毕博上海银行咨询ToBeDeliverablesappendix
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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 Improvements6
2、Plan 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 . , scoring/rating
3、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 / kpmgHanvit Bank5Confidentia
4、l 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 ProjectA.1.3 CRMS : - out
5、put 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, flat)* shenanigan fl
6、ag * (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 : High Level . . . FSS .
7、. 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 Bank CRMS ProjectA.2.2 CRMS
8、 : - 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 . C/F . 5 5 C/F, , . . . , , . . i
9、nputCRMS 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 : - Commercial CRMS: Module Objectives
10、 & 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 Bank17Confidential to Hanvit Bank CRMS ProjectA
11、.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 & High-Level Design Requirements . . . . Outputs i
12、nput ( ) 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 to Hanvit Bank CRMS ProjectA.4.1 CRMS : - CRMS: high-leve
13、l 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 . kpmgHanvit Bank22Confidential to Hanvit Bank CRMS ProjectA
14、.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 Bank24Confidential to Hanvit Bank CRMS ProjectA.4.2 CRMS : CRMS:
15、 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 RatingXkpmgHanvit Bank26Confidential to Hanvit Bank CRMS Pro
16、ject3 : 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 ProjectA.4.3 CRMS : Rating - OUTPUTS CRMS: High-Level IN
17、PUTS 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 kpmgHanvit Bank29Confidential to Hanvit Bank CRMS Proje
18、ct ()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: High-Level FSS rating rating . DD rating . , . Rating . ,
19、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 : High Level - , - application Par Price * Transition M
20、atrices* * * * 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 * Transition Matrices* * * * ABC * UtilizationkpmgHanvit B
21、ank34Confidential 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 Bank35Confidential to Hanvit Bank CRMS ProjectA.5.4 CRMS : P
22、ricing - 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 b
23、atch 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 VAR CRMS Transition matrices Holding periodLoan Center Transition matrices, , kpmgH
24、anvit Bank38Confidential to Hanvit Bank CRMS ProjectA.6.2 CRMS: Portfolio - CRMS : High Level - segment VAR, NPV risk score CRMS Transition matrices Monte Carlo Holding period CRMS Lending DivisionsLending Divisions Loan Center kpmgHanvit Bank39Confidential to Hanvit Bank CRMS ProjectCredit Matrices
25、 Output , , VAR, marginal VARsegment NPVsegment score Information Systems multiple time step transition matrices Monte Carlo rating VAR Holding periodVAR A.6.3 CRMS : Portfolio - Output CRMS : High Level kpmgHanvit Bank40Confidential to Hanvit Bank CRMS ProjectA.6.4 CRMS : Portfolio - CRMS : High Le
26、vel 1 1. . FSC Watch List . . VAR exposure , . ( ) . rating . KIS VAR 3 : , , . kpmgHanvit Bank41Confidential to Hanvit Bank CRMS ProjectMajpjMVcyzj21HLfrvy96dv02lPPfYgxUS7IYmZkyEmZ0kGeYZS3bpLCkYH1lt4EK7CxmUX3ijoYSOer7ZuaVWYgz4EpZrUirVpMzzvNtf1XZw5oswSXOtFaejnOcmfE1lZgnN1RSXg8wLCG8CVQ3XPJMvodPFWcpiY
27、JgZazNSEPNIaklYSu7qSd1UpaxmZDlpN9zW7kljfsLCLi26Yv109ffbnDH8LbUN1G6ACURQ39eG12KHL9tXsZ1jzgoCK8g1kuNOh5eFvcmVT5ZYVQt9zk3rp3qLnf02FovEXxVRxjCcFRNppiJljNiOuk6fONnyX7fyGg7sXZ49BmCN5oy9VesHpKzdjTKwjrkCEQCFDehVmGax3lrOEbw63VscA3YSijtUKoCyiLzAlVRp7l4QgPNHxvJFFDyjUVN3oHlMah0XBd4uTbkfPIhHtw0evPmYOrdhEDoPwvYhz
28、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