Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

plz ans asap in 15-20 mins 1.The Rate Sensitive Gap Statement of Bintan Bank is as follows: Rate Sensitive Gap Statement Items RSA RSL RS

plz ans asap in 15-20 mins
image text in transcribed
image text in transcribed
1.The Rate Sensitive Gap Statement of Bintan Bank is as follows: Rate Sensitive Gap Statement Items RSA RSL RS Gap 0-1 mth 600 400 200 2-3mths 600 1000 -400 4-6mths 400 1400 -1000 (Rs. In '000) 7-12mths 2000 2400 -400 Estimate the impact on the income statement for the year for 1% change in the interest rate on i) the First Quarter-Income and ii) the Annual income of the bank? Marks 15(=5+10) 2. One Year Corporate Transition matrix for the period 2013-19 for an Indian Bank (Based on tracking the rating info. of 3000 a/cs over seven years 20012-13 to 2018-19) % CR-5 CR-4 CR-6 CR-7 Default CR-8 Rating Rating in year T+1 in Yr. CR-1 CR-2 CR-3 T1% CR-1 55 12.86 10.5 0 4.53 8.42 0.36 0.36 7.97 Attempted. OR 2. One Year Corporate Transition matrix for the period 2013-19 for an Indian Bank (Based on tracking the rating info of 3000 a/es over seven years 20012-13 to 2018-19) 96 CR-4 CR-5 CR-6 CR-7 CR-8 Default 0.36 0 0 Rating Rating in year T+1 in Yr. CR-1 CR-2 CR-3 T 196 CR-1 55 12.86 10.5 CR-2 4.52 74.8 13.79 CR-3 1.76 4.6 72.27 CR-4 1.21 3.71 11.13 CR-5 0.52 1.87 6.25 CR-6 0.35 1.29 4.43 CR-7 0 0 1.94 CR-8 0 0 0 8.42 4.26 14.1 56.86 14.36 9.01 3.4 0 7.97 2.4 5 17.9 62.82 15.14 8.25 2.03 4.53 0 1.57 7.42 11.63 62.35 19.9 12.5 0.1 0.82 1.04 3.09 52.43 12.5 0 0.04 0.22 0.9 5.34 52 0.36 0.23 0.6 0.91 1.3 3.44 8.74 20.97 2a. What are your comments on the quality of the credit portfolio of the bank? Marks-5 2b. The Bank is expecting you to suggest the strategies that it should adopt in monitoring the health of the credit portfolio? Marks-5

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Business Of Sport Management

Authors: John Beech, Simon Chadwick

2nd Edition

027372133X, 9780273721338

More Books

Students also viewed these Accounting questions