科尔尼—深发展银行CRMcreditriskpresentationv2_01.pptVIP

Agenda The A.T. Kearney approach to integrated credit risk management Case study – A Leading South East Asia Bank Discussion on SDB’s Credit Risk Management Priority Credit risk management is one dimension of global risk management Integrated credit risk management encompasses strategy, organizational levers, tools and technology A.T. Kearney’s typical approach on integrated credit risk management The credit risk assessment is divided into five interconnected blocks Strategic objectives are analyzed to ascertain if they address and define several key issues Processes are evaluated by comparing the client’s with A.T. Kearney’s stages of excellence The allocation of roles and responsibilities is assessed along the credit macro process Current organization structure is reviewed vis-à-vis best practices in terms of activity allocation Current KPI structure is evaluated through strategic and operational criteria The existence of an adequate risk culture is gauged by analyzing its underlying drivers A combination of qualitative and quantitative techniques is used to analyze credit models The IT review is based upon the analysis of four dimensions The regulatory assessment maps regulations and reviews compliance and migration plans The regulatory assessment is complemented by a Basel II SWOT analysis The second phase focuses on developing/ enhancing credit risk management capabilities A.T. Kearney’s methodology enables the development of integrated credit risk capabilities Integrated risk management requires both transaction and portfolio level tools The development of EDF and LGD models is based on extensive databases and statistical tools The pricing methodology should incorporate the concept of expect loss to account for credit risk A.T. Kearney provides full support for the selection of a portfolio management tool provider A RAROC prototype is a first step in the creation of a risk-based performance measurement culture A global limits monitoring system comple