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Risk @ Wholesale Bank

An orientation to effective risk management & control

TABLE OF CONTENTS



Introduction ________________________________________________________ 3

Risk Culture – what does it mean at Standard Chartered ___________________ 3

Business and Risk __________________________________________________ 4

Risk Principles (also refer Database B 101) ______________________________ 5

Risk Types _________________________________________________________ 5

Credit Risk ______________________________________________________ 5

Country Risk (also refer database B 301 and B 326) ______________________ 6

Market and Liquidity Risk (also refer Group Market Risk Policy Database) _____ 6

Operational Risk (also refer database B 501) ___________________________ 7

Compliance Risk (also refer database B 601 and B 602) ___________________ 8

Reputational Risk (also refer database B 701 and J401) ___________________ 9

Environmental and Social Risk (also refer database B 204) ________________ 9

Risk Management Framework & Matrix of Responsibilities _________________ 9

Risk Management Organization ______________________________________ 10

Group Level ____________________________________________________ 10

Functional Level _________________________________________________ 11

Country Level ___________________________________________________ 11

Risk Policies and Procedures ________________________________________ 11

1. Group Policies ________________________________________________ 11

2. Functional Policies _____________________________________________ 12

3. Country Underwriting Standards ___________________________________ 12

Risk Pricing _______________________________________________________ 13

Economic Profit _________________________________________________ 13

Measurement Tools ______________________________________________ 13

Pricing Guidelines _______________________________________________ 13

Management of Customers/Counterparties _____________________________ 14

Target Customers________________________________________________ 14

Name Lending __________________________________________________ 14

Money Laundering – Know your customer (also refer database B 507 and B 534)14

Types _________________________________________________________ 15

I. CORPORATES _______________________________________________ 15

Groups (also refer database J 202, J 203 and J 206) ____________________ 15

Lending to Holding Companies (also refer database J101) ________________ 15

Subsidiary Companies (also refer database J 207) ______________________ 15

II. BANKS ____________________________________________________ 16

Banks and Financial Institutions (also refer database J 154, J 155, J 307, J 804 &

J 806) _______________________________________________________ 16

III. GOVERNMENTS ____________________________________________ 16

Governments and Government Owned Companies (also refer database J 204) 16

IV. INVESTMENT INSTITUTIONS _________________________________ 16

Funds, Fund Managers and Hedge Funds (also refer database J 807 and J 808)16

V. PERSONAL BORROWERS ____________________________________ 16

Lending to Individuals within Functional level policy (also refer database J 104) 17

Products _________________________________________________________ 17

Categories of Risk for Limit Purposes – Category 1,2&3 (also refer database R

201) ________________________________________________________ 17



Risk Handbook

Page 1

Suitability, Saleability, Pricing (also refer database J 101, J111) ____________ 18

Specific Requirements (also refer database J 101, J 302, J307) ____________ 18

Specialist Product and Higher Risk Areas (also refer database J 101) _______ 18

Restricted Activities (also refer database J 101 and B 702) ________________ 18

Environmental and Social Risk (also refer database B204 and B 226) _______ 19

Others (also refer database J 101) ___________________________________ 19

Approval Process __________________________________________________ 19

Business Credit Application (also refer database J 151, J154,) _____________ 19

Credit Grades (also refer database D 101 and J 206) ____________________ 21

Grading Groups and use of Parental Support (also refer database J 206)_____ 22

Regulatory Compliance (also refer database B 202) _____________________ 22

Credit Reference Levels (also refer database J 121) _____________________ 22

Security (also refer database J 158 and J 616) _________________________ 23

Country Risk (also refer database B 326) _____________________________ 23

Approval Authorities (also refer database J 102 & J 152) _________________ 23

Pre Disbursal Process – Control of Lending ____________________________ 24

Securing Documentation (also refer database J175 and J506) _____________ 24

Monitoring & Control _______________________________________________ 25

Trigger Points (also refer database J 151) _____________________________ 25

Early Alert Accounts – (also refer database J 503) ______________________ 25

Accounts Subject To Additional Review (also refer database J 505) _________ 25

Management of Special Assets - GSAM ________________________________ 26

Accounts graded CG 12 (also refer database N 101) ____________________ 26

Lessons Learned Review (also refer database N 300)____________________ 26









Risk Handbook

Page 2

Introduction



Welcome to Standard Chartered Bank. This risk handbook will give you an

introduction to the various risk related activities within the bank. This handbook is not

meant to be a “Bible” on Risk Management but instead will provide you with the

background to several key areas within the lending function and will serve as your

“first point of reference”. Elaboration and detail of any policy or process will be found

in the respective database(s) and you will be provided a reference to the same in the

handbook. Further, if you are in a sales related role, you must also refer to the

Relationship Managers Guide, which will equip you on, “How to be a better

Relationship Manager and become a partner to your clients”.



Risk Culture – what does it mean at Standard Chartered



What is culture? Webster defines it as:



"The set of shared attitudes, values, goals, and practices that characterises a

organisation" - the key word is 'shared'. We all have different roles to play within the

organisation but one thing is clear, Standard Chartered can and will only be

successful if we all take ownership of risk and accept accountability for our actions.

Every one of us can lead by example and ensure that the decisions we make, the

actions we take, are to the long term benefit of the bank firstly and that any personal

benefit is subordinate.



The bank benefits from a strong risk culture and we endeavour to reward good risk

behaviour in the same way that we reward other achievements. Those of us who

demonstrate a sound approach to risk can expect to see this further our careers and

be appropriately rewarded. Saving losses is as important as growing revenue.



We expect people to behave responsibly and to bring problems to the fore at the

earliest possible stage. In the same way that we expect openness and full disclosure

from our clients, so we expect it of ourselves. Problems are there to be solved, not

hidden.



In a good, sound institution risk is an integral part of strategic planning from the top

down. Good risk culture derives from good risk behaviour, a collegiate approach,

open and robust debate on issues of concern and most of all a firm and unwavering

commitment to a "No Surprises" philosophy. We will also ensure we all have a clear

framework within which to operate and that we all understand what we can and can

not do.



The following table lays down key characteristics of effective risk culture:









Risk Handbook

Page 3

SCB Risk Culture



We succeed if everyone sees ownership of risk as part of their responsibility, not everyone

else's; it doesn't have to be in the job description.



We are all expected to take risk decisions in the best interests of the Bank as a whole, not

just our part of it.



Risk behaviour that is in the best interests of the Bank will be recognised in career

development and promotion.



Risk ownership begins as close to the client as possible and is an active, on-going

responsibility.



Group Risk will provide and communicate a clear and unambiguous framework of policies,

principles and processes for risk ownership and review.



All risks decisions will have a clearly identifiable 'audit trail' and the Bank will hold staff

accountable.



In holding people to account, the Bank will differentiate between unforeseeable

consequences and deliberate policy- flouting.



Saving significant losses will be rewarded in the same way as growing the revenue line.



The Bank will work to create a climate in which staff can talk honestly and openly about risk

or problems at a sufficiently early stage, with the emphasis on solutions.



We will openly discuss and learn lessons from mistakes/misjudgements.



The Bank will ensure that all employees receive Risk training appropriate to their position,

starting with induction.









Business and Risk



Most dictionaries define risk as „danger‟ or „the possibility of something harmful or

undesirable happening‟. Consequently the intuitive understanding of the word is a

“negative” one. However, as a Bank, risk is our business and we profit from

managing it. Therefore it is imperative that we understand the risks we face and have

robust systems that identify, measure and manage these risks and have people who

are risk aware so that we can exploit the opportunities that are presented to us.

Specifically we need to ensure when we accept risk, we do so because it fits with our

strategy, is within underwriting standards, is priced and approved appropriately and is

monitored constantly.







Risk Handbook

Page 4

Risk Principles (also refer Database B 101)



The Basic Principles of Risk Management within the bank are:



 We recognise that revenue is earned by accepting risk and we will ensure that

business activities are controlled on the basis of risk adjusted return.



 We will be explicit in setting our appetite for risk and we will manage risk to stay

within agreed parameters. It follows from this that risk must be quantified

wherever possible.



 Risk will be assessed before acceptance and for as long thereafter as we remain

exposed to it.



 We will comply with all applicable laws and regulations in every country where we

do business, and with the governance standards prescribed for listed companies.



 We will apply high and consistent ethical standards to our relationships with all

customers, employees, and other stakeholders.



 Group activities will be undertaken in accordance with fundamental control

standards. These controls will employ the disciplines of planning, monitoring,

segregation, authorisation and approval, recording, safeguarding, reconciliation,

and valuation.





Risk Types



Often credit risk is considered as the only risk that lenders need to evaluate when

arriving at a lending decision. In an increasingly dynamic and complex marketplace, it

is imperative that we consider all the types of risk that could exist and then dimension

and evaluate the critical ones so as to focus our limited time and resources on them

before arriving at a decision. As a bank we generate most of our revenues by

accepting risk of differing types in our lending decisions. For a summary of definitions

of the main types of risk, also refer database B 101. The main types of risk that need

to be considered are: -



Credit Risk



In assessing credit risk we seek to establish the probability that a counterparty will not

repay it‟s obligations to the bank. The better the quality of the customer, the lower is

the expected probability of default. The assessment of this risk is carried out by the

nature of the counterparty and can be broadly categorised into the following:



Corporates – These include Local Franchises and MNC segments of the Corporate

Bank and are approved by Credit Officers with delegated lending authority within the





Risk Handbook

Page 5

Country and if beyond their authority then at Regional Credit Officer level or Group

level.



Non Corporates – These include Governments, Banks, Financial Institutions and

Investment Institutions. Given that the nature of these counterparties are very

different from that of Corporates, the same are assessed and approved by Markets

and Institutions Risk Management (MIRM) which is an independent approving unit

within the Risk Management function. MIRM on a centralised basis supports the

bank‟s business in setting and approving credit limits on counterparties to support the

following activities: –

1. Asset Liability Management – This is done on a portfolio basis and against pre

agreed norms with regard to counterparty rating, nature of instrument and amount

of exposure and does not need specific approval on a counterparty basis. These

are controlled on an oversight basis with regard to outstandings and credit quality.

2. Normal Business – This is done on a product basis (e.g. Trade Finance, FEX,

Derivatives, Fixed Income Securities, Syndication‟s, etc.) and with reference to a

specific counterparty on whom credit limits are established.



Sovereign Risk and Country Risk – are they the same? NO, Sovereign Risk is the

counter-party credit risk of a borrower who is a government or a wholly owned entity

of a government. Hence sovereign risk is assessed as part of the risk approval

process for Non Corporates and should not be confused with Country Risk.



Country Risk (also refer database B 301 and B 326)



Country Risk arises when the bank has a cross border exposure on a counterparty on

which we have Credit Risk. Country Risk is the risk that our counterparty is unable to

meet its contractual obligations as a result of adverse economic conditions or actions

taken by governments in the relevant country. Given that this is independent of the

counterparty credit risk, we assess this risk in addition to credit risk. Since the

assumption of country risk requires capital allocation, we also price for it in

accordance to the risk of the country on which an exposure is being taken. Country

risk arises in all cases other than in those that are on-shore transactions in domestic

currency. Nominated Country Risk Allocation Holders manage and monitor this risk

under the supervision of Group Country Risk in London. (also refer database B327

and B329, for details of allocation holders and country status)



A modular e-learning solution is also available on „Peoplewise‟ for Country Risk.



Market and Liquidity Risk (also refer Group Market Risk Policy Database)



Unlike Credit and Country Risk where the risk needs to be assessed at a

counterparty level, Market and Liquidity risk are assessed in the main on a portfolio

basis. However, in the case of large or complex exposures this could also be

evaluated at a transaction level. Typically these risks are evaluated with the use of

sophisticated statistical models which are employed to quantify these risks at

transaction or portfolio level. Group Market Risk is responsible for the overall



Risk Handbook

Page 6

framework and management/ control of market and liquidity risk within the

organisation. They evaluate and implement the models and validate the assumptions

in the models on a continuous basis. At a business and country level, they monitor

and control these risks by delegating authority to Local Management who are

primarily responsible to comply with the group guidelines. These can be briefly

explained as under: -

1. Market Risk is the risk to the Group's earnings and capital due to changes in the

market level of interest rates, securities, foreign exchange and equities, as well as

the volatilities of those prices. Group Market Risk prescribes the unified

framework for the assessment and control of market price risk. A risk monitoring

limit and reporting structure is set out for portfolios of products, instruments, and

income streams, where the economic value is directly or indirectly sensitive to

changes in variable market prices, such as spot foreign exchange or interest

rates.

2. Liquidity risk management involves the ability to manage and maintain adequate

liquidity at all times. Good liquidity risk management will result in the bank being in

a position (in the normal course of business) to meet all it‟s obligations, to repay

depositors, to fulfil commitments to lend and to meet any other commitments it

may have made. Of critical importance is the need to avoid having to liquidate

assets or to raise funds at unfavourable terms resulting in financial loss or long

term damage to the reputation of the Bank. Prudent liquidity management is of

paramount importance as the ultimate cost of a lack of liquidity is being out of

business, which we cannot afford.



Operational Risk (also refer database B 501)



In addition to other established risk classes discussed so far, the bank also views

Operational risk as a separate risk class. Like Credit, Market and Liquidity risks,

Operational Risk too has evolved in the Group and now has it‟s own established

policies (also refer database sub chapter B 500) and procedures (also refer database

sub chapter B 525) to facilitate management and measurement.



Operational Risk is defined as “The risk that the Group will incur direct or indirect loss

due to an event or action causing the failure of technology, processes, infrastructure,

personnel and other risks having operational impact. Legal risk is included. This

definition excludes strategic/business and reputational risk”.



Some of the key developments in this area are enumerated hereunder:



 Operational Risk coverage is now enterprise wide i.e. across front office / middle

office and back office functions in the Group and works on a de-centralised model,

with business and countries taking greater responsibility and ownership for day-to-

day risk management.









Risk Handbook

Page 7

 Group Operational Risk is today an independent risk unit within Group Risk and is

responsible for defining and implementing the Group‟s Operational Risk Policy

and framework. In addition to the Operational Risk unit, the Group Operational

Risk function also includes Group Insurance and Group Security (including

responsibility for the Group‟s Continuity Planning Policy).

 The Operational Risk management framework is also being used to track and

manage non-traditional risks like Reputational, Compliance, Social, Ethical and

Environmental risk in the Group.

 Risk management at country, business and Group levels is an integrated process

and is through self-assessment and exception reporting.

 The evolving relationship between a robust control environment and shareholder

value has resulted in a greater governance focus within organizations. Roles and

responsibilities are also being constantly reviewed / enhanced to support the

same and Group Audit plays an active role in reviewing the effectiveness of risk

management process and framework.

 On the international front Standard Chartered is a member on the Financial

Services Authority (FSA) Advisory panel on Operational Risk and the Institute of

International Finance (IIF) Working Group on Operational Risk.



All employees have a role to play in managing operational risk and compliance with

the Group Operational Risk Policy & Procedures is mandatory. You must ensure that

your key operational risks are understood, being managed and reported (where

significant) to senior management. Within the Wholesale Bank, significant risks

should be reported to the Wholesale Bank Risk Committee. Coverage should be

across front office, middle office and back office areas and scope should not be

restricted to just Service Delivery / Technology issues.



Compliance Risk (also refer database B 601 and B 602)



Since Banking and Financial service activities are conducted within a framework of

obligations imposed by regulators and national/ international law, complying with

such requirements is not optional for the bank. The consequences of non-compliance

include fines, public reprimands, and enforced supervision of operations or

withdrawal of authorisation to operate, any of which can lead to reputational loss

particularly through adverse publicity in national or international media. Non-

compliance with regulatory requirements can also lead to civil or criminal action being

taken against the Bank and responsible employees, which is detrimental to our ability

to successfully conduct business. Therefore the bank is working towards developing

a robust framework of procedures and controls so as to minimise compliance risk and

to ensure that everyone understands their roles and responsibilities in this process.

All employees are expected to observe the Group Code of Conduct, which must be

followed at all times. The increasing importance to the issue of money laundering

cannot be overlooked and it is mandatory for all staff to be conversant with the Money

Laundering Policy (refer B 507).









Risk Handbook

Page 8

Reputational Risk (also refer database B 701 and J401)



Our reputation is one of our most important assets and therefore it is important to

understand the implications of putting our „Reputation‟ at risk. To protect our (good)

reputation we need to ensure that we are seen to conduct business activities in a

manner that is in line with the requirements or expectations of all our key

stakeholders. Every time we fail to manage one or more of the risks discussed so far

in an appropriate manner, the resultant adverse publicity will always impact our

reputation as well our revenue generating capability in any given business location.

The intuitive way to assess this risk is to ask yourself the question, “If this made it to

the Headlines in the newspaper, will it embarrass or harm us in any way?” If the

answer is Yes, then escalate the issue to your Manager at an early stage to enable a

risk reward assessment to be made and an appropriate decision agreed to. All staff

are responsible for the day to day identification and management of reputational risk.

It is the duty of every SCB employee to consider the reputational impact of his or her

actions. This must be considered at the outset of any course of action. The

Wholesale Bank Reputational Risk Committee is responsible to review the

reputational risk aspects of proposed transactions (products, lines of business etc)

originated within Wholesale Bank and is authorised to approve the reputational risk

aspects of the transactions referred to it.



Environmental and Social Risk (also refer database B 204)



With growing awareness about the need to protect the natural environment and

concerns with regard to social factors (e.g. employment of child labour), we are

exposed to the risks of non-compliance with environmental and social legislation.

This risk can emanate either directly from our own actions as a bank or in-directly as

a fall out of our counterpartys‟ actions, should they not be in compliance of legislation

or take actions that are not acceptable to their regulators. Environmental and Social

Risk is part of the total risk associated with lending, it should not be seen as a

standalone risk. It needs to be identified, mitigated where possible, and if appropriate

priced for, as are all other risks. Risk and Relationship Managers are not expected to

be experts in environmental and social issues, however they are expected to be able

to use the tools at their disposal to recognise and evaluate the risks associated with

lending decisions.



Risk Management Framework & Matrix of Responsibilities



In order to ensure that risk is effectively managed when we provide products to our

customers, and throughout the period of our relationship with them, it is necessary to

have a robust risk management framework in place and have clarity as to roles and

responsibilities.



The term risk management framework refers to the structure within which the

management of risk is effected within an organisation. Building and

maintaining this structure requires putting together a mix of the following

elements



Risk Handbook

Page 9

 methodology for determining risk appetite

 policies and procedures for managing risk

 models for measuring risk e.g. credit grading

 tools for analysing risk e.g. spreading balance sheets

 processes for recording and approving credit requests e.g. Business Credit

Application

 the means of delegating and monitoring the use of credit authority

 the management of documentation and limit input

 tools and techniques for monitoring and reporting risk exposures

 the structures for regularly reviewing risk exposures e.g. risk committees



and so on. Just as you can build many different designs of buildings with simple

materials such as bricks, steel and cement the above elements can be put together

in many combinations depending on the nature of the risks involved. The structure

varies therefore according to the type of risk – credit, market and country risks are

managed in different ways – and even within credit according to the types of

counterparty – multinationals, local corporates, banks and financial institutions,

governments all have different credit processes.



Overall responsibility for ensuring that there is an appropriate risk management

framework in place rests with Group Risk. For Wholesale Bank the responsibility lies

with the WB Risk Management team. At country level the SCO will ensure that its

requirements are operating effectively.



As an officer of the bank, is it your responsibility to ensure that you are aware of the

business strategy and underwriting standards in your area. You must also be aware

of the policies and procedures that are relevant to the area in which you are working

and ensure that you work within their spirit as well as to their letter. Ignorance is no

defence so ask if you are unsure how things are supposed to operate in your location

and what your authorities are.



Risk Management Organization



As mentioned earlier, the risk management organization operates at three levels,

group, functional and country.



Group Level

Group Risk (GRM) largely based in London has responsibility for ensuring that risk

across SCB is recognized and managed effectively. It is a support function reporting

to an independant Group Executive Director. It ensures that the overall risk

management framework is operating effectively. This is done, for example, by putting

in place high level Group policies (see section B of the Notes database or the Group

Risk pages of SCyBernet), involvement in significant risk decisions including

business strategy and budgets, over-viewing actual exposures and involvement in the

various risk committees.



Risk Handbook

Page 10

Functional Level

The members of the Function (either WB or CB) risk team based in Singapore have

similar responsibilities as GRM but their focus is solely on the function or business

they manage. The main differences are the scope of this responsibility is narrower

and they must operate within the confines of the authorities given to them and within

Group policy boundaries. The risk team will therefore define policies and procedures

appropriate to the function and monitor the performance of the business within their

area of responsibility. The risk team is independent of the business but work very

closely with them. Their remit is global applying equally to countries managed on a

segmented and non-segmented basis.



Country Level

At the country level the SCO for a business is responsible for ensuring that risk is

managed effectively by setting local risk boundaries, underwriting standards, and

ensuring that risk is taken on within those boundaries and that Group and WB policy

and procedural requirements are complied with.



Other support functions, which impact on WB risk, are:



Group Special Assets Management – this unit is responsible for management of

delinquent or potentially delinquent accounts to maximise recoveries and minimise

losses. It is an independent function, which works very closely with WB and GRM.



Audit – the Group Audit function check that policies and procedures are being

complied with by operating units and is an independent function so as to ensure no

conflict of interest.





Risk Policies and Procedures



To define, regulate and monitor the activities of the bank, various policies and

procedures have been put in place. These are available in the Notes database under

“Risk Policies and Procedures Database” and in SCyBernet on the Group Risk web

page under “Policies and Procedures”. These are the set of rules and guiding

principles covering the provision of credit and related activities and also describe the

processes and procedures within the bank. These policies and procedures

encompass a wide range of risks (Credit, Country, Reputational, Operational etc.) as

discussed earlier in the handbook. It is useful to be familiar with the structure and

overall content of this database.



The policies in the bank could be broadly categorized into three –



1. Group Policies



These set out the broad overall credit policies of Standard Chartered Group for the

conduct of credit business and apply to all counter-parties and to all business

functions within the Group. The definitive document in this area is the Group Credit



Risk Handbook

Page 11

Policy (B 201). The ownership of these policies rest with Group Risk. These are

located under Chapter B of the Risk Policies and Procedures Database.



2. Functional Policies



These are Individual business specific credit policies and procedures, which are

developed within the overall guidelines of the group credit policies. The most

definitive documents in this area are the C&I Functional Credit Policy (J 101) and the

Global Markets Credit Policy (J103). These set out the basic credit philosophy and

standards by which business is to be undertaken and credit risk managed within the

Wholesale Bank in all territories and business units. Where necessary these are

supported by more detailed Polices and Product Programs as appropriate for each

business unit. The ownership of these policies rest with the respective businesses

that formulate these policies. These are located under Chapter J of the Risk Policies

and Procedures Database.



The following diagram schematically represents the policy framework within the bank.









3. Country Underwriting Standards



These are country specific standards that lay down norms for writing business in a

specific country and outline variations to either the Group or Functional Level policies.

This document essentially outlines the parameters within which business will be

conducted within a country that may not necessarily have been captured by the

higher level policies. The ownership of these standards rest with the Country Head of

Business and the Local Senior Credit Officer. These are located in the Country

Underwriting Standards Database.





Whilst it is possible to do business with customers on terms differing from those laid

down under the above policy framework, this will require a higher level of scrutiny and

a clear justification for the deviation. (also refer appendix 1 of Database J 101).



Risk Handbook

Page 12

Having got an appreciation of the structure of the Bank‟s Risk Management

organization, and Policies Framework let us now look at how these impact the

conduct of our business on a day to day basis. Most issues that you will be faced with

at work can be linked back to a credit policy or procedure and in the unlikely event

that it does not or you require any clarification, the Senior Credit Officer of your

country should be your first port of call!



Risk Pricing



As business models have evolved so have the measurement models. The bank is

now focussing on ensuring that we earn an adequate risk adjusted return on our

business relationships. The term we use is Economic Profit.



Economic Profit



This is a risk-adjusted performance measure, which measures profitability after

subtracting the expected minimum return to shareholders (i.e. capital charge). By risk

adjusted we mean including in the costs of doing business, a risk cost (Expected

Loss) and a charge for the capital needed to support the facilities provided to a

customer. Using Economic Profit as a performance measure allows the business to

understand whether shareholder wealth is being created or destroyed and aligns the

goals of the business with that of maximising shareholder value. Creating sustainable

improvement in Economic Profit is synonymous with increasing shareholder value



The consequences of looking at things from an EP point of view are that more

emphasis is placed on ensuring adequate returns are earned as negative EP deals

mean we are underpriced, under secured or providing too large facilities.



Measurement Tools



In the bank, „Odyssey‟ is the business tool that allows Relationship Managers and

Credit Analysts to model Risk Adjusted Return, Economic Profit and Expected Loss

for proposed deals and entire customer relationships. The tool is intended to provide

directional guidance, and not a prescriptive answer. It is very important that the tool

be used with a clear understanding of the methodology, how to interpret the results,

and how a single deal fits into the overall customer relationship and Account Plan.



Care is needed however as EL and EP are only calculated using a model which is

vulnerable to the quality of data inputs and the soundness of the model itself (model

risk).



Pricing Guidelines



In order to ensure that a minimum return is obtained on our customer relationships,

the bank is progressively introducing Pricing Guidelines at the country level to provide





Risk Handbook

Page 13

strategic direction to Relationship Managers. Make sure you have a copy of the

same.



For further details please refer to the Customer Management Process database in

Lotus Notes and the Customer Profitability Guide therein which contains a very good

and detailed explanation of all the measures, etc.



Also, look out for a modular e-learning solution in „Peoplewise‟ on Pricing for Risk

(available by 06/2003).





Management of Customers/Counterparties



Not having the right type of customer can often be the root of all problems and hence

a good place to start would be to know the type of customers that the bank would

normally do business with. This is driven by the country specific business strategy of

the bank and could vary from one country to another e.g. whilst we may be willing to

do business with middle market customers in one or more countries the same may

not be the case for all countries.



Knowing our customers well is a fundamental credit principle. Failure to do so will

mean that we will not understand the risks associated with doing business with the

customer resulting in inaccurate credit ratings and inappropriate credit facilities being

provided.



The following section highlights the overall mix of bank customers and the manner in

which they are categorized within the bank. This is categorization is necessitated due

to the varied nature of risks and different approaches used to assess these risks.



Target Customers

These can be in any of the categories mentioned below and must meet the business

acceptance criteria as laid down in the Country Underwriting Standards applicable to

the business unit.



Name Lending

For all counter-parties, name lending is to be avoided. Rather than just rely on a

name, a full assessment of risks and the putting in place of appropriate mitigants

would be the acceptable approach, as pure name lending has often resulted in losses

to the bank.



Money Laundering – Know your customer (also refer database B 507 and B 534)

Money laundering is the process by which criminals attempt to hide and disguise the

true origin and ownership of the proceeds of their criminal activities. The term

“money laundering” is also used in relation to the financing of terrorist activity (where

funds may, or may not, originate from crime). It is the primary responsibility of the

business to be satisfied about the source(s) of funds of it‟s customers and also have

a good understanding about the legitimacy of their business activities.



Risk Handbook

Page 14

Types

The types of customers we deal with can be categorized as under:





I. CORPORATES III. GOVERNMENTS



V. PERSONAL BORROWERS

– Are exceptionally dealt with when

they are closely associated with a

II. BANKS Corporation with whom we do IV. INVESTMENT

business. INSTITUTIONS









I. CORPORATES



Groups (also refer database J 202, J 203 and J 206)

Where we deal with two or more Counterparties who have common ownership, it is

necessary to understand the risks associated with the whole group, rather than just

those parts to which we are exposed. This is to avoid being adversely impacted by

knock on effects from the deterioration of risk in other parts of the group. Group

exposures must be identified and reported in order that we may comply with

regulatory requirements of the various countries that we operate in. A Global Account

Manager whose support is required for all business proposals being initiated within

the group must manage all such customer groups.



Lending to Holding Companies (also refer database J101)

Lending to a holding company in a group represents a higher level of risk and

wherever possible, facilities must be made available to operating subsidiaries whose

cash flow and liquidity profiles support the proposals. Where facilities are provided to

the holding company “upstream” guarantees should be obtained from the core

operating subsidiaries.



Subsidiary Companies (also refer database J 207)

Dealing with companies without having knowledge of or a banking relationship with

the parent is a higher risk activity and is exceptionally only permitted provided the

subsidiary and the parent meet certain criteria as stipulated from time to time.



Property Companies/ Developers (also refer database J 803)

The provision of finance for property is a specialist activity, which requires clear

boundaries to be set and adequate controls to be in place. These are required in

order to ensure that the bank‟s portfolio is not adversely affected by losses during any

cyclical downturn through the proper structuring, pricing and management of risks

involved in this sector.





Risk Handbook

Page 15

It is our policy that credit facilities may only be provided in accordance with the

underwriting standards for the dedicated property unit or in accordance with terms

and conditions set out in the generic product programme for Commercial & Industrial

Mortgage for Owner Occupiers and the approved country product templates. Own-

use or Owner-Occupier refers to premises occupied by the borrower or related

companies where they occupy a minimum of 70% of the premises. Where properties

are developed for own use such adverse factors will usually be mitigated e.g.

business cash flows will be available to service debt.



Specialist Commercial Real Estate Units (CRE) have been established in Singapore,

Hongkong and China to exploit specific market opportunities and the providing of

finance has to be in accordance with the Underwriting Standards for Commercial

Real Estate and approved by the RCO-Property.



II. BANKS



Banks and Financial Institutions (also refer database J 154, J 155, J 307, J 804 & J

806)

The definition of “banks” covers Central Banks, Commercial Banks, Savings Banks,

and certain Development and Merchant Banks. Some “banks” include activities such

as investment banking and it is the risk appraisal units responsibility to decide

whether the “bank” should be processed as a “bank” or as an “investment institution”.

These are assessed differently from Corporates and are approved by “MIRM” within

WB Risk Management.



III. GOVERNMENTS



Governments and Government Owned Companies (also refer database J 204)

It is generally assumed that lending to governments is low risk. This assumption does

not mean that lending to commercial enterprises fully or partially owned by a

government, e.g. state owned airlines, is low risk. It is a requirement that all such

organizations be assessed on their stand-alone merits before any credit facility is

made available. Only in instances where the lending is directly made to a

government body or is guaranteed by one, then the risk is assessed, reported and

approved as Government Risk.



IV. INVESTMENT INSTITUTIONS



Funds, Fund Managers and Hedge Funds (also refer database J 807 and J 808)

In view of the specialized nature of their business these Counterparties are assessed

in a manner different from Corporates and need approval from MIRM within WB Risk

Management.



V. PERSONAL BORROWERS









Risk Handbook

Page 16

Lending to Individuals within Functional level policy (also refer database J 104)

In normal course the Consumer Bank credit policy and product programs govern all

lending to individuals. However the bank recognizes that there could be instances of

lending to an individual because of an existing strong corporate relationship and the

close connection that the individual has with the corporate borrower (principal

shareholder, director etc.). On an exceptional basis such lending is permitted within

the Wholesale Bank as long is it complies with the stated policy on personal

borrowers.





Products



Our customers have varied requirements of credit facilities and the bank needs to

manage the risks associated with various products in a systematic manner. This is

done through Product Programs, which is the standard risk assessment tool for

identification and mitigation of risks associated with products.



The nature of facilities offered to customers can be broadly categorized into two

areas:



1. Normal Products to meet short and

long term financing requirements





2. Specialist Products and Higher Risk

Areas





It is the policy of the bank that only products, which are covered by approved product

programs, may be provided to customers. For details of product offerings of the bank,

please refer to the Product Programs Database in Lotus Notes.



Categories of Risk for Limit Purposes – Category 1,2&3 (also refer database R 201)

All product offerings/ credit limits to a counter-party are categorised into either „Pre-

Settlement Risk‟ or „Settlement Risk‟, to essentially reflect the differing nature of the

risk in the products.



Pre-settlement risk includes Category 1 products (such as loans, guarantees, bonds,

leases, letters of credit, overdrafts) and Category 2 products (such as Currency and

Interest Rate Derivatives, securities trading and commodity trading products). Whilst

Category 1 limits are quantified and monitored on a notional principal basis, Category

2 limits are quantified and monitored on a Loan Equivalent Risk (LER)/Potential

Future Exposure (PFE) basis.



Settlement Risk (Category 3) limits are products such as Intra Day, Next Day (Tom)

and Spot (2days) limits to cover exposures for Currency payments and/or Securities



Risk Handbook

Page 17

settlements. These limits are quantified on a notional principal basis. Settlement Risk

occurs where there is an exchange of value for the same value date and receipt is

not validated until after the bank has paid or delivered. Settlement Risk covers the

period from when the SCB side of the transaction is paid or delivered until

confirmation the counterparty side of the transaction has been delivered.



Suitability, Saleability, Pricing (also refer database J 101, J111)

Only products, which are appropriate to the nature and scale of the customer’s

business, may be provided. In offering products to a customer, one must ensure

that the same is appropriate to the nature and scale of the customers business and

that the same is appropriately priced and generates economic profit. Where possible

the facilities must be structured such that they can be sold down in the secondary

market. This will allow us to optimize the use of our balance sheet and maximize

economic profit. The slogan should be “Sell the Asset – Keep the Customer”.



Specific Requirements (also refer database J 101, J 302, J307)

This area pertains to issues that are not generically covered in product programmes

because they are transaction specific. It is accepted that specific customer needs

may require products to be so structured that they increase risks on the bank and the

counterparty. These refer to areas such as Tenors, Committed Facilities, Term

Facilities, Historical Rate Rollovers, Asset Sales & Purchases and Payment

Guarantees. The guidelines on such enhanced risk situations are specifically

discussed in the functional credit policy and should be adhered to at all times.



Specialist Product and Higher Risk Areas (also refer database J 101)

The bank also recognizes that some areas require specialist management input and

whilst policy does not preclude doing business in these areas, one is required to seek

assistance form these groups when transacting Specialist Products with customers.

These groups are in the areas of Commodity Finance, Structured Trade Finance,

Structured Export Finance, Debt Underwriting and Forfaiting/Factoring (without

recourse). Any other specialist products will require the specific approval of the Chief

Risk Officer, WB and will be considered on a case by case basis.



Restricted Activities (also refer database J 101 and B 702)

In view of credit risk considerations and the higher probability of reputational damage,

it is against the policy of the bank to finance /facilitate:



 Hostile acquisitions

 Acquisition finance where the take out is from the sale of assets of the Acquiree

 Politicians or political parties

 Money laundering activities

 Armaments Trade

 Trade in Ivory products and other endangered species









Risk Handbook

Page 18

Environmental and Social Risk (also refer database B204 and B 226)

Given the higher degree of importance being internationally accorded to the above

issues, it is a policy of the bank that we will recognize social concerns and the impact

on the natural environment of our own actions and business decisions and those of

our customers. This requires that all credit proposals will include consideration of

environmental and social issues where appropriate.



Others (also refer database J 101)

Inferior Security Position – Facilities to be avoided in such situations as this renders

us in an unfavourable position in case of liquidation – Exceptions for customers

graded 1-8 permitted, subject to certain conditions.



Restructured Customer Facilities – Requires local SCO concurrence so as to ensure

that restructuring is not being done to avoid default or cover a deteriorating credit

situation.



Non–Resident Borrowers – In view of the higher degree of risk with regard to the

cross border nature of the exposure, this requires additional risk management and is

hence permitted subject to certain restrictions.





Approval Process



To get a speedy approval for a proposed transaction it is imperative that you

understand and address all the relevant key risks appropriately before submitting the

transaction for consideration of the Approvers. The screening process of a customer

must start at the Initiator‟s level and not be left for the Approver to do. You must be

satisfied that the borrower and deal are acceptable and be able to defend your point

of view with valid justifications. The assessment of risk is also meant to enable the

bank to determine the level of reward appropriate to the risk of the exposure. The

facilities will be approved only after the Approver is satisfied that a complete analysis

of risks has been undertaken to assess the ability of the counterparty to meet its

commitments.



Business Credit Application (also refer database J 151, J154,)

Any proposal to provide a counterparty with credit facilities requires approval from the

designated authorities and this must be sought through a document titled “Business

Credit Application” (BCA). In most countries this is a word document, however

some of the larger countries also have access to an electronic format called “Credit

Casebook”. Where the counterparty is a Financial/ Investment Institution the

document is prepared in an electronic format called “Apollo Fastrack”. Both the

electronic formats reside on the “Notes” platform.



The primary ownership of this document lies with the person(s) initiating the

transaction and would typically be a Relationship Manager and/or Credit Analyst.

Where credit facilities are made available to one or more entities in a group, the

Group Account Manager, covering the group as well as its constituent parts must



Risk Handbook

Page 19

undertake the primary risk assessment on the group as a whole and this will be

further supported by entity level analysis at the company level where facilities are

provided.



The BCA will include the following documents, which individually details:



Front Sheet - static data on the counterparty

Facilities Sheet - facilities sought and the terms & conditions

Risk Analysis Section - the key risk analysis on the counter-party

Global Mandate - facilities made available on a group basis

Odyssey - Deal Analyzer - the Economic Profit generated

Credit Grade Scorecard - enumerates the credit risk grade of the counterparty

MFA Spreads - enumerates the Financial Statements of the c’party









In the case of corporate customers, depending on the size, complexity and nature of

the standalone counter-party or group, the Risk Analysis section will be done in one

of the following formats:





Standalone Review - for all standalone exposures

Complex Group Review - for group exposures (non-investment grade)

OECD 1 to 6 Review - for group exposures (investment grade)

FAM Review - for subsidiaries/ associates of OECD groups

SPOCA - for single product exposures on a counter-party









The important thing to remember is that the above are all enablers to standardize the

process for presentation of information to an approver in a structured manner.



The key is to focus on the analysis - bad analysis can never be buried into a good

presentation…it will always show through!



Avoid the temptation to turn the BCA into a Sales document. It should be a balanced

analysis, which should highlight the positives and the negatives. Be realistic, the best

amongst us will have some negatives. Understand the motivation of all

Counterparties to the transaction and state that in a lucid and clear manner. The

Approver and you play for the same team, albeit in different positions so you must

complement each other‟s efforts.







Risk Handbook

Page 20

Finally, remember that you are accountable for the quality of business undertaken.

Value your signature and ensure that you only sign applications when you are

comfortable that you understand and are happy with the risks involved and not simply

because someone else has signed it or you are put under pressure to do so.



Credit Grades (also refer database D 101 and J 206)

A Credit Grade represents the best estimate of the probability that the counterparty

being graded will default in the 12 months after the date of grading such that the

better the grade the lower the probability of default. It is in many ways the numerical

synopsis of the credit quality of the counterparty.



Whilst the process of arriving at a credit grade can be quite mechanical, it is

important to bear in mind that this is a pre-dominant factor in determining the nature

and quality of a credit relationship with a counterparty. (amounts, products, pricing,

security etc.). It is important that it must be done in a balanced and holistic manner.

Having arrived at a credit grade, reflect and consider if the grade actually stacks up or

not, don‟t accept it at face value. Given the increasing level of globalisation in

industries, you should consider benchmarking against an international or regional

peer group, rather than be content with the counter-party‟s dominant position in the

local context.



Finally, Credit Grading is a dynamic process and should not be reduced to an annual

exercise done at the time of the review. Any developments during the year must be

reflected in the credit grade without further delay and the credit grade should be kept

up to date at all times. In practice this is often limited to adverse developments and

consequent downgrades, however it is good practice to consider any improvements

that are sustainable and well justified for a possible upgrade of the customer credit

grade.



The credit grades that we arrive at for our customers can also be mapped to

externally available ratings from S&P and Moody‟s and expected default frequency

for KMV.



Given the unique characteristics of different counter-parties, the bank recognizes that

a “One size fits all” approach is not a suitable one to follow and hence scorecards

have been specifically designed to grade counter-parties engaged in differing

business activities. These are:



 Governments and Central Banks (refer database D204)

 Banks (refer database D206)

 Broker/ Dealers (refer database D208)

 Funds and Fund Managers (refer database D209)

 Insurance Companies (refer database D210)

 Corporate(s) (refer database D201)



Unlike all the other types of counter-parties listed above, a corporate counter-party

can be graded using either a Large Corporate Score Card or a Middle Market Score

Risk Handbook

Page 21

Card. The defining criterion for usage is based on the Sales of the Corporate

Customers as under:



Sales > USD 375 million Large Corporate Score Card



Sales < USD 375 million Middle Market Score Card





Grading Groups and use of Parental Support (also refer database J 206)

When grading counter-parties within a group, it is not unusual to arrive at a

standalone grade for an individual counterparty and another grade for the group as a

whole. The group grade is also used to grade subsidiaries that have explicit support

from the group by way of guarantees or other forms of support. When evaluating

parental support, you must verify that the parent is willing to confirm support for both

commercial and country risk.



Regulatory Compliance (also refer database B 202)

Full cognizance must be taken of regulatory constraints on risk concentrations at

Group level and at local business unit level (see Underwriting Standards) which must

be complied with without exception. In particular all changes in exposures in excess

of 10% of the bank‟s regulatory capital (LECB) must be reported to the FSA. In

addition any proposals to increase exposure where that exposure exceeds 25% of

LECB requires prior approval of the FSA.



Credit Reference Levels (also refer database J 121)



Credit Reference Levels are meant to ensure that undue concentration risks are not

created at a portfolio level, as a result of a decision making process focused on

approvals at individual counter-party level. Of particular concern are a significant

number of individual large exposures. Whilst it may be justifiable to provide sizeable

facilities to individual counter-parties, doing so to a significant number increases the

risk that sizeable losses could arise through one or more such accounts rapidly

deteriorating. Losses can also arise from having a sizeable portfolio of lower value

exposures where correlation risks are more significant i.e. they are more likely to

default together.



Thus whilst CRLs are applied at a counter-party level they are essentially intended to

ensure that risk concentration issues are also addressed and managed when BCAs

are approved. CRLs do not indicate the maximum level of permitted exposure on a

counter-party group, but provide a trigger that a higher level of exposure requires

clear justification. Approval is also required at a higher level. Approaching a CRL is

thus to be considered in the same manner as approaching an amber traffic light –

proceed with caution rather than stop. CRLs are not hard ceilings, but all exceptions

must be fully justified and approved at the appropriate level. In addition, the level,

number and total value of exceptions must be carefully monitored at portfolio level.







Risk Handbook

Page 22

It is not possible to be precise on when CRL exceptions will be permissible and for

what reasons. Each case will be treated on its merits but due consideration must be

given to the nature of the counter-party risk, the size of the excess, the structure of

the exposure, the period it will occur for, pricing, and ability to sell down and so on.



Security (also refer database J 158 and J 616)

Where necessary and whenever possible security must always be obtained in order

to mitigate credit risk and improve the recoveries of the bank in the case of a default.

However security must only be treated as a „risk mitigation tool‟ and not as a „primary

repayment source‟. Based on the experience of the bank in recovery from security, a

risk mitigation template with certain minimum acceptance criteria (MAC) have been

established at a group level which have to be followed by all countries. Further

templates have been developed on a country specific basis wherein the amount of

Forced Sale Value (FSV) for a particular security will depend on the nature of the

security and the jurisdiction in which it is enforceable. This will vary from one country

to another based on the bank‟s experience in recovery. Where security is in the form

of protection from another Financial Institution either by way of a Guarantee or a

Product (Insurance or Derivative), appropriate credit approval needs to be obtained

from MIRM prior to acceptance of the security in the transaction.



Country Risk (also refer database B 326)

For counter-parties where we have a cross border exposure resulting in country risk,

appropriate approvals need to be in place before the relevant approving authority

approves the transaction.

For countries on “Open” status no pre-approval is required. When a country is on

“Refer” status, then country limits are held in country for monitoring and control

purposes. The SCO or GM of a territory would typically hold the country risk limit for

the respective country and is the designated “Allocation Holder”. Lastly, for countries

whose status is “Suspend”, no transactions are permitted without the specific

approval of Group Country Risk. Approvals for “Suspend” countries will be on a

exceptional basis and only for well justified transactions.



One must also keep in mind that a country could have dual status, i.e. be “Open” for

Short Term and “Refer” for Medium Term transactions. Care must be exercised in

establishing the status prior to proceeding with a transaction. It is the responsibility of

the originator of the deal to ensure that appropriate approvals are in place to cover

country risk and that the same is priced for appropriately.



Approval Authorities (also refer database J 102 & J 152)

All signatories to a BCA are fully accountable for the credit decision made in respect

of that application. Duality of control is a fundamental principle of credit and hence a

BCA cannot be originated and approved by the same person. By default, all BCA‟s

require a minimum of two signatures, which must include business representative(s)

responsible for the business origination.



Within the bank credit authority is delegated to individuals based on experience and

integrity. The delegation chain proceeds from the Board through the Group Risk



Risk Handbook

Page 23

Committee to the Group Executive Director - Risk down the credit authority chain to

individual authority holders except that officers below the level of Senior Credit Officer

may not delegate credit authority. A credit signatory can have one of the following

signatory designations:



A Relationship Managers, Credit Analysts and Group Account Managers

B Team Leaders, C&I Heads, Head of Credit Analysts

Credit Senior Credit Officers, Regional Credit Officers

Signatories may only approve BCA‟s which clearly fall within their delegated

authority. Any approval given outside such authority is a serious breach of discipline

as this may lead to unanticipated levels of credit loss. Approval of credit for values in

excess of those delegated to individuals, will be handled by the Credit Committee,

which comprises of senior credit staff from the business and Group Risk. For a clear

understanding of procedures for submission of transactions to Credit Committee also

refer database J 160.



Credit authorities are based on the concept of “Expected Loss” but are subject to a

gross exposure cap. This is to ensure that a large exposure transaction with a low EL

is not approved without adequate discussion at an appropriate authority level. When

determining authority levels, as a general guideline, approx. 15-20 percent of credits,

by EL, should be approved outside the country, territory or region in which the credits

originate. This is to ensure a streamlined process where majority of the credit

decisions, are taken close to the origination point and yet a reasonable amount are

cascaded upwards to maintain a balance in the process.



All approvals are valid until the limit review date, which is usually (but not always) set

for a maximum period of 12 months from the date of first application. It is essential

that risk is reassessed on a regular basis to ensure that the structure, size of facilities

and the terms and conditions, including security and pricing, on which those facilities

are provided remain appropriate and changes if any are made on a pro-active basis.





Pre Disbursal Process – Control of Lending



Securing Documentation (also refer database J175 and J506)

Group Credit Operations is responsible for ensuring that the Relationship Manager

obtains all the documentation from the customer. They are also responsible to ensure

it‟s completeness based on the approval terms and conditions of a given facility. This

function is organizationally independent of the sales process and enables the bank to

maintain duality of control. They are also responsible to monitor that a transaction

has been approved at the correct level by the appropriate authorities.



Authorization from Credit Operations is a must prior to disbursement of funds in all

cases and this is obtained through a „Security Compliance Certificate‟ which certifies

that all security has been perfected and conditions precedent satisfied. Once this is

issued, Credit Operations will make a limit operative. It is worthwhile to note that





Risk Handbook

Page 24

whilst Credit Operations is responsible for completeness of documentation, the

Relationship Manager has the onus of obtaining the same from the customer.



Credit Operations also maintains a diary system to follow up with Relationship

Managers all outstanding issues with the customer with regard to ongoing submission

of documents and compliance with approval terms and conditions.





Monitoring & Control



Given that risk is dynamic, it is a natural corollary that changes in risk profile will

always occur and can have an adverse impact on the repayment ability of the

borrower. Remember that approval is always granted on the basis of existing facts

and it is imperative that relationship officers and all others interacting with customers

must proactively review a customers creditworthiness and be vigilant for any early

signs of deterioration. Hindsight reviews have shown that in a large number of

instances whilst risk identification in the first instance was often accurate, it was the

lack of effective monitoring and control that led to customer default and consequent

losses to the bank. The lending Game is not about winning all the time; it is about

staying ahead! The earlier we are the better our chances of getting fully repaid.



Trigger Points (also refer database J 151)

To spot early warning signs in a deteriorating credit it is important to have a thorough

understanding of the key risks faced by the customer and set up appropriate Trigger

Points within the BCA to monitor these risks. The breaching of a Trigger point must

result in a tangible action on the part of the Relationship Manager both externally with

the customer (in terms of understanding their strategy and action points) and

internally by way of escalation to senior colleagues (for review and remedial inputs).

Trigger Points are distinct from Covenants, which are externally agreed with

customers and a breach of which will result in an Event of Default and make our

facilities repayable on demand. It is important to understand that Covenants by

nature are reactive whereas care should be taken to make Trigger Points proactive,

so as to enable early identification of problems.



Early Alert Accounts – (also refer database J 503)

The Early Alert Policy requires that Early identification, prompt reporting and

proactive management of deteriorating accounts is the prime responsibility of all

Relationship Managers, which must be undertaken on a continuous basis.

Remember, raising an early alert when a payment is overdue or an account is

overdrawn is almost invariably too late, the symptoms indicating that such default will

occur should have been picked up much earlier. The early alert process is designed

to enable this identification, however a key ingredient to its effectiveness is your

alertness!



Accounts Subject To Additional Review (also refer database J 505)

Accounts exhibiting features, which are of sufficient concern that they need

monitoring and corrective action, but do not warrant classification as „Early Alert



Risk Handbook

Page 25

Accounts‟, will be subject to additional review and will be, designated “Accounts

Subject to Additional Review”. Such features will generally be of an administrative

nature which, by themselves, need not necessarily indicate a deterioration in credit

risk.



Management of Special Assets - GSAM



Despite our best efforts, there will be instances when an asset will become a “Special

Asset” instead of being a normal one! These accounts are to be actively managed by

Group Special Assets Management (GSAM) and are taken away from the regular

portfolio of performing accounts of a Relationship Manager. Whilst the Relationship

Manager may continue to be the primary point of contact for the customer (if this is

considered in the best interest of the bank), the same will run under the authority of

GSAM and not the Business Unit.



Accounts graded CG 12 (also refer database N 101)

These are typically accounts where current trading performance and balance sheet

parameters indicate that there is a possibility that full recovery will not be made and

the bank may sustain some loss if the deficiencies are not corrected. They could also

be instances where there is a reasonable expectation that the perceived deficiencies

can be rectified and obligations repaid in due course but requiring close supervision.

In such instances the Relationship Manager is required to prepare a “Request For

Action” and a “Special Assets Review Report” which become the primary documents

to transfer an account to GSAM and thereafter to monitor it‟s performance.



Should an account‟s credit quality subsequently improve adequately to justify a re-

grading of the account and re-instating the same to a performing grade (CG 1-11),

then the same requires specific approval of GSAM prior to transfer back to the

business unit.



Lessons Learned Review (also refer database N 300)

Based on the loss experiences within the bank a database of case studies has been

prepared to showcase the instances where we lost money and what the

circumstances leading to the loss were. These cases provide useful insights on what

we could have done better and more importantly tells us what we should look out for

and avoid, when we are busy trying to meet budget and earn those dollars for the

bank.



Now that you are done with this you must read the – “Relationship Managers Guide”

and that will give you equally useful and mission critical information on „How to

become a partner to your clients‟.



“Happy hunting with targets and budgets – All the best!”









Risk Handbook

Page 26



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