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Bộ mẫu cán bộ tín dụng

Tờ trình tín dụng, cơ sở xếp hạng tín dụng, rà soát định giá tài sản bảo đảm, rà soát tín dụng năm, kế hoạch xử lý nợ có vấn đề và phương pháp ECL.

Bước 1

Đánh giá và an toàn

  1. Credit Memo Template (Lender Credit Application, DSCR, RAROC)

    Đầy đủ

    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 floors

  2. Credit Rating Rationale Template (Obligor and Facility Rating, PD, LGD)

    Đầy đủ

    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/2017/16

  3. Collateral Valuation Review Template (CRR Art. 208, 229, EBA)

    Đầy đủ

    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 C

  4. Covenant Compliance Certificate Template (Leverage, Interest Cover, DSCR)

    Đầy đủ

    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)

  5. Bond Credit Analysis Template (Investor Credit Memo)

    Đầy đủ

    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
Bước 2

Giám sát

  1. Annual Credit Review Template (Covenant Monitoring, Early Warning, Watch List)

    Đầy đủ

    Lender periodic review: utilisation, performance vs case, covenant recalculation, EWIs, watch list, rating, IFRS 9 stage, refinancing, actions

    EBA/GL/2020/06 section 8; CRR Art. 173; SR 20-13
Bước 3

Phản hồi và ước tính

  1. Problem Loan Workout Plan Template (EBA NPE and Forbearance, CRR)

    Đầy đủ

    Distressed borrower plan: causes, viability and DSCR sizing, option NPVs, term sheet, forbearance/NPE/default tests, stage 3 allowance, milestones

    CRR Arts 47a-47c, 178; EBA/GL/2018/06; EBA/GL/2016/07; SR 23-5
Bước 4

Đánh giá và quản trị

  1. Expected Credit Loss Methodology Template (IFRS 9, CECL)

    Đầy đủ

    ECL methodology: scope, governance, segmentation, default, staging and SICR, PD x LGD x EAD x discount example, scenarios and weights, overlays, CECL

    IFRS 9 section 5.5 (names only); FASB ASC 326; EBA/GL/2017/06