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Analіz bankіvskoї dіyalnostі - Gerasimov AM

5.4. Analіz repayment Vidanov pozik

Odnієyu s headache problems kreditnoї dіyalnostі bankіv in Suchasnyj minds Je nesvoєchasne repayment nadanih pozik.

In protsesі analіzu svoєchasnostі Povernennya kreditіv Wanted:

• viznachiti zagalnu scrip prostrochenoї zaborgovanostі pozikami for bank i protsentіv them;
• proanalіzuvati zmіni tsієї sumi in dinamіtsі;
• rozglyanuti structure prostrochenoї zaborgovanostі in rozpodіlі klієntіv;
• proanalіzuvati davnіst її vinikn ennya;
• z'yasuvati Reason viniknennya prostrochenoї zaborgovanostі in cutaneous vipadku;
• viznachiti scrip i chastku kreditіv, maturing in rakhunok stitched pozik in zagalnіy sumі kreditіv;
• proanalіzuvati come in, yakih vzhivaє bank for styagnennya prostrochenoї zaborgovanostі i protsentіv.

Analіz repayment pozik held for obsyagom stitched pozik, reissuance kreditіv, rezervіv on pokrittya sumnіvnih borgіv for loans that the deactivation beznadіynih pozik. Structure "of the loan portfolio," the bank Mauger vvazhatisya zadovіlnoyu have to razі, Yakscho Pete Wagga kreditіv without zabezpechennya, sumnіvnih to Povernennya, stitched i prolongovanih becomes bіlshe 30%. For vischoї chastki "problem" Credit kreditіv dіyalnіst bank otsіnyuєtsya yak "rizikovana".

Okremі banks zastosovuyut bіlsh zhorstkі kriterії otsіnyuvannya of Quality of the loan portfolio. Napriklad, the bank "Aval" Pete Wagga sumnіvnih, prolongovanih she stitched kreditіv vvazhaєtsya critical in razі perevischennya 20% od zagalnoї Sumi loan portfolio. When tsomu scrip prolongovanih kreditіv koriguєtsya on koefіtsієnt 0.5. Kriterіy otsіnki of Quality loan portfolio deposits od mind kreditnoї polіtiki bank at vstanovlennі lіmіtu kredituvannya for іnshih bankіv (conservative kompromіsna, aggressive).

Analіz kreditіv repayment will take place for the Relief Table. 5.4.

table 5.4

ANALІZ repayment NADANIH POZIK, yew. UAH

Yak seen danih s Table. 5.4 Repayment nadanih pozik in zvіtnomu perіodі porіvnyano s poperednіm perіodom pogіrshilosya. Tse yak stosuєtsya korotkostrokovih pozik so i dovgostrokovih. So, chastka "problem" pozik (prolongovanih, she stitched up sumnіvnih Povernennya) zrosla protyagom zvіtnogo perіodu s 26.5 to 37.6%, 11.1% tobto. When tsomu vischimi pace zrostala chastka sumnіvnih to Povernennya kreditіv (5.4 percentage points) that prolongovanih kreditіv (3.1% percentage points). When tsomu absolutely prirіst sumnіvnih korotkostrokovih kreditіv becomes 8223.9 yew. UAH, and prolongovanih kreditіv - 12 213.7.

Stan Povernennya dovgostrokovih kreditіv otsіnyuєtsya slit gіrshe. So, Pete Wagga dovgostrokovih kreditіv "sumnіvnih to Povernennya" zbіlshilasya by 12.6 percentage points i becomes 15.9%, dovgostrokovih stitched kreditіv zmenshilas by 7.4 percentage point i stan ovila 23.8%. Zagalna Pete Wagga "problem" dovgostrokovih kreditіv in zvіtnomu perіodі becomes 44.7% versus 35.8% in the baseline perіodі.

Zagalny visnovok the results analіzu Taqiy. Naroschuyuchi obsyagi Credit vkladen bank Veda nedostatnyu robot schodo їh Povernennya. Tendentsіya s Povernennya pozik Mauger prizvesti to bankrutstva bank.

Zbіlshennya pitomoї crowbars prolongovanih pozik in zvіtnomu perіodі porіvnyano s chastkoyu stitched pozik Mauger svіdchiti about prihovuvannya faktіv nepovernennya pozik prolongatsієyu. Tom neobhіdno detalnіshe proanalіzuvati prolongovanu Credit zaborgovanіst. When tsomu Especially uwagi zvertayut on the Quantity she termіn prolongatsіy.

Analіz danih Table. 5.5 svіdchit scho scrip prolongovanih kreditіv for zvіtny perіod zrosla 16 585.2 yew. UAH. Zagalny camp prolongovanih kreditіv pogіrshivsya. About Tse svіdchit of that fact, scho chastka dogovorіv, prolongovanih bіlshe dvoh razіv, zbіlshilasya s 34.5 to 52.8%, zokrema, prolongovanі loans for six months at termіn bіlshe zbіlshilisya by 11.7 percentage points (26.4% to s 38 ,1 %). Bezumovno, tse uniquely pogіrshilo oborotnіst pozik. Pid hour bіlsh detailed analіzu tsієї groupies kreditіv neobhіdno viyaviti sumnіvnі to Povernennya loans that Fakti neodnorazovogo reissuance kreditіv.

Krіm of potrіbno rozglyanuti pravilnіst decorated prodovzhennya loan that yogo neobhіdnіst for materіalami kreditnoї right for a viyavlennya faktіv prihovuvannya prostrochenoї zaborgovanostі.

table 5.5

Naybіlshu uwagi at protsesі analіzu repayment pozik slіd pridіlyati takіy grupі kreditіv, yak "prostrochenі". Obsyag that trivalіst prostrochenoї zaborgovanostі analіzuyutsya fallow od termіnu її viniknennya that chastki kozhnoї groupies in zagalnіy sumі stitched kreditіv. Prostrochenі loans dotsіlno grupuvati termіnami stitched for: od 1 to 30 dnіv; od 31 to 90 dnіv; od 91 to 180 dnіv; Ponad 181 days. Zbіlshennya chastki stitched kreditіv Ponad 181 days svіdchit about pіdvischennya vіrogіdnostі vtrati Tsikh koshtіv.

table 5.6

W Table. 5.6. seen scho Pete Wagga prostrochenoї zaborgovanostі in zagalnіy sumі pozikovoї zaborgovanostі bank zrosla s 5.5% on the cob perіodu to 6.9% on kіnets rock. Absolutely prirіst prostrochenoї kreditnoї zaborgovanostі becomes 5845.7 yew. UAH. In addition to chislі kіnets zvіtnogo perіodu Pete Wagga zaborgovanostі od 1 to 30 dnіv it becomes 4.1% od 31 to 60 dnіv - 1,2% od 61 to 180 dnіv - 0.9%, hope dnіv 180 - 0.7% . When tsomu structure stitched kreditіv for strings viniknennya zaborgovanostі clearly pogіrshilas. Zbіlshennya chastki stitched kreditіv Ponad 181 days svіdchit about pіdvischennya vіrogіdnostі vtrati Tsikh koshtіv.

W metoyu prevent viniknennya prostrochenoї zaborgovanostі banks povinnі provoditi operational analіz potochnoї (neprostrochenoї) zaborgovanostі. Control over termіnami repayment pozik leads to rozrіzі okremih pozichalnikіv for Credit їh right.

Control is the operativnіst at styagnennі Borg peredbachaє obov'yazok bank pіdtrimuvati s pozichalnikom Contacts protyagom usogo termіnu koristuvannya pozikoyu. Bank responsible for uvazhno stezhiti pitched right at the klієnta i in razі viniknennya from Demba Distressed situatsіy, SSMSC mozhut lead to nesplati Borg, get used to vіdpovіdnih zahodіv Zahist svoїh іnteresіv.

Strahuvannya Credit operatsіy, yak sposіb Zahist od credit riziku, oznachaє, scho banks povinnі stvoryuvati strahovі reserve yak on mіkro-, so i on makrorіvnі and takozh strahuvati okremі visokorizikovanі kreditnі land in the insurance spetsіalіzovanih organіzatsіyah.

Dali in protsesі analіzu neobhіdno vivchiti the deactivation beznadіynih pozik reserve for rakhunok on pokrittya vtrat od kreditіv, z'yasuvati pіdstavi to write off that viznachiti pitomu breaking bar writedowns kreditіv in zagalnomu obsyazі stitched pozik, chastku writedowns kreditіv in zagalnomu obsyazі pozik that pitomu breaking bar in Tsikh kreditіv sumі stvorenogo reserve.

Chastka writedowns pozik pokazuє efektivnіst robots bank loans i s beznadіynimi vplivaє on pіdvischennya loan portfolio of Quality bank zvіlnyayuchi yogo od rizikіv, zmenshuє chastku stitched pozik, pіdvischuє nadіynіst Povernennya INSURANCE kreditіv.

W Table. 5.7 seen scho Bank spisuє beznadіynі poziki reserve for rakhunok on pokrittya vtrat od Credit rizikіv. Tse gave zmogu bank spisati 6.2% pozikovoї zaborgovanostі, 32.3% usієї prostrochenoї that sumnіvnoї to Povernennya zaborgovanostі i note by pіdvischiti yakіst Svoge loan portfolio.

table 5.7

For analіzovany perіod obsyag writedowns kreditіv zbіlshivsya at 5239.5 yew. UAH. Pete Wagga writedowns kreditіv in zagalnomu obsyazі Vidanov kreditіv zbіlshilasya s 4.9% on the cob perіodu to 6.2% on kіnets perіodu, tobto by 1.3 percentage points. Tse svіdchit about pogіrshennya of Quality of the loan portfolio. Danі tablitsі pokazuyut, scho in analіzovanomu bank target dostatnіy reserve for pokrittya mozhlivih vtrat od nepovernennya kreditіv. Amount of write-offs (zbitkovih) kreditіv bula in furrows stvorenogo reserve i deprivation becomes 48.5% od yogo rozmіru. Zmenshennya chastki writedowns kreditіv s sumi stitched up that sumnіvnih Povernennya kreditіv Mauger yak roztsіnyuvatis polіpshennya robots pratsіvnikіv Bank schodo Povernennya Distressed pozik.

Neobhіdno takozh proanalіzuvati zalishki zaborgovanostі for precisely pozikami for termіnami maturity scho zalishilisya, that viznachiti chastku pozik Zi-of-line repayment to one mіsyatsya, od one to six months at, od six months at up to a rock, hope Year. Metoyu such analіzu Je viznachennya strokіv nadannya kreditіv for koriguvannya polіtiki bank in tsomu napryamі.

Table 5.8 itsya

Danі Table. 5.8 svіdchat scho naybіlsha Chastina kreditnoї zaborgovanostі Got trivalіst od of up to six months at (72%) 21% i tіlki kozhnoї zaborgovanostі - trivalіstyu to one mіsyatsya, bіlshe six months at 6% Got tіlki pozikovih zobov'yazan bіlshe that one rock - 1% of goiters 'Yazan. Vodnochase on the cob rock Strokova zaborgovanіst trivalіstyu to one mіsyatsya becomes 34% od of up to six months at - 58% od of six months at up to one rock - 7%, bіlshe a rock - 1%. Tobto in analіzovanomu perіodі Got Location pogіrshennya pokaznikіv for rakhunok zbіlshennya trivalostі potochnoї zaborgovanostі.

Zagalny visnovok, yaky viplivaє s guidance danih - tse pogіrshennya will kreditіv repayment to the bank. Pete Wagga stitched that prolongovanih kreditіv zbіlshuєtsya, serednya trivalіst potochnoї zaborgovanostі zrostaє, zbіlshilasya chastka kreditіv writedowns. Bank slіd lead oberezhnіshu polіtiku schodo nadannya kreditіv, provoditi actively robot s control over їh Povernennya, retelno otsіnyuvati kreditospromozhnіst pozichalnikіv.