FINANCNI RIZENI RIZIK RETAILOVEHO
BANKOVNICTVI - ASIE
PREDSTAVENI
* 1983 Ceskoslovensko – 3 roky Singapur
Studium:
University of California - Berkeley
City university of Hong Kong
Shanghai University of Finance and Economics
Masarykova univerzita in Brne
Prace:
MBA EMPIRE GROUP & FAIRDIP FINANCIAL HOLDING
KOUKAAM GROUP Ltd
ERSTE Group
UniCredit GROUP Ltd.
Citibank Inc.
TEAM
RETAILOVE BANKOVNICTVI
Retailova bankovnictvi – soubor sluzeb poskytnutych bankou individalnim
klientum ( rozdil od firem, korporaci anebo jinych bank) . Jedna se o sluzby
spojene s vklady, transakcemi, hypotecnimi uvery, osobnimi uvery,
debetnimi a kreditnima kartami atd.
NPL
• NON – PERFORMING LOAN (NPL) urcuje objem uveru po splatnosti ->
nicmene definice se lisi dle jurisdikce
• Napr:
• EU – NPL je kazdy uver, kde neni zaplacen alespon urok po dobu delsi nez 90 dnu
• Cina – ja kazdy uver, kde hodnota podkladoveho aktiva je nizsi nez objem uveru + je po
splatnosti 180 dnu
• Indie – kazdy uver po splatnosti 180 dnu
NPL CYKLUS
• Banky a financni instituce se vic orientuji na NPL v momente, kdyz uz
nedokazou poskytovat dalsi uvery a zacina jim chybet cash-flow –
normalne pred hospodarskou anebo financni krizi.
• Rovnez dochazi k poklesu vkladu
- regulation by Basel committee to
influence the capital requirement
for the ban
BASEL II
BASEL II – RETAIL (NE CORPORAT, NE SME)
Where
LGD …. loss given default (loan recovery rate)
N … standard normal cumulative distribution
R … correlation 0,04 for credit cards, 0,15 for residential mortgages
G … inverse of standard normal cumulative distribution
PD…probability of default (probability of loan failure)
EAD …. Exposure at default
Risk weighted assets = 12.5 * K * EAD
PRIKLAD PRACE S UVEREM
1-3 months
overdue
3-6 months
overdue
6-24 months
overdue
24 months +
legal action
Non overdue
• Vlastni software - DebThor
• Zpracovani dat
• Proces
• Vyhodnoceni dat pro dalsi vyuziti
SKOROVACI MODEL A PREDIKCE
DEBTHOR
RETAILOVE PORTFOLIO V CR
NPL – PREDPOKLAD VYMAHANI
PRAVDEPODOBNOST UVERU VS. SPLACENI
RUST NPL V ASII (PRIKLAD)
Lokace - Asie
MAPA
CHINAINDIAINDONESIA
HONG KONG
PHILIPPINES
SINGAPORE THAILAND
S
I
N
G
A
P
U
R
CZ SVYCARSKO SINGAPUR HONG KONG PANAMA MACAO
Pocet
obyvatel
10,618,303 8,476,005 5,708,844 7,364,883 4,098,587 622,567
HDP
(nominal)
18,286 USD 79,242 USD 52,961 USD 43,528 USD 13,654 67,079 USD
Prumerna
prijem
(median)
22,913 USD 34,608 USD 32,360 USD 35,443 USD
Dan ze mzdy
(resident
median mzdy)
44% +- 5% bez
odvodu
7%
bez odvodu
Gini index
(20%)
3,5 5,5 9,7 9,7 23,9 SROVNANI
VYBRANYCH ZEMI
S
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N
G
A
P
U
R
• PROC SINGAPUR
• NAKLADY / VYNOSY SINGAPUR
• FINANCNI CENTRUM + KRYPTOMENY
• PROFESIONALNI ZIVOT v SINGAPURU
SINGAPUR - POPIS
VC & BAY AREA
• EU x ASIA x UNITED STATES (SILICON
VALLEY)
• FINDING INVESTOR
• NEGOTIATION PROCESS
• TERMS AND CONDITIONS
• LIQUIDATION PROCESS
VC, CVC, FUNDING
CHINA
INDIAINDONESIA
KLIENTI
• Definice NPL
• 200 zamestnancu ve 4 mestech
• lokace – NANCHANG, CHENGDU, LIAONING, TAIYUAN + office BEIJING
• vyzvy –
• Ucetnictvi, SAFE, licence v kazdem meste, rizeni lidi, naklady
CHINA
Our focus & location
CHINA
TIER 1, TIER 2 & TIER 3 CITIES
RMB
• STAFF: 200
• Location: NEW DELHI
• CHALLENGES
• Cash flow
• Employees management
• Environment
• Competition
• Amount of banks
• Languages
INDIA
Languages spoken
INDIA
500 a 100 rupii
8. LISTOPADU
2016
• Regulation on focus of NPL
• STAFF: 200
• LOCATION: Jakarta
• Challenges
• Islamic banking
• Company establishment regulation
INDONESIA
Per capita income
INDONESIA
INDONESIA
• FILIPINY
• THAJSKO
• MYANMAR
• VIETNAM
NOVE TRHY V ASII
• Dekuji
• THANK YOU
• धन्यवाद
• 谢谢
• Terima kasih
• Salamat
• Рақмет сізге