Calculation formula for deviation degree of loans overdue for more than 60 days
Deviation degree of loans overdue for more than 60 days = balance of loans overdue for more than 60 days/balance of non-performing loans.
Loan deviation is also called loan classification deviation. It refers to the degree of deviation between the book classification and the true classification of loans. It is an inverse indicator to measure the accuracy of loan classification. That is, the greater the deviation index value, the more accurate the classification. The worse the deviation; the smaller the deviation index value, the higher the classification accuracy. There are two basic indicators for assessing the deviation of loan classification, the relative deviation and the absolute deviation of the non-performing loan ratio.
Calculation formula:
Deviation degree of spot check sample = Amount of new non-performing loans in spot check sample ÷ Loan size of spot check sample
Actual NPL ratio = (spot check The degree of deviation of the sample × the scale of credit under the jurisdiction + the original scale of non-performing loans) ÷ the scale of credit under the jurisdiction
Deviation = actual non-performing ratio - reported non-performing ratio
Deviation of non-performing loans Degree is an inverse index that measures the accuracy of loan classification. That is, the greater the deviation index value, the worse the classification accuracy; the smaller the deviation index value, the higher the classification accuracy. There are two basic indicators for assessing the deviation of loan classification, the relative deviation and the absolute deviation of the non-performing loan ratio. What is the formula for calculating tracking deviation?
Tracking deviation = the real rate of return of the security portfolio - the rate of return of the benchmark portfolio.
Related introduction:
The degree of deviation is the sum of the absolute values ??of the deviation numbers. The deviation number is the difference between the constant price output value proportion of the three industries and the proportion of employees. If the output value share of a certain industry is closer to the employment share, the deviation will be smaller.
It can be seen from the statistical data of many countries that the degree of deviation of a certain industry usually shows a U-shaped characteristic. That is, when an industry is in the early stage of development, its degree of deviation is higher. Developmental deviation decreases and reaches its lowest point. Then, technological progress and labor productivity improvements in this industry caused its output share to grow faster than its employment share, and the deviation gradually increased.
In order to restrict the behavior of banking financial institutions in withdrawing deposits from the “time point”, regulatory agencies plan to launch deposit deviation supervision indicators to guide commercial banks to strengthen liquidity and asset and liability management, and do a good job at all times. We will arrange liquidity at various points, rationally arrange the total amount and term structure of assets and liabilities, and improve the level of liquidity risk management.
The China Banking Regulatory Commission has been monitoring the issue of deposit “hit points” and has also raised deposit statistics from month-end statistics to daily average deposit statistics. The entire deposit deviation mechanism has basically taken shape, and the monitoring system has been established. The next step is to determine a reasonable penalty and introduce it as soon as possible.
Loan deviation, also called loan classification deviation, refers to the degree of deviation between the book classification and the true classification of loans. It is an inverse indicator to measure the accuracy of loan classification. That is, the greater the deviation index value, the more accurate the classification. The worse the accuracy; the smaller the deviation index value, the higher the classification accuracy. There are two basic indicators for assessing the deviation of loan classification, the relative deviation and the absolute deviation of the non-performing loan ratio. How to calculate the deviation of the five-level loan classification?
The degree of deviation of the random inspection sample = the amount of new non-performing loans in the random inspection sample ÷ the loan scale of the random inspection sample
The actual non-performing ratio = (the degree of deviation of the random inspection sample × the scale of credit under the jurisdiction + Original non-performing loan scale) ÷ total credit scale
Deviation = actual non-performing ratio - reported non-performing ratio
Assume that there are ***100 households in the sample and a loan of 50 million yuan , among which 99 households are in the normal category, 1 household with 1 million yuan is substandard, and the defective rate is 2%. During the actual inspection, it was found that there should be 2 households with 5 million yuan that should be substandard or suspicious, so the deviation degree of badness is 500 (Total number of differences in new non-performing or non-performing loans)/5000 (total sample size) = 10%. If it is found that there are problems in the classification between normal concerns, the category deviation needs to be calculated. The calculation method is the same as above. The formula for calculating the dependence on interbank liabilities
The formula for calculating the dependence on interbank liabilities: Liability dependence = Core liabilities ÷ Total liabilities × 100%. The core liability dependency reflects the stability of funding sources in the deposit business of commercial banks. The greater the ratio, the more stable the commercial bank's operations. The core liability dependency is the ratio of core liabilities to total liabilities.
1. Which banks are affected when banks reduce their peer scale?
According to calculations by Qu Qing, chief economist of Jianghai Securities, at the end of 2018, national commercial banks, city commercial banks and rural commercial banks The average ratio of inter-bank investment to net tier-one capital is 145.49%, which is far below regulatory requirements. Most listed banks easily meet the standards, while the average ratio of inter-bank investment to net tier-one capital of rural commercial banks is 386.09%. Most rural commercial banks have relatively low ratings. According to the regulatory indicator of 300%, they will face greater regulatory pressure in the future. Judging from the structure of interbank assets of rural commercial banks, interbank certificates of deposit account for more than 50%, which is a key direction for future reductions. "Although the overall pressure on city commercial banks is not great, when it comes to individual banks, there are still many banks that are under great pressure." Qu Qing said.
2. How to calculate the deviation of bank non-performing loans?
The calculation formula for the deviation degree of bank non-performing loans is as follows: Deviation degree of the random inspection sample = New amount of non-performing loans in the random inspection sample ÷ Loan size of the random inspection sample; Actual NPL ratio = (Deviation degree of the random inspection sample × All Credit scale under jurisdiction + original non-performing loan scale) ÷ total credit scale; deviation = actual non-performing ratio - reported non-performing ratio. The deviation degree of non-performing loans is an inverse indicator that measures the accuracy of loan classification. That is, the larger the deviation index value, the worse the classification accuracy; the smaller the deviation index value, the higher the classification accuracy. There are two basic indicators for assessing the deviation of loan classification, the relative deviation and the absolute deviation of the non-performing loan ratio.
The borrower suffered a major natural disaster or accident, suffered huge losses and could not obtain insurance compensation, and was indeed unable to repay part or all of the loan, or the loan failed to be repaid after being paid off by insurance; the lender The proceeds from the legal disposal of loan collateral or pledged properties are insufficient to compensate for the portion of the mortgage or pledged loan; loans approved for write-off by the State Council.