asset 1.cash 2.deposits to SBV 3.Deposits to other F.I 4.treasury securities 5.

loans and advances short-term loans Medium- term loans Long- term loans 6.other assets total assets

amout i/r 1000 500 700 1000 3000 2200 1800 300 10500

7% 8% 12% 15% 17% 20%

Liabilities 1. current account 2. saving account short term medium and long term 3. borrowing short term medium and long term 4. owned capital total liabilities & O.E

amout i/r 2500 2800 2000 1200 1500 500 10500

8% 10% 12% 11% 18%

I. calculate general provision, specific provision needed to be provide according to current regulation suppose that 10% of short term loans and 5% of medium & long term loans are overdue. Theese all are being classified in Doubtful loan g Short term loans are non secured. Medium & long term loans are secured by Land & Property of which mkt value equal 140% II. Calculate capital Adequacy ratio (CAR) and compare to Standard requirements. Suppose that Capital tier 2 = 1/2 capital tie III. Suppose that in next 3 months, average i/r decrease by 0.5% Measure credit risk. General Specific 0.75% 0% 5% 20% 50% 100% Total receivables less than 30 days past due 30 - 90 days past due 90 - 180 days past due 180 - 360 days past due more than 360 days past due

pass special mention sub standard doubtful loss

General provision Specific provision Risk-weighted assets CAR Next 3 months

52.5 250 4070 18% > 9% Short-term gap If i/r goes down

OK -1000 Benefit

ssified in Doubtful loan group ch mkt value equal 140% outstanding loan amount ital tier 2 = 1/2 capital tier 1

Risk category Cash Deposit to SBV Deposit to other FI Treasury securities Short-term loans Medium loans Long-term loans Other assets

To khong nho ro doan nay lam 0% 0% 10% 20% 50% 50% 50% 100%