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Recent Projects – Credit Risk Management

These projects involved issues related to credit risk management in banks and to appropriately structuring banks’ balance sheets. The general principles involved, however, can be applied to any type of business and industry. All businesses face risks, which need to be identified, quantified and controlled appropriately.

Capital adequacy

Capital adequacy

  • Basel II-related project for an Australian major trading bank
  • Reviewed current bank prudential supervision policies and procedures (Tonga)
  • Wrote prudential supervision policy and procedures manual for off-site surveillance and on-site examination of banks (Tonga)

Credit grading issues and systems

Credit grading issues and systems

  • Estimated credit grade distribution for credit risk planning purposes (Indonesia)
  • Calculated Grade Migration experience (Indonesia)
  • Developed quantitative ‘Expected Default Frequencies’ for each qualitative credit grade
  • Calculated average credit risk lending grades across bank

Large credit exposures

Large credit exposures

  • Developed Large Credit Exposure Policy to limit one-name exposures
  • Developed industry limits model to constrain exposure to individual industries.
  • Developed large exposures policy for lending
  • Determined industry prudential limits for credit risk exposure

Market issues

Market issues

  • Reviewed and revised business plan of Micro-Credit Unit for an NGO (Indonesia)
  • Compared Financial Institutions Act 2004 with the Financial Institutions Act 1991/1997 and assessed the regulatory changes required to implement the new Act. (Tonga)
  • Drafted procedures to implement Money Laundering legislation (Tonga)

Loan loss provisioning

Loan loss provisioning related issues

  • Calculated loss rates for micro-finance unit (Indonesia)
  • Estimated provisioning required for expected loan losses (Indonesia)
  • Developed follow-up lists for Cluster Coordinators to deal with potential bad debts (Indonesia)

Capital adequacy

Capital adequacy

  • Basel II-related project for an Australian major trading bank
  • Reviewed current bank prudential supervision policies and procedures (Tonga)
  • Wrote prudential supervision policy and procedures manual for off-site surveillance and on-site examination of banks (Tonga)

Credit grading issues and systems

Credit grading issues and systems

  • Estimated credit grade distribution for credit risk planning purposes (Indonesia)
  • Calculated Grade Migration experience (Indonesia)
  • Developed quantitative ‘Expected Default Frequencies’ for each qualitative credit grade
  • Calculated average credit risk lending grades across bank

Large credit exposures

Large credit exposures

  • Developed Large Credit Exposure Policy to limit one-name exposures
  • Developed industry limits model to constrain exposure to individual industries.
  • Developed large exposures policy for lending
  • Determined industry prudential limits for credit risk exposure

Market issues

Market issues

  • Reviewed and revised business plan of Micro-Credit Unit for an NGO (Indonesia)
  • Compared Financial Institutions Act 2004 with the Financial Institutions Act 1991/1997 and assessed the regulatory changes required to implement the new Act. (Tonga)
  • Drafted procedures to implement Money Laundering legislation (Tonga)

Loan loss provisioning

Loan loss provisioning related issues

  • Calculated loss rates for micro-finance unit (Indonesia)
  • Estimated provisioning required for expected loan losses (Indonesia)
  • Developed follow-up lists for Cluster Coordinators to deal with potential bad debts (Indonesia)

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