消费信贷风险管理.docx
《消费信贷风险管理.docx》由会员分享,可在线阅读,更多相关《消费信贷风险管理.docx(9页珍藏版)》请在第一文库网上搜索。
1、Managing Consumer Credit RiskPeter Burns AnneStanleySeptember2001Abstract On July 31, 2001, the Payment Cards Center of the Federal Reserve Bankof Philadelphia hosted a Work shop that examined current credit risk managementpractices in the consumer credit industry. The session was led by Jeffrey Bow
2、er,senior manager in KPMG Consulting financial services practice- Bowerdiscussed best practices11 in the credit risk management field, including credit scoring,loss forecasting, and portfolio management. In addition, he provided an overview ofdeveloping new methodologies used by today risk managemen
3、t professionals inunderwriting consumer risk. This paper summarizes key elements of Bower,spresentation.Keywords: consumer credit, credit scoring, portfolio managementPORTFOLIO MANAGEMENT AND ANALYTICSIn Bowers view, consumer credit risk must be understood in terms of a portfoliomanagement strategy
4、that balances capital preservation with capital optimization, thatis, “ a continuous process of identifying and capitalizing upon appropriateopportunities while avoiding inappropriate exposure in such a way as to maximize thevalue of enterprise/ Capturing data across all steps in the customer relati
5、onship andintegrating information management are the keys to effective portfolio management.While this is a fairly straightforward prescription, executing it is often beyond thescope of many lenders, with the credit card companies generally in the vanguard.Often, the process steps are managed on sep
6、arate legacy systems, which complicateefforts to integrate information. KPMG consultants find that many firms typicallypurge specific files before the information is extracted and combined with other datato provide effective portfolio management. The loss of application data, for example,would mean
7、that critical score-card and demographic information would not beavailable to model behavior in defined customer or risk segments.BEST PRACTICES IN CREDIT-RISK-MANAGEMENTCredit-risk-management practices vary considerably among firms and betweensegments of the consumer lending industry. To illustrate
8、 the variability, Bowerdescribed the range of management practices in:Credit decision-makingcredit-scoringloss forecastingportfolio managementOn the front end of the credit process, industry leaders are investing in analyticsto improve the credit decision-making process. Building on experience with
- 配套讲稿:
如PPT文件的首页显示word图标,表示该PPT已包含配套word讲稿。双击word图标可打开word文档。
- 特殊限制:
部分文档作品中含有的国旗、国徽等图片,仅作为作品整体效果示例展示,禁止商用。设计者仅对作品中独创性部分享有著作权。
- 关 键 词:
- 消费信贷 风险 管理