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Analіz bankіvskoї dіyalnostі - Gerasimov AM
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Analіz bankіvskoї dіyalnostі - Gerasimov AM
13.2.3. Factorial analіz loan portfolio for rizikovanostі in tsіlomu
In monіtoringu kreditnoї dіyalnostі klyuchovoyu Je kategorіya loan portfolio. Loan portfolio -tse sukupnіst usіh pozik, nadanih Bank s metoyu otrimannya pributku. Loan portfolio vklyuchaє agregovanu carrying vartіst usіh kreditіv, in fact i chislі stitched, prolongovanih that sumnіvnih to Povernennya. Bank loans Mauger nadavati bezposeredno, ukladati s sake pozichalnikom abo kupuvati poziku chi Chastain poziki, nadanoї іnshim lender through ukladannya postachalnikom s lands. Nadannya loan Mauger vіdbuvatisya in formі pozik, simply Bills, Bills, lines yakih Splat vzhe arrived, rahunkіv factoring korotkostrokovih komertsіynih Bills, bankіvskih overdraftіv, aktseptіv that іnshih podіbnih zobov'yazan.
System pokaznikіv management of the loan portfolio vklyuchaє takі blocks:
- zagalny camp of the loan portfolio;
- characteristics of the loan portfolio of credit riziku s Look;
- characteristics of the loan portfolio s Look dohіdnostі.
FORMULA analіzu i'm dinamіki navedenі loan portfolio Table. 13.3.
table 13.3
SYSTEM POKAZNIKІV ANALІZU banks' loan portfolio
| Pokazniki | Formula |
Dinamіka pokaznika |
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usogo |
in addition chislі for rakhunok: |
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chiselnika |
znamennika |
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1. Zagalny mill loan portfolio | |||||
1. Obsyag loan portfolio (CP) |
KP |
? CP = KP1 - KP0 zrostannya Tempo (MAT)
The rate of growth: TPA - 100 The absolute value of a 1% increase in: |
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2. Pete heaver of the loan portfolio in the assets of the bank |
Serednіy rozmіr |
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2. Characteristics of the loan portfolio of credit riziku s Look | |||||
3. Spіvvіdnoshennya Vlasnyi koshtіv Bank (VC) is the loan portfolio |
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4. Koefіtsієnt pokrittya klasifіkovanih kreditіv (KRkl) Basic kapіtalom Bank (tap) |
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5. Chastka klasifіkovanih kreditіv in zagalnomu obsyazі loan portfolio |
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6. Chastka svoєchasno nesplachenih kreditіv of interest is the basic sumoyu (KRpr) in obsyazі KP |
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7. Koefіtsієnt zbitkovostі KP |
Zbitki for pozikami
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3. Analіz s loan portfolio Look Zahist od mozhlivih vtrat | |||||
8. Koefіtsієnt zabezpechenostі vtrat for pozichkami (B) |
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9. Koefіtsієnt zabezpechenostі vitrat for rakhunok rezervіv jar on pokrittya zbitkіv (RH) |
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4. Characteristics of the loan portfolio s Look dohіdnostі | |||||
10. Credit Rentabelnіst operatsіy K9 |
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11. loan portfolio Dohіdnіst K10 |
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Butt 1
According ustanovі bank maєmo takі danі:
yew. UAH
Basic perіod |
Zvіtny perіod |
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Obsyag loan portfolio (CP) |
218 |
320 |
Obsyag klasifіkovanih kreditіv (KRkl) |
36 |
40 |
Neobhіdno zdіysniti factorial analіz dinamіki koefіtsієnta, yaky harakterizuє chastku klasifіkovanih kreditіv in zagalnomu obsyazі loan portfolio:
Tsey koefіtsієnt dorіvnyuє:
- y base perіodі:
, Abo 16.5%;
- in zvіtnomu perіodі:
, Abo 12.5%.
Zmіna tsogo koefіtsієnta in zvіtnomu perіodі porіvnyano s becoming a base:
- for rakhunok dinamіki obsyagu klasifіkovanih kreditіv:
;
- for rakhunok dinamіki loan portfolio:
Zagalna zmіna koefіtsієnta becoming:
So rank, chastka klasifіkovanih kreditіv in the loan portfolio obsyazі znizilasya s 16.5% to 12.5%, abo 4 protsentnі item in addition chislі for rakhunok dinamіki klasifіkovanih kreditіv Won zrosla 1.25 p. P., And for rakhunok loan portfolio obsyagu znizilasya at 5.25 p. p.
Place your pokaznikіv system Bula vikoristana for direktsії loan portfolio analіzu bank. Analіz dinamіki direktsії loan portfolio the bank svіdchit about neodnoznachnі tendentsії (tab. 13.4).
table 13.4
ANALІZ DINAMІKI ANALІTICHNIH POKAZNIKІV DIREKTSІЇ BANK LOAN PORTFOLIO
| Pokazniki | Basic perіod (koefіtsієnt) |
Zvіtny perіod (koefіtsієnt) |
Temp zrostannya% |
Absolutely rozmіr vіdhilennya |
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usogo |
in addition chislі for rakhunok dinamіki |
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Numbers-nick |
znamennika |
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1. Stan loan portfolio | ||||||
Chastka loan portfolio in the assets of the bank |
0.06 |
0.07 |
116.6 |
0.01 |
0.02 |
-0.01 |
2. Otsіnka riziku loan portfolio | ||||||
Koefіtsієnt spіvvіdnoshennya kapіtalu that loan |
0.99 |
3.72 |
375.7 |
2.73 |
3.04 |
-0.31 |
Koefіtsієnt pokrittya klasifіkovanih kreditіv basic bank kapіtalom |
1.17 |
64.28 |
54.9 Razi |
63.11 |
61.51 |
1.6 |
Chastka klasifіkovanih kreditіv in zagalnomu obsyazі loan portfolio |
0,165 |
0,125 |
75.8 |
-0.04 |
0.0125 |
-0.0525 |
Chastka svoєchasno splachenih kreditіv percent of the loan portfolio in obsyazі |
0.32 |
0.03 |
9.4 |
-0.29 |
-0.189 |
-0.101 |
3. Otsіnka s loan portfolio Look Zahist od mozhlivih vtrat | ||||||
Koefіtsієnt zabezpechenostі vtrat for rakhunok rezervіv jar on pokrittya zbitkіv |
0.9 |
1.86 |
206.6 |
0.96 |
0.96 |
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4. Otsіnka dohіdnostі loan portfolio | ||||||
Rentabelnіst Credit operatsіy |
3.4 |
5.09 |
149.7 |
1.69 |
-7.39 |
9.08 |
Dohіdnіst loan portfolio |
0.79 |
0.22 |
27.8 |
-0.57 |
- 0.31 |
-0.26 |
So, zv'yazku іz perevazhayuchim zrostannyam obsyagu loan portfolio perіod scho analіzuєtsya, 48% above the rate Priroda-stu aktivіv zrosla chastka bank loan portfolio in assets. Tse yak mozhna otsіniti bіlsh іntensivnu Credit dіyalnіst porіvnyano s іnshimi Activity operatsіyami. Suttєvo zrіs obsyag kapіtalu scho perevischuє Tempi zrostannya Credit vkladen. Tse prizvelo to zbіlshennya spіvvіdnoshennya kapіtalu that Credit vkladen scho spriyalo povnіshomu zabezpechennyu ostannіh. Suttєvo zrіs takozh obsyag main kapіtalu. Mensch digit pace zrostav obsyag klasifіkovanih kreditіv s urahuvannyam rizikіv stage. Tom vіdbulosya digit zrostannya rіvnya pokrittya klasifіkovanih kreditіv mainly kapіtalom scho takozh yak otsіnyuєtsya positive tendentsіya. Perevazhne zrostannya loan portfolio porіvnyano s obsyagom klasifіkovanih kreditіv led to zmenshennya serednogo rіvnya riziku s loan portfolio 16.5% to 12.5%.
Polіpshilosya i pozik repayment of interest. Chastka nesvoєchasno repayment pozik in zagalnomu їh obsyazі skoroti of 32% to 3%.
Zabezpechennya loan portfolio polіpshilosya takozh Zahist od s Look mozhlivih vtrat. Vіdpovіdny koefіtsієnt zabezpechenostі zrіs bіlshe, nіzh in 2 Razi.
Ale, on the sorry pozitivnі zrushennya skladі in the loan portfolio does not suprovodzhuvalisya ochіkuvanim in Tsikh minds zrostannyam rentabelnostі kreditnoї dіyalnostі. Obsyag dohodіv od tsієї dіyalnostі zmenshivsya 41%, scho zooms skorochennya dohіdnostі s 79% to 22%.
One іz varіantіv analіzu riziku Credit operatsіy bank Je otsіnyuvannya їh dohіdnostі i porіvnyannya її s dohіdnіstyu od іnshih operatsіy, napriklad s tsіnnimi Papero.
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