与信担当者キット
与信稟議書、信用格付の根拠、担保評価レビュー、年次与信レビュー、問題債権の再生計画、ECL方法論。
評価と安全性
Credit Memo Template (Lender Credit Application, DSCR, RAROC)
フルLender credit application: borrower, structure, financials, downside cases, DSCR, leverage, guarantees, covenants, rating, EL, RAROC, ESG, approval
EBA/GL/2020/06 loan origination; CRR3 IRB floorsCredit Rating Rationale Template (Obligor and Facility Rating, PD, LGD)
フルInternal rating file: master scale, scorecard, grade mapping, peers, drivers, override log, group and country, LGD, CCF, EAD, triggers
CRR Arts 169-178 (as amended by CRR3); EBA/GL/2017/16Collateral Valuation Review Template (CRR Art. 208, 229, EBA)
フルBank review of a property valuation: valuer independence, method and evidence, findings, haircuts, LTV and CRM eligibility, monitoring and revaluation
CRR Arts 208, 229; EBA/GL/2020/06 Section 7; EBA/GL/2018/06 Section 9; 12 CFR 34 Subpart CCovenant Compliance Certificate Template (Leverage, Interest Cover, DSCR)
フルBorrower covenant certificate: definitions by clause, leverage, interest cover, DSCR, liquidity, capex, EBITDA bridge, headroom, guarantor coverage, ratchet
Facility agreement practice (LMA/LSTA forms by name only)Bond Credit Analysis Template (Investor Credit Memo)
フルInvestor bond credit view: internal rating, business risk, ratios, stress, liquidity, recovery waterfall, covenants, yield, duration, spread vs expected loss
EU CRA Regulation 1060/2009 Art. 5a; CRD (Directive 2013/36/EU) Art. 77; Dodd-Frank s.939A