XIM - Credit Risk Assessment

8/13/2019 XIM - Credit Risk Assessment

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CREDIT RISK ASSESSMENTCREDIT RISK ASSESSMENT

(CRA)(CRA)


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INTRODUCTIONINTRODUCTION

Assessment of the risks in aAssessment of the risks in aprojet ! "nitprojet ! "nit

It is one of the parametersIt is one of the parametersan# a$so a #ei#in% fatoran# a$so a #ei#in% fatorfor takin% e&pos"re on afor takin% e&pos"re on a

ompan'ompan' riin% of the Cre#it fai$it'riin% of the Cre#it fai$it'

is $inke# to CRA of a "nitis $inke# to CRA of a "nit


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Intro#"tion ont#**Intro#"tion ont#**

CRA mo#e$s are +ase$,IICRA mo#e$s are +ase$,IIomp$iant an# meets theomp$iant an# meets the

re-"irements of Interna$re-"irements of Interna$

ratin% +ase# (IR+) Approahratin% +ase# (IR+) Approah


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MODE.S O/ RATIN0MODE.S O/ RATIN0

I*I* Setor 1ise 2Setor 1ise 2

, CRA for Non,tra#in% setor, CRA for Non,tra#in% setor

, CRA for Tra#in% setor, CRA for Tra#in% setor

II*II* Amo"nt 1ise 2Amo"nt 1ise 2

, Re%"$ar Mo#e$ (for $oans 3 4*55 r*), Re%"$ar Mo#e$ (for $oans 3 4*55 r*), Simp$ifie# Mo#e$ (for $oans 5*64 r* to, Simp$ifie# Mo#e$ (for $oans 5*64 r* to

4*55 r*)4*55 r*)


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T7ES O/ RATIN0ST7ES O/ RATIN0S

I*I* +orro1er Ratin% 8+orro1er Ratin% 8

II*II* /ai$it' Ratin%/ai$it' Ratin%


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+ORRO9ER RATIN0+ORRO9ER RATIN0

, /or the Compan' :ase# on a"#ite#/or the Compan' :ase# on a"#ite#finania$s not more than ;6 monthsfinania$s not more than ;6 months

o$# (for e&istin% "nits 1ith minim"mo$# (for e&istin% "nits 1ith minim"mone f"$$ 'ear operations)one f"$$ 'ear operations)

, /or a ne1 ompan'< it is :ase# on/or a ne1 ompan'< it is :ase# onthe projete# finania$s 1ith f"$$the projete# finania$s 1ith f"$$

'ear operations'ear operations, One rate#< it is =a$i# for one 'earOne rate#< it is =a$i# for one 'ear


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+ORRO9ER RATIN0 >+ORRO9ER RATIN0 >

Risks o=ere#Risks o=ere#

Re%"$arRe%"$ar Simp$ifie#Simp$ifie#

;* /inania$ Risk;* /inania$ Risk>>

?4 marks?4 marks

(64 for ne1 ompan')(64 for ne1 ompan')

/inania$ Risk/inania$ Risk>>

@5 marks@5 marks

(4 for ne1 ompan')(4 for ne1 ompan')6* +"siness 8 In#"str'6* +"siness 8 In#"str'RiskRisk65 marks65 marks


+"siness 8 In#"str'+"siness 8 In#"str'RiskRisk65 marks65 marks

(B5 for ne1 ompan')(B5 for ne1 ompan')* Mana%ement Risks* Mana%ement Risks>>

;4 marks;4 marks

(B4 for ne1 ompan')(B4 for ne1 ompan')

Mana%ement RisksMana%ement Risks>>

;5 marks;5 marks



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+ORRO9ER RATIN0+ORRO9ER RATIN0

, B*B* Co"ntr' RiskCo"ntr' Risk(for e&porters) >(for e&porters) >Ne%ati=e marks re$atin% to risk fatorNe%ati=e marks re$atin% to risk fator

the o"ntr' arries > insi%nifiant tothe o"ntr' arries > insi%nifiant toi%h Riski%h Risk

, Ne%ati=e Marks for "a$itati=eNe%ati=e Marks for "a$itati=e

fators< i*e*< stat"tor' #"es an#fators< i*e*< stat"tor' #"es an#ontin%ent $ia:i$ities impatin% TN9ontin%ent $ia:i$ities impatin% TN9

of the "nitof the "nit

, +on"s oints (ma&* 4) for E&terna$+on"s oints (ma&* 4) for E&terna$


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/INANCIA. RISK/INANCIA. RISK

ARAMETERSARAMETERSARAMETERSARAMETERS MARKSMARKS

;* TO. ! TN9;* TO. ! TN9 55

6* C"rrent Ratio6* C"rrent Ratio ;4;4* ROCE* ROCE 6565

B* Retaine# rofit ! Tota$ AssetsB* Retaine# rofit ! Tota$ Assets ;5;5

4* +DIT ! Interest4* +DIT ! Interest 6565?* AT ! Net Sa$es?* AT ! Net Sa$es 6565

@* Net Cash Ar"a$ ! Tota$ De:t@* Net Cash Ar"a$ ! Tota$ De:t ;4;4


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/INANCIA. RISK ARAMETERS/INANCIA. RISK ARAMETERS

ont#*ont#*

* A=era%e 'ear to 'ear %ro1th in net* A=era%e 'ear to 'ear %ro1th in netsa$essa$es

;5;5

F* /inania$ /$e&i:i$it'F* /inania$ /$e&i:i$it' 44

;5* 0ro"p Risk;5* 0ro"p Risk 44

;;* /ore& Risk;;* /ore& Risk 44

;6* /"t"re rospets;6* /"t"re rospets 6565

;* 0ross A=era%e DSCR an# o$#in%;* 0ross A=era%e DSCR an# o$#in%perio#perio#

6565

TotalTotal ;F;F

44


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+USINESS 8 INDUSTR7 RISK+USINESS 8 INDUSTR7 RISK

ARAMETERSARAMETERS

;* Competition an# Market Risk;* Competition an# Market Risk 6*46*4

6* In#"str' O"t$ook6* In#"str' O"t$ook 6*46*4

* In#"str' C'$ia$it'* In#"str' C'$ia$it' ;*5;*5

B* Re%"$ator' RiskB* Re%"$ator' Risk ;*4;*4

4* +"siness En=ironment4* +"siness En=ironment 5*45*4


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ARAMETERS > ont#**ARAMETERS > ont#**

?* Tehno$o%' 8 ="$nera:i$it' to?* Tehno$o%' 8 ="$nera:i$it' toTehnia$ han%eTehnia$ han%e

;*4;*4

@* G"$nera:i$it' to maro,eonomi@* G"$nera:i$it' to maro,eonomien=ironment han%een=ironment han%e ;*5;*5

* Aess to Reso"res (Inp"t profi$e)* Aess to Reso"res (Inp"t profi$e) 6*56*5

F* User ! ro#"t profi$eF* User ! ro#"t profi$e 6*56*5

;5* Capait' "ti$isation an# f$e&i:i$it';5* Capait' "ti$isation an# f$e&i:i$it'in operationin operation

;*5;*5


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ARAMETERS > ont#**ARAMETERS > ont#**

;;* Consisten' in -"a$it';;* Consisten' in -"a$it' ;*5;*5

;6* Researh 8 De=e$opment !;6* Researh 8 De=e$opment !

Inno=ationInno=ation

;*5;*5

;* Distri:"tion net1ork;* Distri:"tion net1ork 5*45*4

;B* Comp$iane of En=ironment;B* Comp$iane of En=ironmentRe%"$ationsRe%"$ations

6*56*5

TotalTotal 2020


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MANA0EMENT RISKMANA0EMENT RISK

ARAMETERSARAMETERS

;*;* Inte%rit'Inte%rit' 6*56*5

6* Trak Reor# ! Con#"t of Ao"nt6* Trak Reor# ! Con#"t of Ao"nt 6*56*5

* Mana%eria$ Competene !* Mana%eria$ Competene !Commitment ! E&pertiseCommitment ! E&pertise

6*56*5

B* Str"t"re 8 S'stemB* Str"t"re 8 S'stem ;*5;*5

4* E&periene in the In#"str'4* E&periene in the In#"str' ;*5;*5

?* Strate%i Initiati=es?* Strate%i Initiati=es 5*45*4


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MANA0EMENT RISKMANA0EMENT RISK

ARAMETERS, ont#*ARAMETERS, ont#*

@* .en%th of Re$ationship 1ith the@* .en%th of Re$ationship 1ith the+ank+ank

;*4;*4

* Cre#i:i$it'* Cre#i:i$it' ;*5;*5F* A:i$it' to mana%e han%eF* A:i$it' to mana%e han%e ;*5;*5

;5* S"ession p$an ! ke' person;5* S"ession p$an ! ke' person ;*5;*5

;;* A#herene to o=enants of;;* A#herene to o=enants ofsantionsantion 6*56*5

TotalTotal 1515


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+ORRO9ER RATIN0 > ENTR7+ORRO9ER RATIN0 > ENTR7

+ARRIERS+ARRIERS

Units sho"$# not sore Hero inUnits sho"$# not sore Hero intheset1o parameters< i*e*


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/ACI.IT7 RATIN0/ACI.IT7 RATIN0

- Separate rating for each facilitySeparate rating for each facility

- Each time, a facility is sanctioned, FacilityEach time, a facility is sanctioned, Facility

Rating is assessedRating is assessed

- As many facilities, so many RatingsAs many facilities, so many Ratings


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/ACI.IT7 RATIN0/ACI.IT7 RATIN0

ARAMETERSARAMETERS;*;* INDUSTR7INDUSTR7

, In#"str' harateristi an#, In#"str' harateristi an#

Distane to Defa"$tDistane to Defa"$t , In#"str' Reo=er' sore, In#"str' Reo=er' sore

*5*5

*5*5

6* 0eo%raph'6* 0eo%raph' 5*?5*?

* Unit Charateristis* Unit Charateristis-.e=era%e ! Enforement of o$$atera$.e=era%e ! Enforement of o$$atera$

-Safet'< =a$"e an# e&istene ofSafet'< =a$"e an# e&istene ofassetsassets

B*5B*5

B*5B*5


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/ACI.IT7 RATIN0 ARAMETERS/ACI.IT7 RATIN0 ARAMETERS

> ont#*> ont#*

B* Maroeonomi on#itionsB* Maroeonomi on#itions

-0D %ro1th rate 2 Impat of0D %ro1th rate 2 Impat of

:"siness:"siness-Inso$=en' $e%is$ation in theInso$=en' $e%is$ation in thej"ris#itionj"ris#ition

-Impat of s'stemi ! $e%a$ fators inImpat of s'stemi ! $e%a$ fators in

reo=er'reo=er'

-Time perio# for reo=er'Time perio# for reo=er'

;*5;*5

;*5;*5;*5;*5

;*5;*5

4* Tota$ se"rit'4* Tota$ se"rit' @5*5@5*5


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/ACI.IT7 RATIN0 ARAMETERS/ACI.IT7 RATIN0 ARAMETERS

> ont#*> ont#*?* Cre#it "a$it' of the +orro1er?* Cre#it "a$it' of the +orro1er

(+orro1er Ratin% sore o"t of ;5)(+orro1er Ratin% sore o"t of ;5)

;5*5;5*5

Total scoreTotal score 100.0100.0

Ne%ati=e Marks forNe%ati=e Marks for

-De:t!E-"it'De:t!E-"it'

-0ross A=%* DSCR0ross A=%* DSCR

-Tenor of /ai$it'Tenor of /ai$it'-C"rrent RatioC"rrent Ratio

,6*5,6*5

,6*5,6*5

,;*5,;*5

,4*5,4*5

FACILITY RATING SCOREFACILITY RATING SCORE

XIM - Credit Risk Assessment

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