First, exposure credit: the loan line of an enterprise is also called comprehensive credit line, also called exposure line. It is a loan amount granted to the loan enterprise within a certain period of time after the application of the enterprise, the preliminary examination of the bank, the provision of relevant guarantees or the use of real estate mortgage according to the requirements of the bank, and the approval of the bank loan review Committee. Also known as comprehensive credit line or exposure line.
2. Non-exposure credit: the pledge or guarantee provided by the borrowing enterprise can cover its credit line, and the bank does not have to bear additional credit risks, that is, non-exposure credit, also known as low-risk business. For example, an enterprise pledges a deposit certificate of100000 yuan to the bank and borrows100000 yuan from the bank. This letter of credit is risk-free. Even if the enterprise is unable to repay in the future, the bank will not bear any financial losses when it issues certificates of deposit. Under normal circumstances, the business dealings between enterprises and banks are mostly open credit and non-open credit, and a comprehensive credit approval will include the proportion of open credit and non-open credit lines.
3. What's the difference between credit line and exposure line?
The credit line can be subdivided into loan line, guarantee line, export bill of exchange line, bank acceptance line, credit line and discount line of acceptance bill, with a wide range. If the bank's credit line to the enterprise is 3 million, the enterprise can only get 2 million by providing a deposit, and the other exposure line is 6.5438+0 million. If there is no deposit, 2 million cannot be raised, and the other actual line is only 6.5438+0 million. In a word, the only difference is the size of the quota in practical application, but the meaning of the two is similar. You can apply for the corresponding quota according to your own conditions and bank policies.
Four, how to calculate the loan exposure:
Risk exposure refers to the credit balance that may bear risks due to the debtor's default.
1. Use regression analysis to evaluate risk exposure.
Regression method is the most commonly used tool to analyze risks and construct hedging schemes. It can test the relationship between the historical data of cash flow without hedging and risk factors.
Specifically, it is to estimate the factor P coefficient by regression according to the quantitative relationship between the historical income or cash flow of the enterprise and the risk factors. In the regression model, the coefficient Lu is the slope of the curve.
2. Measure the risk exposure according to the simulation method.
Simulation method is a forward-looking risk assessment method. Regression method, which uses historical data, is an evaluation method of backtesting. For today's rapidly changing industries, the simulation method is undoubtedly superior to the regression method. The simulation method is realized according to the scene. Using simulation method, managers need to predict income or cash flow based on the realization of different factors. For example, exchange rate risk, managers need to clearly explain various scenarios under different exchange rates. In each case, it is also necessary to estimate the amount of profit or cash flow under different assumptions. These assumptions include not only exchange rate changes, but also product demand, competitors and other suppliers' reactions to exchange rate changes.