여신 심사역 키트
여신 심사 메모, 신용등급 근거, 담보 평가 검토, 연간 여신 검토, 부실채권 정상화 계획, ECL 방법론.
평가와 안전
Credit Memo Template (Lender Credit Application, DSCR, RAROC)
전체Lender 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)
전체Internal 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)
전체Bank 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)
전체Borrower 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)
전체Investor 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