ady_1201_科尔尼上海银行风险管理项目建议书

StrengtheningRisk/RewardManagementCapabilitiesA.T.KearneyInc2002年版权所有，此文件任何部分未经科尔尼管理顾问公司事先书面同意，均不得以任何形式复制ProposalForAssistanceJuly23,2002StrictlyConfidentialA.T.Kearney37/2341BankofShanghai–CreditRiskManagement/CreditProposal/yk1A.T.KearneyInc2002年版权所有，此文件任何部分未经科尔尼管理顾问公司事先书面同意，均不得以任何形式复制Today’sDiscussionI.OurunderstandingofBoS’currentsituationII.OurperspectiveonproposedinitiativesandexpectedresultsforBoSIII.TheeffortswouldfocusondeliveringtangibleresultsIV.Wehaveproposedahand-onhigh-caliberteamtojointlyworkwiththeBoSteamV.WehavestrongcommitmentstoBoSAppendix—ProjectConsultant’sCVsA.T.Kearney37/2341BankofShanghai–CreditRiskManagement/CreditProposal/yk2A.T.KearneyInc2002年版权所有，此文件任何部分未经科尔尼管理顾问公司事先书面同意，均不得以任何形式复制Today’sTeamYearofExperience7NameHongLiManager,Shanghai11PeterKooPositionPrincipal,Shanghai10DouglasE.JacksonManager,SingaporeRelevantExpertiseandExperience•Helpeddomesticandinternationalfinancialinstitutionsinstrategyandprocessdesign•Extensiveexperiencesinbankingandinsuranceindustries•Consultingexperiencesfocusonprovidingcreditriskmanagementsolutionstodomesticandglobalbanks•LedmanystrategicdesignandsystemdevelopmentprojectsforBanksinSingaporeandrestofAsia•Variousconsultingandindustryexperienceininternationalfinancialinstitutions•Expertiseincreditmanagement,underwritingandprocessing5VictorDuSeniorBusinessAnalyst,Shanghai•Helpeddomesticandinternationalcompaniesinoperationsimprovementandchangemanagement•ExperiencesinFinanceandM&A2MichaelYaoBusinessAnalyst,Shanghai•DevelopedareviewofChinasecuritiesmarketbyidentifyingkeyplayersandrespectivestrategies,studyingmarkettrendsandassessinggovernmentregulations•Participatedtheproposalwritingofdesigningaonline-portalforaleadingstockexchangeinChina8JorgeAzevedoManager,Brazil•Extensiveexperienceinriskandcapitalmanagement•Developmentandimplementationofacomprehensivecreditriskmanagementapproachcoveringorganization,technology,processesandstatisticalmodelsinoneofthelargestBrazilianbanks•DiagnosisofthecurrentsituationinoneofthelargestBrazilianbanksA.T.Kearney37/2341BankofShanghai–CreditRiskManagement/CreditProposal/yk3A.T.KearneyInc2002年版权所有，此文件任何部分未经科尔尼管理顾问公司事先书面同意，均不得以任何形式复制Today’sDiscussionI.OurunderstandingofBoS’currentsituationII.OurperspectiveonproposedinitiativesandexpectedresultsforBoSIII.TheeffortswouldfocusondeliveringtangibleresultsIV.Wehaveproposedahand-onhigh-caliberteamtojointlyworkwiththeBoSteamV.WehavestrongcommitmentstoBoSAppendix—ProjectConsultant’sCVsA.T.Kearney37/2341BankofShanghai–CreditRiskManagement/CreditProposal/yk4A.T.KearneyInc2002年版权所有，此文件任何部分未经科尔尼管理顾问公司事先书面同意，均不得以任何形式复制I.OurUnderstandingofBoS’SituationOurrefinedproposalhasbeenbasedontherelevantinformationprovidedbyBoSwithinthepastweekRelevanceofInformationReceivedfromBoSStatedBoSCreditRiskManagementImperativesCategoryReports/DocumentsRelevancetoRiskGradingRelevancetoPortfolioManagementCustomerInfo.BasicInformation51CapitalStructure,Management,etc.52FinancialReports(P/L,B/S,C/F)52FinancialRatios52TransactionsSummaryExposurebyloansize24Exposurebyborrowersize24Exposurebyborrowerownership23Exposurebycollateraltype24Exposurebymaturity23Exposurebyindustry25Exposurebyloanperformance25Exposurebycustomerrating25Exposure/percentagebyfacilityrating25Exposureandfacilityratingbyindustry25OtherInformationOrganizationoftheBank23Creditapprovalprocesses44Summaryofphases1&2ofITdevelopment,andplanforphase343Source:BankofShanghai,ATKAnalysisDegreeofRelevanceLow15HighA.T.Kearney37/2341BankofShanghai–CreditRiskManagement/CreditProposal/yk5A.T.KearneyInc2002年版权所有，此文件任何部分未经科尔尼管理顾问公司事先书面同意，均不得以任何形式复制Basedontheinformationprovided,combinedwithourcreditexperience,wehaveconcludedthatBoS’currentstatemaybestilllaggingascomparedtoemergingrelevantpracticesinAsiaComparisonofBoSwithCommonAsianPracticesCustomerGradingFacilityGradingPortfolioManagementBoS’CurrentStateEmergingRelevantPracticesinAsia•Combinationofstatistics-basedandexpert-basedratingmethodology•Considerthecustomertransactionrecords•LinktheriskratingwithEDFestimation•Strictuplimitsettingforfacilitiesbasedondifferentratios•Statisticsandexpert-based•Conductedduringtheapprovalprocess(pre-loan)•Basisforpricing•Purelyexpert-basedjudgmentalmethodology•Staticinformation-based,notconsideringcustomertransactionrecords•NostatisticsofEDF•Nostrictuplimitsettingforfacilities•Expert-basedandjudgmental•Conductedaftertheloan•Mainlyusedtomeettheregulatoryrequirements•Partlyusedinmonitoringandcontrol•Portfoliomanagementfunctionsinplace•Conductedpreliminarypositioningandtargeting•Preliminaryconcentrationcontrolandlimits•Noportfoliomanagementfunctions•Differentproductsarehandledseparately(e.g.retailandinternationalbusinesses)•NoclearconcentrationcontrolandlimitA.T.Kearney37/2341BankofShanghai–CreditRiskManagement/CreditProposal/yk6A.T.KearneyInc2002年版权所有，此文件任何部分未经科尔尼管理顾问公司事先书面同意，均不得以任何形式复制Assuch,wehaveconcludedthatthestatedinitiativestosupportBoS’creditriskimperativesshouldbefocusednotonlyonmeetingtheshort-termneeds,butalsohighlightdirectionalbuildingblockstoserveasabasi