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1. Introduction
2. Alan Greenspan quote
3. Presentation agenda
4. Part 1: what characterizes a Leading Bank?
5. What characterizes a leading bank?
6. What is active credit portfolio management? (1)
7. What is active credit portfolio management? (2)
8. Trend toward active credit portfolio management
9. Success stories
10. Leading Bank strategies
11. Part 2: economic capital management strategies
12. Regulatory capital and economic capital
13. Measuring required economic capital
14. Banks use economic capital for many purposes
15. Economic capital adequacy
16. Internal risk reporting
17. Economic capital allocation: risk/tail risk
18. Aligning allocation with management's goals
19. Strategic planning and capital budgeting
20. Measuring risk and business line performance
21. Credit limits, risk-based pricing and profitability
22. Part 3: CPM strategies
23. Leading Bank CPM organizational models
24. Risk function overlay
25. Profit center
26. Leading Bank CPM strategies
27. Portfolio risk reduction strategy
28. Proprietary trading strategy
29. Broad diversification strategy
30. Capital velocity strategy
31. Comparing active CPM strategies
32. Active CPM challenges
33. Part 4: adopting Leading Bank strategies
34. 7 steps toward adopting Leading Bank strategies
35. CPM solution
36. Components of portfolio management solution (1)
37. Components of portfolio management solution (2)
38. Accurate and granular risk/return management
39. Focusing on low-hanging fruit
40. Improving the portfolio (1)
41. Improving the portfolio (2)
42. Summary

Topics Covered

• Leading banks manage their credit portfolios actively
• Active credit portfolio management objectives and principles
• Active credit portfolio management trends and success stories
• Leading bank economic capital management strategies
• Uses of required economic capital at leading banks
• Leading bank credit portfolio management organizational models
• Leading bank credit portfolio management strategies
• Adopting leading bank strategies

Links

Series:

• Quantitative Financial Risk Management

Categories:

• Finance, Accounting & Economics

Talk Citation

Publication History

• Published on October 1, 2007
• Archived on April 4, 2022