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1、个人收集整理勿做商业用途ManagingConsumerCreditRiskPeterBurnsAnneStanleySeptember2001AbstractOnJuly31,2001,thePaymentCardsCenteroftheFederalReserveBankofPhiladelphiahostedaWorkshopthatexaminedcurrentcreditriskmanagementpracticesintheconsumercreditindustry.Thesessionwasledby
2、JeffreyBower,seniormanagerinKPMGConsulting’sfinancialservicespractice.Bowerdiscussed"bestpractices"inthecreditriskmanagementfield,includingcreditscoring,lossforecasting,andportfoliomanagement.Inaddition,heprovidedanoverviewofdevelopingnewmethodologiesusedbytoda
3、y'sriskmanagementprofessionalsinunderwritingconsumerrisk.ThispapersummarizeskeyelementsofBower'spresentation.文档收集自网络,仅用于个人学习Keywords:consumercredit,creditscoring,portfoliomanagement文档收集自网络,仅用于个人学习PORTFOLIOMANAGEMENTANDANALYTICSInBower’sview,consumercreditriskmu
4、stbeunderstoodintermsofaportfoliomanagementstrategythatbalancescapitalpreservationwithcapitaloptimization,thatis,“...acontinuousprocessofidentifyingandcapitalizinguponappropriateopportunitieswhileavoidinginappropriateexposureinsuchawayastomaximizethevalueofente
5、rprise.”Capturingdataacrossallstepsinthecustomerrelationshipandintegratinginformationmanagementarethekeystoeffectiveportfoliomanagement.Whilethisisafairlystraightforwardprescription,executingitisoftenbeyondthescopeofmanylenders,withthecreditcardcompaniesgeneral
6、lyinthevanguard.Often,theprocessstepsaremanagedonseparatelegacysystems,whichcomplicateeffortstointegrateinformation.KPMGconsultantsfindthatmanyfirmstypicallypurgespecificfilesbeforetheinformationisextractedandcombinedwithotherdatatoprovideeffectiveportfoliomana
7、gement.Thelossofapplicationdata,forexample,wouldmeanthatcriticalscore-cardanddemographicinformationwouldnotbeavailabletomodelbehaviorindefinedcustomerorrisksegments.个人收集整理勿做商业用途文档收集自网络,仅用于个人学习BESTPRACTICESINCREDIT-RISK-MANAGEMENTCredit-risk-managementpracticesv
8、aryconsiderablyamongfirmsandbetweensegmentsoftheconsumerlendingindustry.Toillustratethevariability,Bowerdescribedtherangeofmanagementpracticesin:文档收集自网络,仅用于个人学习Creditdecisio