Nova Centra de Risco de Crdito

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Diretoria de Fiscalização Departamento de
Supervisão Indireta
The Central Bank of Brazils New Credit
Information System (SCR) World Bank Finance
Forum 2004 22-24/September/2004
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Project Initiation Background
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Technical Factsheet
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System Architecture
Sistema SCR
Quality Control Procedures
Central Bank
Institutions
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Form 3030 Aggregate Data

• Summary of all operations, including those
  reported in detail in Form 3020
• Aggregated by
• Type of operation
• Risk rating of the operation
• Value of the operation
• Type of client
• Reported in aggregate
• Distribution of maturities
• Number of operations
• Number of clients
• Provisioning levels

• Localização
• Origem dos recursos
• Vinculação à Moeda Estrangeira
• etc

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Form 3020 Individual Data

• Consolidated Operations (loans below R 5,000)
• Type of operation
• Risk classification
• Exchange rate variation
• Number of operations
• Distribution of maturities
• etc.

• Individual Operations (loans equal or greater to
  R 5,000 US 1,720)
• Contract number
• Type of operation
• Origen of funds lent
• Indexed interest rate
• Annual effective interest rate
• Risk classification
• CEP (zip code)
• Date loan was initiated
• Date of maturity
• Guarantees (all)
• Guarantors (all)
• Distribution of maturities
• Etc.

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Form 3026 Complementary Data

• Clients requested by the Central Bank
• Balance Sheet Data
• Data from Ratings Agencies

• Relevant Clients (Operations in excess of
• R 5 million (US 1.72 million)
• Corporate Group / Holding Structure
• Identification
• Principles

Cadastral Information is requested for all
companies belonging to the same group as
perceived by lenders, regardless of whether they
are all clients of that financial institution.
The information provided by individual financial
institutions is then consolidated by the
supervisors to map the group structure and assess
its risk profile.
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Feedback to Financial Institutions
Option 1 Web access for individual queries
Option 2 Consolidated information at portfolio
level
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Example of Data Display (1)
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Example of Data Display (2)
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Example of Data Display (3)
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Examples of Use of SCR Data in Banking
Supervision

• Transition Matrix
• Profiles of Credit Portfolios
• Analysis of Borrowers
• Systemic Oversight of Credit Market
• Credit Analysis by institution or in aggregate
  (economic sector, geographic distribution of
  credit, distribution by value, etc)
• Stress Testing

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Example of Transition Matrix