1、Enterprise Credit Risk Technology企业信用风险管理技术,China Construction Bank Presentation向中国建设银行介绍情况,Contents 目录,Business Strategy 业务战略Todays Technology Environment 当前的技术环境The Vision for Tomorrow 未来的愿景,Evaluation,貆,Reporting,貆,Risk Assessment,Planning,貆,Risk Appetite,貆,Capital Allocation,Planning 规划,Risk App
2、etite风险承受限度,Capital Allocation资本调配,貆,Risk Measurement,貆,Risk Control Processes,Execution,Risk Measurement风险测量,Risk Control Processes风险控制流程,Execution 执行,Evaluation 评估,Reporting报告,Risk Assessment风险评估,Global Risk Strategy全球风险管理战略,Integrated Business Planning Process一体化业务规划流程,Drives指导,Line of Business R
3、equirements业务线的需求,Strategic Business Imperatives 战略业务目标Globalization 全球化: Manage risk and reward across a diverse set of products, financial markets, and global economies. 针对一系列产品、金融市场、全球经济体进行风险与回报管理。Data Quality 数据质量: Improving data quality at the point of origin within the Lines of Business. 各业务线内
4、部在始发点提高数据质量。Shared Accountability 共同负责: Develop a culture that fosters shared accountability at both the corporate and individual level. 在企业和个人两个方面倡导共同负责的企业文化。Business Driven Reference Data 符合业务需要的参照数据: Develop master reference data that provides a common “language” to associate and link data across
5、 the enterprise. 建立综合参照数据，为员工提供“共同语言”，将全企业的数据连系起来。Consistent Policies & Procedures 一致的政策和程序: Implement consistent policies and procedures across the Lines of Business (LOBs) 在所有业务线执行整齐划一的政策和程序Financial Reconciliation 财务核对: Demonstrate financial integrity through reconciliation of risk and finance in
6、formation to the Financial Ledger. 根据财务账目核对风险与财务信息，充分显示财务诚信。,The Global Risk Strategy is driven by the Integrated Business Planning Process 全球风险管理战略以一体化业务规划流程为指针,The Integrated Business Planning Process is the cornerstone for managing risk and reward in the company 一体化业务规划流程是公司风险和回报管理的根本依据,战略风险,市场风险
7、,操作风险,信用风险,遵守法规,Investor Client Interface 投资人与客户界面,Client Selection客户选择,Credit Assessment & Approval信用评估与批准,Distribution分销,Client Monitoring客户监督,Portfolio Management信贷组合管理,Foundational Capabilities 功能,Retail 零售Focus on improving transactional capabilities 重点提高交易能力Faster turnaround time 加快回应速度Paperle
8、ss one time capture of customer data 用电子方式一次获得客户资料Lower cost of origination 减少业务开发费用Objective is to improve customer pull-through and customer delight 目标是提高客户成交率和客户满意度,Wholesale 批发Focus on improving portfolio capabilities 重点提高信贷组合管理能力Manage tall-trees 管理较大的风险Develop investor client interface 发展投资人与客
9、户界面Develop own credit investment capabilities 发展自身的信用投资能力Objective is to manage portfolio risk profile and link the customer to the portfolio 目标是管理信贷组合的风险状况并将客户与信贷组合联系起来,Credit Risk has applied Process Excellence to take a holistic view of the end-to-end Credit Lifecycle 金融风险部门采用优越的流程对整个信用周期进行全方位的分析
10、,Data quality 数据质量Rules based data access 按规则使用数据Relationship profitability 客户关系盈利状况,Mark-to-market accounting 按市值调整式会计方法Public/private information policies 公共/私人信息政策,Improved data-source capture 提高数据来源捕捉率Relationship profitability across silos 各部门的客户关系盈利状况,For example: Within the overall strategy,
11、the Credit Risk Domain has focused on driving alignment to common enterprise capabilities across multiple Lines of Business 例如：在整体战略中，信用风险的职能历来是将多个业务线的全公司共同能力加以协调统一,Foundational Capabilities,Limits Setting,Alerts & EarlyWarnings,New ProductsProcess,UnderwritingProcess,Transaction &Limit Approval,Obl
12、igor &CounterpartyReporting,ExceptionMonitoring,External Data(e.g., consumer scoring),Line of BusinessReporting,Other ExternalReporting,Asset Quality Reporting,“Top of the House”Reporting,Conditional Value-at-Risk(Tail Risk),Held For Sale / Mark to Market,Relative ValueAnalysis,PortfolioPerformanceB
13、enchmarks,CreditPerformanceTrends,“What if” Deal Analysis,Reserves forCredit Losses,Credit RiskAppetite/Standards,Portfolio Sales &Rebalancing,Syndications,Portfolio HedgingSwaps/Insurance,Limits Name,Industry, Country(International),Financial Statement Spreading,1. CreditOrigination,Documentation,R
14、isk RatingsScorecards,3. Risk Monitoring& Control,Collateral Management,Policies & Procedures,CustomerIdentifiers,2. Risk-DataManagement,Default/WorkoutInformation,TransactionData,Guarantors & Collateral,Risk Ratings(default Probabilities),7. ManagementReporting,FinancialReporting,RegulatoryReportin
15、g,Economic Capital,6. PerformanceAnalysis,Other Risk-BasedMeasures(Operational Risk),4. PortfolioRisk Analysis,Stress & ScenarioGeneration /Analysis,Loss Forecasting,Active PortfolioManagement/Optimization,5. Credit PortfolioManagement,Securitizations,The framework provides a blueprint for driving c
16、ommon credit risk policies, procedures, and management controls,Data qualityRules based data accessRelationship profitability,Mark-to-market accountingPublic/private information policies,Improved data-source captureRelationship profitability across silos,The resulting Credit Risk Business Services F
17、ramework provides the foundation for driving common credit risk capabilities,投资人与客户界面,客户选择,信用评估和批准,分销,客户监督,信贷组合管理,功能,设定限制,提醒和早期报警,新产品程序,贷款程序,交易和限制批准,借款人和交易对方报告,特例监督,外部数据（例如消费者 信用分数）,业务线报告,其他对外报告,资产质量报告,总体报告,有条件的 风险价值（尾部风险）,等待出售 / 按时值调整,相对价值分析,信贷组合业绩基准,信用表现趋势,假设情况 交易分析,信用损失准备金,信用风险承受限度/标准,信贷组合销售 与平衡调
18、整,银团贷款,新的组合对冲掉期/保险,限制 企业行业、国家（国际）,财务报表 分析,1. 信贷业务开发,贷款文件,信用评级记分卡,3. 风险监督和控制,担保品管理,政策和程序,客户身份确认,2. 风险数据管理,违约/贷款重组信息,交易数据,担保人和 担保品,风险评级（违约概率）,7. 管理报告,财务报告,监管报告,经济资本,6. 业绩分析,其他基于风险的测量（操作风险）,4. 信贷组合风险分析,压力和假设情况/分析,损失预报,积极的信贷组合管理/优化,5. 信贷组合管理,证券化,这个架构为指定共同的信用风险政策、程序、管理控制措施提供了蓝图,数据质量按规则使用数据客户关系盈利状况,按市值调整式
19、会计方法公共/私人信息政策,提高数据来源捕捉率各部门的客户关系盈利状况,由此形成的信用风险业务服务架构为建设共同的信用风险管理能力打下基础,Contents 目录,Business Strategy 业务战略Todays Technology Environment 当前的技术环境The Vision for Tomorrow 未来的愿景,Common Technical Challenges Encountered 通常遇到的技术性挑战,Infrastructure Challenges 基础设施方面的挑战Multiple operating systems 多种操作系统Multiple h
20、ardware environments 多种硬件环境Non-scalable infrastructure/architecture 基础设施/架构无法延展Disparate data bases 数据库各不相同Out-dated technical architecture 技术架构过时Systems performance issues 系统性能问题System Design Challenges 系统设计方面的挑战Embedded business logic 内涵的业务逻辑Lack of referential data integrity 参照数据缺乏健全性Fragmented d
21、ata model 数据模型缺乏整体性Limited controls over granularity of user access 对客户使用密度的控制有限Increasing support costs 支持成本增加,Challenges for the Future to Facilitate Strategic Business Goals未来实现战略业务目标的挑战,Globalization 全球化Data Quality 数据质量Data Mining 数据分析和利用Master Reference Data 综合参照数据Financial Reconciliation 财务核对
22、Detailed Permission Granting 细致的授权Complete History 完整的记录Scalability: User Experience 延展性：用户经历,Contents 目录,Business Strategy 业务战略Todays Technology Environment 当前的技术环境The Vision for Tomorrow 未来的愿景,Business Process Framework,The new Risk Business Process Solutions Framework integrates the five foundati
23、onal strategies for building the Risk and Finance Infrastructure.,SOR,MasterReferenceData,Position Data,Transaction Data,Current,History,Results Stored,CreditRisk,MarketRisk,OperationalRisk,2nd Line ofDefenseAnalytics,SOR,Data Quality,Data Quality,SOR,SOR,SOR,SOR,SOR,SOR,SOR,SOA,SOA,SOA,Risk Finance
24、 Data Warehouse,1st Line of Defense DataSourcing Strategy,Risk Finance Data Warehouse:InformationIntegration &AggregationStrategy(over time),“Trustworthy Information QualityStrategy,Information AccessStrategy,Risk/Reward MeasurementsStrategy,Business Views,Portal,Ad-HocQuery,OLAP/Analytical,Discover
25、y& Mining,Search &Navigation,Reporting,Note: OLAP = On Line Analytical Processing,Note: SOR = System of Record SOA = System of Aggregation,业务流程架构,新的风险业务流程解决方案架构整合了建立风险和财务基础设施方面的五个根本性战略。,SOR,综合参照数据,头寸数据,交易数据,目前,历史,结果储存,信用风险,市场风险,操作风险,第二道防线分析,SOR,数据质量,数据质量,SOR,SOR,SOR,SOR,SOR,SOR,SOR,SOA,SOA,SOA,风险财务数
26、据库,第一道防线数据收集战略,风险财务数据库： 信息整合与汇总战略（逐步实现）,“值得信赖的” 信息质量战略,信息使用战略,风险/回报测量战略,业务观念,接口,临时队列,OLAP/分析,数据收集/分析和使用,搜寻和导航,报告,注：OLAP = 线上分析处理,注：SOR = 记录系统 SOA = 汇总系统,Infrastructure Approach 基础设施的建设方法,M,I,S,S,O,R,s,&,S,O,A,s,T,e,r,a,d,a,t,a,P,l,a,t,f,o,r,m,Enterprise,B,a,s,e,I,I,V,A,P,s,SORs not feeding Retail or
27、 Wholesale,Retail SORs,Wholesale SORs,D,o,w,n,s,t,r,e,a,m,U,s,a,g,e,Quantitative,Analysis,ETL For,Capital,Manager,D,o,w,n,s,t,r,e,a,m,P,r,o,c,e,s,s,i,n,g,Capital,Manager,Database,R,i,s,k,T,e,c,h,n,o,l,o,g,y,F,i,n,a,n,c,e,T,e,c,h,n,o,l,o,g,y,Economic Capital,/,RCPA,Regulatory Reporting,Retail,Wholesa
28、le,Transformations,&,VAPS,Transformations,&,VAPS,Wholesale,&,Retail Risk,Reporting,35,+,SORs,Regulators,Risk Reporting,R,i,s,k,T,e,c,h,n,o,l,o,g,y,Basel II View,(,s,),Derived Data Stored,back in the Enterprise,DB,Retail Business Views,Basel II Value Added,Processes,100,+,SORs,Wholesale Business View
29、s,Transformations,&,VAPS,Transformations,20,+,SORs,Capital Manager,F,i,n,a,n,c,e,T,e,c,h,n,o,l,o,g,y,Regulatory,Reporting,Processes,IDOM,Regulatory,Reporter,Finance Data,Warehouse,FDW,Data Manager,Regulatory,Reporting,Processes,Note: VAP = value-added process,批发业务观念,批发,巴塞尔二号协议观念,全企业,得出的数据储存在企业数据库,巴塞尔二号协议数值加入流程,资本管理人员数据库,财务数据库,资本管理人员,资本管理人员ETL,监管报告,监管报告流程,IDOM监管报告员,监管人员,监管报告流程,改造,数据管理人员,财务管理技术,经济资本,定量分析,批发和零售风险报告,风险报告,风险管理技术,财务管理技术,下游处理,下游使用,巴塞尔二号决议VAP,大型数据平台,风险管理技术,零售业务观念,零售,改造,改造,改造,零售SOR,批发SOR,不向零售或批发部门提供数据的SOR,
