毕博-上海银行—FinalDeliverablesRetail_final

21
마케팅 선제: Quick hit
Marketing initiatives: Quick hit Organization for Credit Risk Management
23 31
신용위험관리 조직
Consumer loan unit: Position roles, responsibilities
11 14
예외취급 정책 및 전략
Override policy and strategy
16
스코어카드 관리 및 개선
Scorecard management and enhancement
19
고객 관계 관리 (마케팅)
Customer Relationship Management (Marketing)
By reviewing the ‘odds ratio’ for accounts near the cutoff, the bank can determine where the odds ratio is dropping below the population odds for the entire scorecard. This will suggest where the returns from any additional analysis are unlikely.
•이 이론이 현실에서 조정 되는 이유: 1) 한계효용 및 한계비용의 정확한 측정이 불가능 2) cutoff 설정시 우 량 대 불량 비율이 변동되는 비율을 평가가 또한 중요함
•cutoff 부근 계좌들의 ‘odds ratio’를 검토, 전체 스코어카드에 대해 어느 점 에서 ‘odds ratio’가 모집단 전체의 ‘odds ratio’ 아래로 떨어지는 지 파악.
Retail Scorecard Implementation: Recommended Approach
kpmg
1
Confidential to Hanvit Bank CRMS Project
Hanvit Bank
Retail Scorecard Implementation
목차
Contents
47
kpmg
2
Confidential to Hanvit Bank CRMS Project
Hanvit Bank
Retail Scorecard Implementation
초기 스코어 cutoff 설정: 고려사항
•이론상 cutoff는 신규 계좌 의 cutoff평점에서의 한계 효용과 그 확률 수준에서 예 상되는 불량계좌의 한계 비 용이 같아지는 점에서 결정 되어야 함
Finally, once the initial score cutoff is established, Hanvit will need to incorporate the improvement of the ‘second score’ in its underwriting practice.
There are two reasons why this theory, while valuable, must be tempered by other factors in current use: first, most banks are unable to precisely measure these values; second, it is also important to evaluate the rate at which the ratio of goods-to-bads is changing when establishing score cutoffs.
Establishment of loan limits
Leabharlann Baidu
7
평점 cutoff 및 score band 회색지대 심사 기준
Application to the Hanvit scorecard: score cutoff and score bands Grey zone underwriting criteria
kpmg
3
Confidential to Hanvit Bank CRMS Project
Hanvit Bank
Retail Scorecard Implementation
초기 평점 cutoff 설정: 방법론
초기 평점 cutoff 설정
Establishing initial score cutoff
3
‘2차 평점’ 전략 조정
Adjusting for the ‘second score’ strategy
5
Score band 설정
Identifying the score bands
6
한빛 스코어카드 운용:
개인 심사팀: 역할, 책임
and qualifications
34
및 필요 자격
Credit officer administration and management
42
심사역 운용 및 관리
Retail loan review
45
가계여신 loan review 가계여신 프로세스 개선
Retail loan process improvement Appendix: Supporting documents
•초기 cutoff가 설정되면, ‘2차평점’이 심사에 반영 될 수 있도록 하여야 함.
Establishing initial score cutoff: Considerations
In theory, the scorecard cutoff should be set at that point where the marginal contribution of new accounts obtained at the cutoff score is equal to the marginal cost of the bad accounts predicted at that probability level.