Credit Risk Management
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Credit Risk Management

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Credit Risk Management Credit Risk Management Presentation Transcript

  • The whole of Monocrystal’s Credit Risk
    1 216 M Rub
  • Monocrystal Credit Loss
    3 M Rub
  • Monocrystal Credit Loss
    3 M Rub
    P= 0,2%
  • ?
    What is a Credit Risk?
    How to assess the Risk?
    How to mitigate the Risk?
    1
    2
    3
  • 1
    2
    3
    WHAT IS A CREDIT RISK?
    ?
  • 1
    2
    3
    type of financial risk
    investor’s risk
  • 1
    2
    3
    HOW TO ASSESS THE RISK?
  • 1
    2
    3
    Credit Scoring model
  • 1
    2
    3
    Let’s investigate Altman’s formula
  • 1
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    3
    Z = 1,2К1 + 1,4К2 + 3,3К3 + 0,6К4 + 1,0К5
  • 1
    2
    3
    Z = 1,2К1 + 1,4К2 + 3,3К3 + 0,6К4 + 1,0К5
    Z>3,0
  • 1
    2
    3
    HOW TO MITIGATE THE RISK?
  • 1
    2
    3
    Letter of Credit
    Guarantees
    Open-Account techniques
    Document Draft Collection
    FX contracts
  • 1
    2
    3
    Letter of Credit
    Buyer
    Seller
    contract
    Bank
    L/C apl.
  • 1
    2
    3
    Letter of Credit
    Buyer
    Seller
    contract
    L/C
    Bank
    L/C apl.
  • 1
    2
    3
    Letter of Credit
    goods
    Buyer
    Seller
    contract
    docs
    L/C
    Bank
    L/C apl.
  • 1
    2
    3
    Letter of Credit
    goods
    Buyer
    Seller
    contract
    payment
    docs
    L/C
    Bank
    L/C apl.
  • 1
    2
    3
    Letter of Credit
    confirmed L/C
    unconfirmed L/C
    ‘silent L/C confirmation’
    standby L/C
  • 1
    2
    3
    Guarantees
    independent/demand guarantee
    surety bond
  • DON’T WORRY, GUYS!
    JUST A FEW SLIDES LEFT
  • 1
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    Open-Account techniques
    factoring
    credit insurance
    credit derivatives
  • 1
    2
    3
    Document Draft Collection
    sight draft, “documents against payment”
    avalized draft & forfeiting
  • 1
    2
    3
    FX contracts
    forwards & futures
  • WELLI TOLD YA.
    THAT’S THE END
  • Thanks for Attention!