1.1 course outline english
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Structured foreign exchange products are a profitable part of banks' wealth management services in Greater China. This course introduces major features of structured foreign exchange products and their purposes in investment markets. It discusses current industry practices around design, sales, customer service and regulations, with an emphasis on wealth management in mainland China, Taiwan and Hong Kong. The course aims to explain what structured foreign exchange products are, types of major products, and standards and practices around marketing, servicing and regulations of these products.
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The burgeoning onshore wealth management industry has its own unique set of challenges and positioning but it is becoming increasingly attractive for banks with the rising wealth of Asian consumers.
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3) The process of credit scoring including identifying explanatory variables, developing scoring formulas, setting cutoff scores, and converting scores to probability of default predictions.
08.2 corporate credit analysis
This document provides an overview of corporate credit analysis based on Chapter 8 of the textbook "Managing Credit Risk Under The Basel III Framework, 3rd ed". It discusses traditional corporate credit analysis methods, Merton's corporate default model, financial ratios analysis, and Altman's Z-score models. The key points covered include how to calculate historical volatility, identify risk-free rates, derive asset volatility from equity volatility, and determine probability of default using Merton's model. Financial statement items and types of financial ratios for analysis are also outlined.
07.2 credit ratings and fico scores
This document provides a summary of key points from Chapter 7 of the textbook "Managing Credit Risk Under The Basel III Framework, 3rd ed". It discusses credit ratings and FICO scores as methods of assessing credit risk. Credit ratings are issued by major agencies and indicate the likelihood of default on a scale. FICO scores similarly assess individuals' credit risk based on payment history, credit utilization, credit history, experience, and inquiries. The document also outlines average default rates associated with different rating levels and scoring bands.
06.2 credit risk controls
This document provides an outline and overview of credit risk controls under the Basel III framework. It discusses controls for both single debts and debt portfolios. For single debts, it describes controls like bilateral netting, principal amortization, collateral, margining, credit guarantees, credit default swaps, downgrade triggers, and call provisions. For debt portfolios, it discusses reducing concentration and dependency through diversification, as well as credit securitization and credit limits. The appendix provides mathematical formulas for concepts like instant LGD, hazard rate, and average LGD.
05.2 credit quality monitoring
This document discusses credit quality monitoring techniques. It begins by outlining individual borrower monitoring, financial market monitoring, large borrower monitoring, and the CapitaLogic SiFi credit index. It then provides details on external and internal credit assessment techniques, using regular interest payments and bank accounts to monitor borrowers, and comparing external vs internal monitoring approaches. Specific factors for financial market monitoring are also outlined.
04.2 heterogeneous debt portfolio
This document discusses heterogeneous debt portfolios and methods to calculate extreme loss for credit risk (XCL). It covers Moody's binominal expansion technique using diversity scores, structured portfolios using Monte Carlo simulation accounting for default dependency, and total portfolios with lower and upper XCL bounds. Historical simulation is also described using long-term default and loss data to estimate XCL for corporate bond portfolios.
03.2 homogeneous debt portfolios
This document discusses credit risk modeling for a homogeneous debt portfolio. It covers modeling approaches for independent, finite, and infinite homogeneous portfolios using concepts like the binomial distribution, Gaussian copula, and correlation coefficient (CCC). Key credit risk factors like probability of default, loss given default, exposure at default, and number of borrowers are accounted for in the portfolio modeling. Diversification effects from varying the number of borrowers and their default dependency are also examined.
02.2 credit products
This document provides an overview of various credit products including term loans, credit cards, mortgages, and corporate bonds. For each product, it discusses the purpose from the perspective of borrowers and lenders, key cash flows, risk factors such as exposure at default and loss given default, interest rates, and examples of typical structures. It also covers topics such as accrued interest calculation, seniority of corporate debts, and loss given default assumptions.
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1.1 course outline english
- 1. Structured Foreign Exchange Products for Wealth Management Services in Greater China Objective Structured foreign exchange product is one of the most profit making businesses in banks’ wealth management services. Customers acquire structured foreign exchange products to improve their investment return. With derivatives, structured foreign exchange products can be tailored to meet the risk- return preferences of a broad range of investors. Investors purchase structured foreign exchange products for the purposes of yield enhancement, principal protection and/or participation in emerging opportunities. Many financial institutions now set up dedicated specialist teams to prompt and develop the businesses of structured foreign exchange products due to their high service income. This course aims at introducing the major features of structured foreign exchange products and their functional purposes in the investment markets. The current industry practices, covering the design and structuring, sales and marketing, customer services and regulatory requirements, will be discussed with an emphasis in the wealth management services in mainland China, Taiwan and Hong Kong. Contents • What and why structured foreign exchange products? • Major structured foreign exchange products • International standards on structured foreign exchange products • The rising star: RMB linked structured products • Sales and marketing of structured foreign exchange products • Customer services of structured foreign exchange products Duration 3 hours Level Standard