個案資料
了解個案內容與學習目標，選擇授課教師及使用課程。
Seoul National Bank: The Chief Credit Officer’s Dilemma
內容大綱
The chief credit officer (CCO) at Seoul National Bank has recently faced numerous defaults on its corporate loans. To address this problem, the CCO must re-evaluate how the bank responds to defaults and determine a default strategy. The CCO must evaluate the payouts and risk profiles of 1) collecting on collateral, 2) partially settling, and 3) waiting and seeing. Further, the CCO must determine a systematic way to approve loans from companies. Analyzing both qualitative and quantities factors, the CCO must determine which companies to approve for loans given a certain size of its loan portfolio. Also, the CCO must determine whether or not to increase or shrink the size of the bank’s loan portfolio based on the expected outcomes and/or simulated results.
學習目標
This case covers decision trees, optimization, and multi-step simulation. All three concepts are linked, and the case seeks to explain the decisions of the corporate lending divison. While the focus is on numbers, students must also understand the human component of the business.