企业信用风险管理技术（向银行介绍情况）

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1、Confidential and Proprietary Materials: for use by Bank of America and China Construction Bank personnel only. See applicable contract.内部资料，切勿外传：仅供美国银行和中国假设银行人员使用。详见相关的合同。Enterprise Credit Risk Technology企业信用风险管理技术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向中国建设银行介绍情况2Confidential and

2、Proprietary Materials: for use by Bank of America and China Construction Bank personnel only. See applicable contract.内部资料，切勿外传：仅供美国银行和中国假设银行人员使用。详见相关的合同。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3Confidential and Proprietary Materials: for us

3、e by Bank of America and China Construction Bank personnel only. See applicable contract.内部资料，切勿外传：仅供美国银行和中国假设银行人员使用。详见相关的合同。Planning貆 Risk Appetite貆 Capital Allocation貆 Risk Measurement貆 Risk Control ProcessesExecutionEvaluation貆 Reporting貆 Risk AssessmentPlanning貆 Risk Appetite貆 Capital Allocation

4、Planning 规划规划Risk Appetite风险承受限度Capital Allocation资本调配貆 Risk Measurement貆 Risk Control ProcessesExecutionRisk Measurement风险测量Risk Control Processes风险控制流程Execution 执行执行Evaluation 评估评估Reporting报告Risk Assessment风险评估Global Risk Strategy全球风险管理战略全球风险管理战略Integrated Business Planning Process一体化业务规划流程一体化业务规划

5、流程Drives指导指导Line of Business Requirements业务线的需求业务线的需求Strategic Business Imperatives 战略业务目标战略业务目标qGlobalization 全球化全球化: 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。qData Quality 数据质量数据质量: Improving data quality at the p

6、oint of origin within the Lines of Business. 各业务线内部在始发点提高数据质量。qShared Accountability 共同负责共同负责: 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。qBusiness Driven Reference Data 符合业务需要的参照数据符合业务需要的参照数据: Develop master reference data

7、that provides a common “language” to associate and link data across 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。qConsistent Policies & Procedures 一致的政策和程序一致的政策和程序: 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qFinancial Reconciliation 财务核对财务

8、核对: Demonstrate financial integrity through reconciliation of risk and finance information 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

9、 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战略风险市场风险市场风险操作风险操作风险信用风险信用风险遵守法规遵守法规4Confidential and Proprietary Materials: for use by Bank of America and China Construction Bank personnel only. See applicable contract.内部资料，切勿外传：仅供美国银行和中国假设银行人员使用。详见相关的合同。 Investor Client In

10、terface 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 功能功能Retail 零售零售 Focus on improving transactional capabilities 重点提高交易能力Faster turnaround time 加快回应速度Paperless one time capture of customer data

11、 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 发展投资人与客户界面Develop own credit investment

12、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Data quality 数据质量Rules based data

13、 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, the Credit Risk Domain has focused on

14、 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来是将多个业务线的全公司共同能力加以协调统一5Confidential and Proprietary Materials: for use by Bank of America and China Construction Bank personnel only. See applicable contra

15、ct.内部资料，切勿外传：仅供美国银行和中国假设银行人员使用。详见相关的合同。 Investor Client InterfaceClient SelectionCredit Assessment & ApprovalDistributionClient MonitoringPortfolio ManagementFoundational CapabilitiesLimits SettingAlerts & EarlyWarningsNew ProductsProcessUnderwritingProcessTransaction &Limit ApprovalObligor &Counter

16、partyReportingExceptionMonitoringExternal Data(e.g., consumer scoring)Line of BusinessReportingOther ExternalReportingAsset Quality Reporting“Top of the House”ReportingConditional Value-at-Risk(Tail Risk)Held For Sale / Mark to MarketRelative ValueAnalysisPortfolioPerformanceBenchmarksCreditPerforma

17、nceTrends“What if” Deal AnalysisReserves forCredit LossesCredit RiskAppetite/StandardsPortfolio Sales &RebalancingSyndicationsPortfolio HedgingSwaps/InsuranceLimits Name,Industry, Country(International)Financial Statement Spreading1. CreditOriginationDocumentationRisk RatingsScorecards 3. Risk Monit

18、oring& ControlCollateral ManagementPolicies & ProceduresCustomerIdentifiers2. Risk-DataManagementDefault/WorkoutInformationTransactionDataGuarantors & CollateralRisk Ratings(default Probabilities)7. ManagementReportingFinancialReportingRegulatoryReportingEconomic Capital6. PerformanceAnalysisOther R

19、isk-BasedMeasures(Operational Risk)4. PortfolioRisk AnalysisStress & ScenarioGeneration /AnalysisLoss ForecastingActive PortfolioManagement/Optimization5. Credit PortfolioManagementSecuritizationsThe framework provides a blueprint for driving common credit risk policies, procedures, and management c

20、ontrols Data quality Rules based data access Relationship profitability Mark-to-market accounting Public/private information policies Improved data-source capture Relationship profitability across silosThe resulting Credit Risk Business Services Framework provides the foundation for driving common c

21、redit risk capabilities6Confidential and Proprietary Materials: for use by Bank of America and China Construction Bank personnel only. See applicable contract.内部资料，切勿外传：仅供美国银行和中国假设银行人员使用。详见相关的合同。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

22、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. 信贷业务开发信贷业务开发贷款文件信用评级记分卡 3. 风险监督风险监督和控制和控制担保品管理政策和程序客户身份确认2. 风险数据风险数据管理管理违约/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. 管理报告管理报告财务报告监管报告经济资本6. 业绩分析业绩分析其他基于风险的测量（操作风险）4. 信贷组合信贷组合风险

23、分析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. 信贷组合信贷组合管理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7Confidential and Proprietary Materials: for use by Bank of America and China Construct

24、ion Bank personnel only. See applicable contract.内部资料，切勿外传：仅供美国银行和中国假设银行人员使用。详见相关的合同。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8Confidential and Proprietary Materials: for use by Bank of America and China Construction Bank personnel only. See

25、applicable contract.内部资料，切勿外传：仅供美国银行和中国假设银行人员使用。详见相关的合同。Common Technical Challenges Encountered 通常遇到的技术性挑战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 hardware 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

26、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 data 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 su

27、pport costs 支持成本增加9Confidential and Proprietary Materials: for use by Bank of America and China Construction Bank personnel only. See applicable contract.内部资料，切勿外传：仅供美国银行和中国假设银行人员使用。详见相关的合同。Challenges for the Future to Facilitate Strategic Business Goals未来实现战略业务目标的挑战未来实现战略业务目标的挑战 Globalization 全球化 D

28、ata 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 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10Confidential and Proprietary Materials: for use by Bank of America and China Construction Bank personnel on

29、ly. See applicable contract.内部资料，切勿外传：仅供美国银行和中国假设银行人员使用。详见相关的合同。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11Confidential and Proprietary Materials: for use by Bank of America and China Construction Bank personnel only. See applicable contract.

30、内部资料，切勿外传：仅供美国银行和中国假设银行人员使用。详见相关的合同。Business Process FrameworkThe new Risk Business Process Solutions Framework integrates the five foundational strategies for building the Risk and Finance Infrastructure.SORMasterReferenceDataPosition DataTransaction DataCurrentHistoryResults StoredCreditRiskMarket

31、RiskOperationalRisk2nd Line ofDefenseAnalyticsSORData QualityData QualitySORSORSORSORSORSORSORSOASOASOARisk Finance Data Warehouse1st Line of Defense DataSourcing StrategyRisk Finance Data Warehouse:InformationIntegration &AggregationStrategy(over time)“Trustworthy Information QualityStrategyInforma

32、tion AccessStrategyRisk/Reward MeasurementsStrategyBusiness ViewsPortalAd-HocQueryOLAP/AnalyticalDiscovery& MiningSearch &NavigationReportingNote: OLAP = On Line Analytical ProcessingNote: SOR = System of Record SOA = System of Aggregation12Confidential and Proprietary Materials: for use by Bank of

33、America and China Construction Bank personnel only. See applicable contract.内部资料，切勿外传：仅供美国银行和中国假设银行人员使用。详见相关的合同。业务流程架构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综合综合参照数据参照数据头寸数据头寸数据交易数据交易数据目前目前历史历史结果储存结果储存信用风险信用风险市场风险市场风险操作风险操作风险第二道防线分析SOR数据质量数据质量SORSORSORSORSORSORSORSOASOASOA风险财务数据库风险财务数据库第一道防

34、线第一道防线数据收集数据收集战略战略风险财务数据库风险财务数据库： 信息整合与信息整合与汇总战略汇总战略（逐步实现）逐步实现）“值得信赖的值得信赖的” 信息质量信息质量战略战略信息使用战略信息使用战略风险风险/回报回报测量战略测量战略业务观念接口接口临时队列临时队列OLAP/分析分析数据收集数据收集/分析和使用分析和使用搜寻和搜寻和导航导航报告报告注：OLAP = 线上分析处理注：SOR = 记录系统 SOA = 汇总系统13Confidential and Proprietary Materials: for use by Bank of America and China Construc

35、tion Bank personnel only. See applicable contract.内部资料，切勿外传：仅供美国银行和中国假设银行人员使用。详见相关的合同。Infrastructure Approach 基础设施的建设方法基础设施的建设方法MISSORs & SOAsTeradata PlatformEnterprise Base II VAPsSORs not feeding Retail or WholesaleRetail SORsWholesale SORsDownstream UsageQuantitativeAnalysisETL For Capital Manag

36、erDownstream ProcessingCapital Manager DatabaseRisk TechnologyFinance TechnologyEconomic Capital / RCPARegulatory ReportingRetailWholesaleTransformations & VAPSTransformations & VAPSWholesale & Retail Risk Reporting35+SORsRegulatorsRisk ReportingRisk TechnologyBasel II View( s )Derived Data Stored b

37、ack in the Enterprise DBRetail Business ViewsBasel II Value Added Processes100+SORsWholesale Business ViewsTransformations & VAPSTransformations20+SORsCapital ManagerFinance TechnologyRegulatoryReporting ProcessesIDOM Regulatory ReporterFinance Data WarehouseFDWData ManagerRegulatoryReporting Proces

38、sesNote: VAP = value-added process批发业务观念批发业务观念批发批发巴塞尔二号协议观念巴塞尔二号协议观念全企业全企业得出的数据得出的数据储存在企业储存在企业数据库数据库巴塞尔二号协议巴塞尔二号协议数值加入流程数值加入流程资本管理资本管理人员数据库人员数据库财务数据库财务数据库资本管理人员资本管理人员资本管理资本管理人员人员ETL监管报告监管报告监管报告监管报告流程流程IDOM监管报告员监管报告员监管人员监管人员监管报告监管报告流程流程改造改造数据管理人员数据管理人员财务财务管理管理技术技术经济资本经济资本定量分析定量分析批发和零售批发和零售风险报告风险报告风险报告风险报告风险风险管理管理技术技术财务财务管理管理技术技术下游下游处理处理下游下游使用使用巴塞尔二号巴塞尔二号决议决议VAP大型大型数据数据平台平台风险风险管理管理技术技术零售业务观念零售业务观念零售零售改造改造改造改造改造改造零售零售SOR批发批发SOR不向零售或批发部门提供数据的不向零售或批发部门提供数据的SOR