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Portfolio Mgmt Analytics Forecasting & Reserving Basel II / Forecasting / Stress Testing

Proposed Functional Teams: Bringing Scorecard Development, Analytics, Capital Management to the Center. Policy (i) Product Policy -Review Credit Programs -Review Change Proposals. -Conduct Monthly/Quarterly Portfolio Reviews -Review Standard MI (ii) Corporate Policy:

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Portfolio Mgmt Analytics Forecasting & Reserving Basel II / Forecasting / Stress Testing

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  1. Proposed Functional Teams: Bringing Scorecard Development, Analytics, Capital Management to the Center. Policy (i) Product Policy -Review Credit Programs -Review Change Proposals. -Conduct Monthly/Quarterly Portfolio Reviews -Review Standard MI (ii) Corporate Policy: -Formulate HNAH Level Policy -Ensure tie-in of HNAH policies to FIMs and GSM. RCM Co-ordination (i)Expense Control & Reporting (ii) RCM Meeting Co-ordination (iii) Training • Portfolio Mgmt • Analytics • Forecasting & Reserving • Basel II / Forecasting / • Stress Testing • - Basel II and EC calculation • produced centrally • - Estimation of Risk Appetite • based on Return on Capital • - Basel II Regulations / Policy • - Stress Testing Risk Infrastructure (i) Risk MI (ii) Risk Systems (iii) SMG3 (iv) Project Support (v) Co-ordination between IT and User Groups (vi) Data Management Risk Review Shared Utilities (i) Model Development Scorecard Development for all parts of the credit cycle for HNAH (underwriting, account management, collections scores, Basel II, EC) (ii) Credit Bureau (iii) Reporting • (i) On-site / Deep Dive Reviews • (ii) Process Review: Underwriting, • Fraud, Authorizations, • Collections etc. Risk Admin (i)Risk Committee (ii) Audit Co-ordination Communications (iii) Model Review

  2. Proposed Core Responsibilities: Bringing Scorecard Development, Analytics, Capital Management to the Center. Product Policy -Review Credit Programs -Review Change Proposals -Conduct Monthly/Quarterly Portfolio Reviews -Review Standard MI -Identify Key Risks to Products Risk Review -Process Review:Underwriting, Fraud, Authorizations, Collections etc. Forecasting & Reserving -Loss Forecasting / Provisioning & Reserves - Analytics Standardized Analytics for all HNAH BUs Training SMG3 ?? Model Review & Approval -Scorecard review for all BUs and all parts of credit cycle. Corporate Policy -Formulate HNAH Level Policy -Ensure tie-in of HNAH policies to FIMs and GSM. Budgeting & Admin (i)Expense Control & Reporting (ii) RCM Meeting Co-ordination • Basel / EC / Stress Testing • -Project Support • -Co-ordination between IT and • User Groups • Basel II and EC calculation • produced centrally • -Estimation of Risk Appetite • based on Return on Capital • -Stress Testing Model Development Scorecard Development for all parts of the credit cycle for HNAH (underwriting, account management, collections scores, Basel II, EC) Offshore Support Risk MI Risk Data Credit Bureau Reporting Audit Co-ordination Communication

  3. Proposed RCM Organizational Structure

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