How to calculate Portfolio-at-Risk?
How to calculate Portfolio-at-Risk?
the Wallet to Risk (By) se calculated by dividing the outstanding amount of all loans in arrears exceeding 30 days, plus the outstanding amount of rescheduled (restructured) loans2, by the total outstanding amount of the wallet of credits stopped on a date.
How to calculate the Cooke ratio?
History of the Basel Committee It is called ratio of Basel I (or Cooke-ratio) : This ratio was measured by comparing the level of a bank’s commitments (loans and other investments) to the amount of its own funds (capital contributed by the shareholders and profits of the bank). It was equal to 8%.
What is a credit portfolio?
the credit portfolio of a microfinance institution is all the different types of credits that‘it can grant to its customers, in another way which includes all the facilities of credit of a direct or indirect nature granted to customers.
What is the Basel 2 rating?
Standards Basel II (the second chord of Basel) constitute a prudential system intended to better understand banking risks and mainly credit or counterparty risk and the requirements, to guarantee a minimum level of capital, in order to ensure financial solidarity.
How to calculate customer or supplier credit ratios?
Customer or supplier credit ratios consist of determining the average payment period observed for purchase or sales invoices. They are also expressed in days. Here is how to calculate the customer payment term: And the supplier payment term:
What is Value Added Distribution Ratio?
The value added distribution ratio. The value added distribution ratio measures the share of value added that is allocated to each stakeholder in the company: the state, lenders, employees and the company itself.
How to calculate the ratios?
The ratios are calculated by relating two homogeneous quantities, with significant values, at specific dates, at regular frequencies and from consistent data.
How to calculate the activity ratio?
The activity ratio, expressed as a percentage, expresses the variation in turnover (CA) from one year to the next. Activity ratio = (Turnover excluding tax for year N – Turnover excluding tax for year N-1) / Turnover excluding tax for year N-1 Negative, it expresses a drop in turnover which will have to be justified.
