What is an effective credit risk assessment system?

1. What is an effective credit risk assessment system?

Effective credit risk assessment system has perfect risk control system and prevention system.

Second, what is the credit risk management system?

Simply put, it is a management information system closely integrated with the credit business management system. It not only provides the credit business management system with the decision support information needed by the loan business processes such as customer debt rating, loan pricing and limit management, but also can be used as a support system for credit risk measurement and capital preparation in line with the Basel Capital Accord.

3. What are the Zhihu of the bank credit risk management system?

One of the main reasons for credit risk is the quality risk of account managers. Some account managers with low professional quality are generally difficult to make a correct judgment on a loan, thus increasing the loan risk; The account managers with poor moral quality have a weak sense of responsibility, and they hide problems when they find them, and some even help enterprises cheat loans, making loans on the verge of losses. Management risks brought about. For example, the pre-loan investigation is not detailed, and there is a lack of comprehensive understanding of customers' solvency, operating cash flow and credit status, which poses a risk to customers with repayment ability; Post-loan management is not in place, lack of comprehensive control over the enterprise, inability to identify risks at the first time, loss of the best exit opportunity, and so on. From the external point of view: first, the operating risks brought about by the changes in the borrower's operating conditions. Once the loan is made, the initiative will be transferred to the loan, which will affect the safety of the loan. Second, the "loan guarantee circle" is formed by the guarantee or even environmental protection brought about by the invalid guarantee, and the relationship between creditor's rights and debts involved is extremely complicated, which makes it difficult to shrink and realize the "unsecured commitment". Third, the intermediary risks brought by the provision of untrue information by intermediaries. The credit policy requires borrowers to provide financial statements, asset value reports and other relevant information, which must be audited or evaluated by accounting firms, evaluation companies and other intermediaries. However, a few intermediaries have issued untrue reports for borrowers for some illegitimate interests, which has increased the loan risk of commercial banks. The main way to prevent credit risk (1) Strengthen access management. In the credit link, it is necessary to scientifically verify the total amount, clearly distinguish the types, and strictly follow the authority; In the process of using letters, it is necessary to conduct in-depth investigation, careful examination, full brewing, strict examination and approval, and put forward effective restrictions and management measures; In the process of review, explore the establishment of independent review system, review collegial system, review consultation system and review supervision system. For normal loans, focus on strengthening maintenance and in-depth development, and continue to provide high-quality and efficient services and credit facilities; Pay close attention to the loan, pay close attention to the changing trend of unfavorable factors, ensure the effectiveness and sufficiency of the guarantee, and seize the opportunity of realizing customers' assets, external financing, restructuring and improving operations to quit; For suspicious loans, it is mandatory to collect them decisively according to law. (2) Strengthen early warning and monitoring. Risk early warning is an important measure to prevent credit risk. A good early warning mechanism can move the risk threshold forward and achieve the effect of early detection, early warning and early disposal. It is necessary to realize "multi-channel" early warning, innovate credit risk monitoring and early warning means, comprehensively use credit management system, professional statistical reports and various media to obtain risk information and data, build a risk monitoring and early warning information system, and form a working situation of "multi-angle observation, multi-directional analysis and multi-channel transmission". It is necessary to realize "zero distance" early warning, establish and improve a scientific monitoring index system, and improve the authenticity, timeliness and accuracy of monitoring. (3) Accelerate credit adjustment. There are not many enterprises that prosper under the conditions of market operation. Only by strengthening the credit withdrawal in a forward-looking way can the quality of credit assets be effectively prevented from deteriorating. In the aspect of customer withdrawal, "three changes" should be realized: First, the change from factual risk withdrawal to potential risk withdrawal. Move the risk threshold forward, dynamically track the migration trend of various loans, and improve the predictability of development trends. The second is the change from passive exit to active exit. Overall planning, early planning, through collection, write-off, examination and approval control and other means, actively reduce the loan balance of small-scale, low-efficiency, poor prospects and high-risk enterprises. The third is the transition from tactical exit to strategic exit. The adjustment of credit structure should not be rushed, and the rhythm and intensity must be controlled to prevent the formation of bad conditions when withdrawing. (4) Strengthening post-loan management. Post-loan management is to constantly find the early warning signals of marketing opportunities and customers, and constantly put forward solutions and countermeasures to solve problems and put them into action. It is necessary to establish an assessment system for post-lending management, incorporate customer inspection process, information analysis process, early warning and prediction process and customer withdrawal process into the overall assessment category of credit work, formulate assessment standards and basis for each management link and element, and urge post-lending managers to implement post-lending management frequently, consciously and deeply, and concretize conceptual management. It is necessary to establish a differentiated risk monitoring system, closely monitor risk changes and do a good job in dynamic tracking of marginal loans. Track and monitor, formulate a sound risk monitoring plan, and resolve potential risks in time. (5) Cultivate compliance culture. Attention should be paid to cultivating good professional ethics of account managers, so that they will never cross the "protection line" of ideology and morality, never touch the "warning line" of rules and regulations, and never violate the "high-voltage line" of law. We should pay attention to the establishment of an incentive and restraint mechanism that is compatible with the compliance culture, and clearly convey a message, that is, reward those employees who are good at discovering risks, revealing risks and avoiding risks, and punish those employees who violate the loan regulations.

4. What is the significance of credit risk management?

Whether a bank can survive and win in the fierce competition depends on its ability to manage credit risk. Therefore, how to strengthen the risk management before lending is an urgent problem for commercial banks in China. Next, please appreciate the significance of Credit Risk Management which I collected for you online.

Significance of credit risk management

Credit risk management refers to rating, classifying, reporting and managing risks through risk identification, measurement, monitoring and control, so as to maintain the balanced development of risks and benefits and improve the economic benefits of loans. Credit risk management is a comprehensive and serialized work, which runs through the whole credit business process, from credit analysis before lending, review and control during lending, monitoring and management after lending, to safe recovery of loans.

The goal of credit risk management

The goal of credit risk management is to promote the transformation of credit business management mode, from the one-sided pursuit of profit management mode to the realization of "risk-adjusted income" maximization management mode; From the risk management model based on qualitative analysis to the management model combining qualitative and quantitative analysis; On the basis of paying attention to the risk of single credit business and decentralized management, strengthen the management of credit business portfolio. Through credit risk management, commercial banks can accurately identify and measure the risk cost and risk level of credit business, thus achieving the matching of risk and income and improving the competitiveness and profitability of banks.

Implementation process of credit risk management

The credit risk management of commercial banks is a complete systematic project, on the one hand, it needs to be able to collect, monitor, measure and adjust various risks in time; On the other hand, this system should be able to provide perfect and comprehensive decision-making basis for various behaviors of banks, provide guidance for future risk control and error correction, and also provide means and tools for various monitoring.

(1) risk management implementation process

To build a risk management system, we must first ensure the applicability and practicability of this mechanism, and at the same time ensure the effectiveness and timeliness of this mechanism. Therefore, this system should follow the essential law of risk to formulate procedures.

1. Systematically study and analyze the risk system to ensure that banks establish risk management objectives and lay a suitable foundation for how to choose management modes.

2. Determine the risk classification and structure that banks should deal with, so that the established risk management mechanism has clear control and management objects.

3. Select accurate risk signals, determine the collection standards and time intervals of risk signals, and ensure timely and accurate understanding of risk conditions.

4. Choose the appropriate risk measurement method according to the bank's own reality.

5. According to the analysis of previous risk failure cases and risk events, determine the bank safety threshold at which the risk approaches or occurs as the basic standard of risk assessment.

6. The establishment of risk early warning system and intermediate control process should not only be guaranteed by manpower and organizational structure, but also be realized by technical means such as electronic information system as far as possible.

7. Establish the organizational structure of bank risk management, clarify the responsibilities of various risk management departments, and select professionals with risk measurement and control capabilities for banks.

8. Establish risk control instructions and behavioral norms for risk disposal, and establish corresponding risk early warning signal collection and measurement systems to ensure the continuity of bank risk management.

9. Ensure the effective operation of bank risk early warning regulation and transmission, control the application effect of various risk management tools and means, and ensure the smooth operation of risk consultation mechanism between banks and external management departments.

10. It is determined that when the risk enters the later transformation stage, the bank needs to draw up a series of management plans for risk disposal, transfer and exit to improve its ability to resist risks.

(2) the implementation process of risk management

The structure of credit risk determines that the intensity and mode of each risk base point of a loan are different. Affected by time-varying attributes, the structure of credit risk is in dynamic change. Therefore, the risk management of banks needs to be implemented according to this inherent essence and logical law, and all kinds of associations and processes of risks should be controlled in a complete early warning system as much as possible.

Principles and Connotation of Credit Risk Management

(1) Risk management should go forward as far as possible, and risk control should start with selecting customers. Banks should support profitable customers and avoid "venture capital" loans. The risk-reward models of the two are completely different. Because the cost of managing "problem customers" is high, banks should try to avoid it. "The best way to prevent being cheated is not to deal with liars."

(2) Pay attention to the primary repayment source (i.e. the borrower himself), rather than the mortgage and guarantee (i.e. the so-called "brick" culture of western commercial banks). I would rather provide unsecured loans to good enterprises than fully guaranteed loans to poor enterprises. Guarantee is only a guarantee, but it is definitely not the main source of repayment. Cash flow is the main basis for judging whether a loan can be made.

(3) The interest spread obtained by loans is not a simple deposit-loan interest spread or profit, but only as compensation for the corresponding risks incurred by banks in granting loans to relevant borrowers. Based on this understanding, western banks must find quantitative data and models that can directly measure the risks they bear, including the borrower's default probability (PD), expected default risk (EAD) and default loss (LGD). Naturally, quantitative credit risk management has become a very important task for advanced western banks in the past 65,438+05 years, so that consulting service companies with quantitative credit risk management models and data as their core business came into being. For example, by the end of 2003, Moody's credit-measurement customers had spread all over the world in more than 50 countries and regions, with more than 2,000 customers. The global banking industry has a strong demand for quantitative credit risk management.

(4) There is an upper limit for loan income and no lower limit for principal loss. From the actual situation, the biggest advantage of the loan is to recover the principal and interest on schedule according to the interest rate stipulated in the loan contract signed with the borrower. But if the borrower defaults, the losses involved will not be limited to the loan principal itself. Based on the above understanding, advanced western banks have gradually established and improved a set of capital allocation system and loan pricing model in the past 15 years. Its core elements include: in order to ensure sustainable long-term development and have the ability to bear the risks of risky assets, banks must extract enough provision for doubtful debts from the income earned every year to offset the expected losses; It is necessary to keep enough common equity capital at any time to deal with unexpected losses; Through reasonable credit pricing, it is guaranteed that the income obtained from customers is enough to make up for bad debts and bad debts, and the corresponding return on capital is guaranteed.

(5) loan concentration can't bring extra income like stock investment concentration, on the contrary, it will cause extra losses. Because unexpected credit loss or loss fluctuation depends not only on the borrower's default probability and the loss of a given default fluctuation, but also on the internal relationship of the bank's credit asset portfolio. Therefore, developed western banks usually monitor and measure the internal relationship of credit portfolio loss from the following four levels, including risk rating, industry, region and the risk of a single big borrower (group), and reduce the probability of credit portfolio loss through diversified management of credit assets, so as to control the negative impact of sudden credit loss within a certain limit. Based on the above understanding, western banks will set up special departments to manage credit portfolios after loan issuance, and constantly optimize asset portfolios through different financial markets, thus reducing portfolio risks and improving portfolio returns.