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Financial Spreadsheet Analysis for Credit Risk

DRAFT OF REPORT

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0% found this document useful (0 votes)
18 views11 pages

Financial Spreadsheet Analysis for Credit Risk

DRAFT OF REPORT

Uploaded by

sahajishua
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd

4.

10 Analyzing Financial Spread Sheet

Analyze of financial spreadsheet of a firm/ organization for lending is the second major credit risk
management system. A Financial Spread Sheet (FSS) has been developed by City Bank which may be
used while analyzing the credit risk elements of a credit proposal from financial point of view.

The FSS is well designed and programmed software having two parts. Input and Output Sheets.

The financial numbers of borrowers need to be inputted in the Input Sheets which will then
automatically generate the Output Sheets. Various financial ratios are calculated by this software which
is given on Table:

Profitability Ratios:

Gross Margin

Operating Margin

Net Margin

Return on Equity

Return on Paid up Capital

Return on Assets (Geared)

Return on Assets (Ungeared)

Earning Retention Rate

Operating Efficiency Ratios:

Total Asset Turnover

Inventory Turnover

Equity Turnover

Liquidity Ratios:

Stock Turn Over Days

Debtors Days on Hand

Creditors Days on Hand

Cash Cycle Period

Current Ratio

Quick Ratio

Debtors Turnover

Net Working Assets to Net Sales


Total Short Term Debt Coverage

Debt Management Ratios:

Leverage Ratio

NPBIT : Interest

Net Cash after Opn. : Interest

Interest on Avg. Financial Debt (%)

Debt Ratio

Interest Coverage

Debt/Lease Service Coverage Ratio

Growth Ratios

Sales Growth

Net Profit Growth

Total Asset Growth

Total Liabilities Growth

Gross Profit Growth

Sustainable Growth

Safety Margin

Bibliography

1. Credit Policy Manual-2008 of The City Bank Limited.

2. Credit Instruction Manual-2008 The City Bank Ltd.

3. Annual report-2008 of The City Bank Limited.

4. Research Methodology, By-Richard Daniel & John Morgan, Published in USA, 2005 By

International Research Institute of Minnesota.


5. Prudential guidelines of credit risk management.

6. Managing core risks in Banking : Credit Risk Management - Published by : Bangladesh Bank-2005

7. Bangladesh Bank circular and guidelines-BRPD Circular No.18 dated 11.12.2008

8. Credit Risk Grading Manual_ Introduced by Bangladesh Bank, November 2005

9. Annual Report of Bangladesh Bank-2007

10. Economic Report of Bangladesh-2007

11. Bangladesh Bank Website. [Link]

12. Goggle : [Link]

Wikipedia : [Link]

Gross NPL ratio(%)

2019 5.8

2020-4.0%

2021- 4.9%

2022-3.9%

Net NPL Ratio(5)

2019 3.4%

2020 2.6%

2021 2.9%

2022 2.3%

Provision Coverage Ratio

2019 77.9%

2020 94.9%

2021 90.1%

2022 104.7%
Total loans and advances

City Bank's total loans and advances increased to Tk. 354,744 mn, up sharply from Tk. 286,380 mn in
2021.

Total deposits

City Bank's total deposits rose to Tk. 331,890 mn in 2022, up significantly from Tk. 282,064 mn in the
prior year.

Capital Adequacy Ratio (CAR) City Bank's CAR improved to 14.5% in 2022, up from 14.2% in 2021 due to
successful capital mobilisation activities.

Market capitalisation

City Bank's m-cap stood at Tk. 29,135 mn, comprising 4.4% of the total domestic banking sector's m-cap.

Non-performing loans

City Bank's NPLs reduced sharply from 4.9% in 2021 to 3.9% in 2022, representing a substantive
moderation by 100 bps

Total Deposits(in millions)


350000 331890

300000 282064
246704 254781
250000
205170
200000

150000

100000

50000

0
2018 2019 2020 2021 2022
400000
Loans and Advances(in million)
354,774
350000

300000 286,380
268,202
246,944
250000 231,391

200000

150000

100000

50000

0
2018 2019 2020 2021 2022

NPL (%)
7

6 5.8
5.3
4.9
5
4 3.9
4

0
2018 2019 2020 2021 2022
NPL Volume (in million)
16000
14,244 13,906
14000 13,671
12,326
12000 10,850
10000
8000
6000
4000
2000
0
2018 2019 2020 2021 2022

CBL vs. Industry NPL(%)


12
10.3
10 9.3 9.36
8.12
8 7.7

5.8
6 5.3
4.86
4 3.9
4

0
2018 2019 2020 2021 2022
Loan to Deposit Ratio(%)
0.86
84.70%
0.84 83.20%
82.70%
0.82

0.8 79.40%

0.78 77.70%

0.76

0.74
2018 2019 2020 2021 2022

Loan to deposit ratio 83.2% 84.7% 77.7% 79.4% 82.7% (22-18)

NPL to Total Loans and Advances(%)


7

6 5.8
5.3
4.9
5

4 3.9
4

0
2018 2019 2020 2021 2022

NPL to total loans and advances 3.9% 4.9% 4.0% 5.8% 5.3%

Provision for Unclassified Loans 6,911 4,973 5,159 4,240 3,486


Provision for Unclassified Loans(in million)
8000

6911
7000

6000
5159 4973
5000
4240
4000
3486

3000

2000

1000

0
2018 2019 2020 2021 2022

Provision for Classified Loans 5,451 5,602 3,933 5,830 4,488

Provision for Classified Loans(in million)


7000

6000 5830
5602 5451

5000
4488
3933
4000

3000

2000

1000

0
2018 2019 2020 2021 2022

Provision for Off-balance Sheet Exposure 1,952 1,952 1,202 1,032 991
Provision for Off-balance Sheet Exposure(in million)
2500

2000 1952 1952

1500
1202
991 1032
1000

500

0
2018 2019 2020 2021 2022

NPL coverage

Capital Adequacy Ratio (Goal- achievement) (total capital/total risk requirement)

2022 14.5%

2021 14.2%

2020 4.0%

2019 15.2%

2018 13.4%
Capital Adequacy Ratio
0.16
15.50%
0.155
15.20%
0.15
14.70%
0.145
14.20%
0.14

0.135 13.40%

0.13

0.125

0.12
2018 2019 2020 2021 2022

CAR (capital adequacy ratio is the comparison of the capital that is available to a bank on hand to its risk
weighted asset. Banks in general have a CAR of 8%-10%. A high ratio indicates a better position that a
bank can deal with unexpected losses due to availability of adequate capital. CBL has CAR more than
10% for the last 5 years.

ROE (18-22) 8.2% 9.9% 14.8% 15.8% 14.1%

ROE
0.18
15.80%
0.16
14.80%
14.10%
0.14

0.12
9.90%
0.1
8.20%
0.08

0.06

0.04

0.02

0
2018 2019 2020 2021 2022
Net interest margin (18-22) 4.1% 5.0% 3.7% 4.5% 4.3%

Net Interest Margin(%)


0.06

5.00%
0.05
4.50%
4.30%
4.10%
0.04 3.70%

0.03

0.02

0.01

0
2018 2019 2020 2021 2022

Liquidity coverage ratio (22-18) 220.1% 151.1% 173.5%

Liquidity Coverage Ratio(%)


250
220.1

200
173.5
151.1
150 142.6

116.94

100

50

0
2018 2019 2020 2021 2022

Debt to income ratio

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