in the reserve has fourth risk group, for loans related to it, are the most risky. However, this figure is reduced. At the same time it increases the risk of the first group, which takes on the proportion in the second reserve.reduced figure for the fourth and risk increases with the third.number 9of specific weights reserve risk groups in the total reserve
DateRisk group123401.01.9824.13.518.454.101.07.9826.14.53.865.701.01.9930.77.26.25601.07.99366.87.549.601.01.0040.914.742.401/05/0041.311.36.241.2 second group the proportion increased over the past six months and retains its value. Album trend is positive.now have the correlation and regression analysisccessfully and accurately it can be done in relation to indicators such as the proportion of at-risk groups in the total amount of loans, the share reserve in arrears, and the share of overdue loans in loan debt.this are taken for each indicator values?? on different dates from tables № № 7,8. Analysis is a necessary condition for uniformity time interval. Among all values ??set of indicators will be drawn up common table observations. On its basis, using complex mathematical processing can derive the equations of trends.
number 10equations trends
Indicator X tEquation1.Udelny weight of the first risk group in the total loan debtX t=65,975 + 3,4050 x t2. The share of the second group of risk in the total amount of loansX t=2,978 - 0,3333 x t3. The share of third-risk groups in the total amount of loansX t=0,589 - 0,02 x t4. The share of fourth at risk in the total amount of loansX t=23,347 - 2,325 x t5. Specific weight allowance arrearsX t=115,25 - 10,3833 x t6. The share of overdue loans in the loan zadolzhennstiX t=- 15,839 + 10,4033 xt Thus, we have obtained the equations trends. Now, substituting the values?? Of the time interval t, we can make a prediction for each indicator. Even if we apply these equations to the known series speakers, we see almost complete agreement between the forecast and the fact. The error in this case is only 0-5% (this is a very small value for the analysis of this kind). At the trends resulting equations, we can make the following predictions:
The proportion of arrears in loan debt in the near future will be reduced, but not significantly. Variation in will be small;
The reserve will cover the arrears in full;
Changes within the risk groups will continue to improve the quality of the loan portfolio. Riskiness of the latter will continue to decline. However, the pace of this decline will be wearing damped.the average level of loans to be written off because of non-payment, we have the opportunity to make another prediction (relatively accurate and not so complex) - a grouping of the loan portfolio on risk classes for 2000. The forecast will be made on the basis of foreign currency loans granted by the bank Samara for the first three months of 2000.the introduction of the new chart of accounts in Samara bank AK Security Code establishes new rates allowance for possible loan losses by risk groups: Group 1-1% 2-group 20%, Group 3 50% 4100% group.: the diversion of bank resources in reserve for possible loan losses will be less elastic with respect to the degree of riskiness of the loan portfolio. Thus, contributions to this reserve will be more constant value. Range of variation...
