment Credit Strategy & Risk ToleranceRisk Identification, Origination, Credit Administration, etc.Risk Identification, Transaction Structuring, Approval & Pricing Decisions, Reserving, etc.Portfolio Risk Concentration, Risk Based Limits, etc. Pricing d

8、ecisions,Performance measurement, business and customer segmentation, compensation, etc.A business model view of Credit Risk Infrastructure componentsRisk Assessment and Limit ManagementCredit Infrastructure and Portfolio ManagementCredit Analytics SupportCredit Technology Enablement Credit Quality

9、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 Method