Credit Risk Management Manager
Enterprise Risk Management Division, Assistant Unit Manager
Developed and implemented Loss Given Default (LGD) model to quantify potential loss (if the customer fail to repay back the loan within agreed period) of each customer in corporate customer segment for both Head Office and China.
Developed and implemented Credit Risk Rating (CRR) model to quantify probability of default of customer in China.
Calculated Expected Loss (EL) of each customer for portfolio planning.
Developed and implemented Risk-adjusted Return on Capital (RAROC) pricing tool to use in the credit approval process in China for every credit related products.
Developed Credit Risk Rating and RAROC pricing policy in China.
Developed Provision framework and provided provision calculation for China portfolio.
Set up Country Limit framework to control risk exposure of each country and fulfill regulator’s requirement in China.
Provided monthly China portfolio analysis report to the management level.
Prepared and lectured the Credit Risk Rating and RAROC training course for relationship managers from China and AEC.