【优质】毕博上海银行咨询CreditRiskMgmtSysAnalyticsRatingtraining_FSSSimulation.pptVIP

??? ?? ?? ??? ??? ??? ?? ??? ????? ???? ???? ?? ?? ??? ???? ? * Risk Rating ?? 99/9/17 Overview of Risk Rating Module Principal Objectives The principal audience of this document is the Hanvit Bank Credit Planning Dept in advance of the required FSS rating system simulation. This document may also serve as the basis for initial Credit Officer training and documentation to support the FSS request for rating methodology submission. Specifically, the purpose of the rating model design effort is: Design a standardized, effective risk rating system for the commercial loan portfolio based on FSS Guidelines and International Best Banking Practices Determine risk ratings for the majority of the portfolio, leading to conclusions about the level of credit risk in the portfolio Calculate and support the analysis of the adequacy of loan loss provisions Risk Rating Module ?? ?? ?? ? ???? rating system ?????? ???? ???? ? ???? ?????? ?? ???? ??? ???. ? ???? ?? ??? ????? ??? ?? ???, rating ???? ?? ???? ????? ????. Rating model ??? ??: * ??? ??? ???? ?? Best Practice ? ??? ???? ????? ??? ???? ???? ???? risk rating ??? ?? * ?????? ???? ?? risk rating ? ???? ?????? ?? ???? ?? * ?????? ???? ????? ?? ??? ?? To Reach These Objectives To achieve the objectives of the rating system, the Credit Planning Dept. needs to have an understand how ratings are created. Additionally, the FSS rating system simulation is necessary to demonstrate the effectiveness of the rating methodology. Specific steps up through and including the simulation: KPMG, KIS and Hanvit Bank Management are working together to complete the design of the risk rating methodology, process and tools Hanvit Bank personnel will be trained in the use of the draft rating system The risk rating system will be simulated with an initial rating review as follows Rate an initial sample of borrowers and their facilities Calculate and compare loan provisions from the new rating system against the previous s