韓語(yǔ)課件 Table of ContentsPPT

1、kpmgHanvit Bank1Confidential to Hanvit Bank CRMS ProjectTable of Contents1Executive Summary2Background & Overview3Commercial CRMS “To Be” Process Model, Design Requirements & Work-Plan4Retail CRMS: Objectives, “To Be” Components, Process Improvements & Work-Plan5Commercial CRMS Process I

2、mprovements6Plan Sign-Off & Next Steps 7Appendix 1. 2. 3. CRMS “To-Be” , 4. CRMS : , “To-Be” , 5. CRMS 6. 7. kpmgHanvit Bank2Confidential to Hanvit Bank CRMS Project 1 1 CRMS : KIS CRMS : KIS KIS : * 1 CRMS KIS . * Phase 1 . - : , Shenanigans, , - - - Scoring & Rating - Pricing - (VAR)* KPMG

3、 . , scoring/rating KPMG high level . kpmgHanvit Bank3Confidential to Hanvit Bank CRMS ProjectA.1.1 CRMS : CRMS : High Level , . * .* . (“”)* , . (“:”)* . (“”) RM / kpmgHanvit Bank4Confidential to Hanvit Bank CRMS ProjectA.1.2 CRMS : - CRMS : High Level - , , CRMS * * * * * ()* flag spread / kpmgHan

4、vit Bank5Confidential to Hanvit Bank CRMS ProjectA.1.2 CRMS : - CRMS : High Level - , , CRMS ( 3) spread / CRMS * * * * ()* CRMS flagskpmgHanvit Bank6Confidential to Hanvit Bank CRMS ProjectA.1.2 CRMS : - CRMS : High Level - 6, 1 SCORING,RATING, kpmgHanvit Bank7Confidential to Hanvit Bank CRMS Proje

5、ctA.1.3 CRMS : - output CRMS : High Level / . (attention flag) . , , (shenanigan flag) . 1 , , . ( ) . stress test . 3 . , . attention flag shenanigan flag , . * CRMS * * * ( )* kpmgHanvit Bank8Confidential to Hanvit Bank CRMS ProjectA.1.3 CRMS : - output CRMS : High Level output * * * * (up, down,

6、flat)* shenanigan flag * (multiple/single)kpmgHanvit Bank9Confidential to Hanvit Bank CRMS ProjectA.1.4 CRMS : - CRMS : High Level * Output, , . * chart of accounts . * design support logic( ) . * KIS Line . * . , . . kpmgHanvit Bank10Confidential to Hanvit Bank CRMS ProjectA.2.1 CRMS : - CRMS : Hig

7、h Level . . . FSS . . Loan Review Officers RM (portfolio level)kpmgHanvit Bank11Confidential to Hanvit Bank CRMS ProjectA.2.2 CRMS : - Commercial CRMS: Module Objectives & High-Level Design Requirements - - C/F CRMS input5 C/F Rating input , , FSC ( )/ kpmgHanvit Bank12Confidential to Hanvit Ban

8、k CRMS ProjectA.2.2 CRMS : - Commercial CRMS: Module Objectives & High-Level Design Requirements - Loan Monitoring , , Loan monitoring . , kpmgHanvit Bank13Confidential to Hanvit Bank CRMS ProjectA.2.3 CRMS : - outputCommercial CRMS: Module Objectives & High-Level Design Requirements5 C/F .

9、C/F . 5 5 C/F, , . . . , , . . inputCRMS 5 C/F Rating ( ) Inputs kpmgHanvit Bank14Confidential to Hanvit Bank CRMS ProjectA.2.3 CRMS : - OutputCommercial CRMS: Module Objectives & High-Level Design RequirementsOutputs - - FSC kpmgHanvit Bank15Confidential to Hanvit Bank CRMS ProjectA.2.4 CRMS :

10、- Commercial CRMS: Module Objectives & High-Level Design Requirements . (t vs. ) . . . , BP . BP . KMV . kpmgHanvit Bank16Confidential to Hanvit Bank CRMS ProjectA.3.1 CRMS : - Commercial CRMS: Module Objectives & High-Level Design Requirements , . . ( ) . LTV . RM Loan Review kpmgHanvit Ban

11、k17Confidential to Hanvit Bank CRMS ProjectA.3.2 CRMS : - Commercial CRMS: Module Objectives & High-Level Design Requirements - - - Loan Monitoring, , CRMS input ( ) rating Output kpmgHanvit Bank18Confidential to Hanvit Bank CRMS ProjectA.3.3 CRMS : - Output Commercial CRMS: Module Objectives &a

12、mp; High-Level Design Requirements . . . . Outputs input ( ) rating Inputs ()kpmgHanvit Bank19Confidential to Hanvit Bank CRMS ProjectCommercial CRMS: & High-Level A.3.4 CRMS : - pricing module . batch . . KIS . KPMG operational , . specifications specifications . kpmgHanvit Bank20Confidential t

13、o Hanvit Bank CRMS ProjectA.4.1 CRMS : - CRMS: high-level EXPOSURE . RATING OUTPUT RATING . SCORING, Rating, RATING. ( SCORING ) , , RATING SCORING rating . Loan Review Officers RMskpmgHanvit Bank21Confidential to Hanvit Bank CRMS ProjectA.4.2 CRMS : RATING - CRMS: High-Level 1 : rating scoring . kp

14、mgHanvit Bank22Confidential to Hanvit Bank CRMS ProjectA.4.2 CRMS : CRMS: High-Level Default Distance ? ?1.41% output . , Rating (rating) mapping . Scoring : , xxx x xkpmgHanvit Bank23Confidential to Hanvit Bank CRMS ProjectA.4.2 CRMS : CRMS: High-Level 2A : scoring rating . 1.41%kpmgHanvit Bank24Co

15、nfidential to Hanvit Bank CRMS ProjectA.4.2 CRMS : CRMS: High-Level 1.41%1.55% Rating , . Rating mapping . x DynamicsX Rating - . , . kpmgHanvit Bank25Confidential to Hanvit Bank CRMS ProjectA.4.2 CRMS : CRMS: High-Level 2B : Rating Rating . ? ? Rating Scheme1234567891011 - X- X XXFinal Obligor Rati

16、ngXkpmgHanvit Bank26Confidential to Hanvit Bank CRMS Project3 : Rating . Rating Scheme1234567891011 -X- X X/X RatingX 1 /structureX X Rating3- 2 /structureX X Rating3 3 /structureX X Rating3+ ( , Rating rating scheme ). A.4.2 CRMS : CRMS: High-Level kpmgHanvit Bank27Confidential to Hanvit Bank CRMS

17、ProjectA.4.3 CRMS : Rating - OUTPUTS CRMS: High-Level INPUTS Inputs kpmgHanvit Bank28Confidential to Hanvit Bank CRMS Project: RATING . RATING . , , . RATING . RATING . . SCORE ( 0 -100) MAPPING , . Rating , , Rating Rating . :1) ;2) , . 3) ( ) RATING . A.4.3 CRMS : Rating - OUTPUTS CRMS: High-Level

18、 kpmgHanvit Bank29Confidential to Hanvit Bank CRMS Project ()Rating Rating , . . ( ) . Rating rating . ratings Rating , rating . rating .A.4.3 CRMS : Rating - OUTPUTS CRMS: High-Level Outputs (Saved) rating ratingkpmgHanvit Bank30Confidential to Hanvit Bank CRMS ProjectA.4.4 CRMS : Rating - CRMS: Hi

19、gh-Level FSS rating rating . DD rating . , . Rating . , ratings .kpmgHanvit Bank31Confidential to Hanvit Bank CRMS Project Pricing . . NPV par price (NPV 0 ) NPV batch mode RMA.5.1 CRMS : Pricing - CRMS : High Level kpmgHanvit Bank32Confidential to Hanvit Bank CRMS ProjectA.5.2 CRMS : Pricing - CRMS

20、 : High Level - , - application Par Price * Transition Matrices* * * * ABC * Utilization * * * * Reset timing / * * ratingOutput NPVPar price kpmgHanvit Bank33Confidential to Hanvit Bank CRMS Project - NPV * * * * Reset timing / * * ratingOutput NPV Rating A.5.2 CRMS : Pricing - CRMS : High Level *

21、Transition Matrices* * * * ABC * UtilizationkpmgHanvit Bank34Confidential to Hanvit Bank CRMS Project Pricing / NPV . -pricing . . Output . pricing , , , / Output NPVPar price batch NPV Transition Matrices ABC Utilization Reset timing / A.5.3 CRMS : Pricing - Output CRMS : High Level kpmgHanvit Bank

22、35Confidential to Hanvit Bank CRMS ProjectA.5.4 CRMS : Pricing - CRMS : High Level RM relationship . Output . ABC , pring model . prime rate . Transition matrices average utilization pricing . , pricing model . kpmgHanvit Bank36Confidential to Hanvit Bank CRMS Project . . . exposure , , value at risk (VAR) VAR marginal , NPV ( ) score , watch list , DD batch processing Credit Portfolio Manager (distribution list )A.6.1 CRMS : Portfolio - CRMS : High Level kpmgHanvit Bank37Confidential to Hanvit Bank CRMS ProjectA.6.2 CRMS : Portfolio - CRMS : High Level - - marginal