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Mer Set 27, 2017 11:03 am Da studi

Laureata in economia e commercio con voto 110 e lode, abilitata DOTTORE COMMERCIALISTA, 40enne con esperienza pluriennale nella preparazione universitaria, impartisce accurate …

Problema Iscrizione

Mar Ott 08, 2013 10:34 pm Da Anonymous

Ragazzi ho un problema. Pensavo di aver pagato la mora della rata di giugno ma non è così. Ora non mi fa iscrivere perchè dice che non ho effettuato i pagamenti. Se la pago domani …

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    Esercizi sul rischio di credito

    Anonymous
    Balacche
    Ospite


    Esercizi sul rischio di credito Empty Esercizi sul rischio di credito

    Messaggio Da Balacche Ven Nov 30, 2012 2:42 pm

    Salve a tutti,
    avrei bisogno di un aiuto per risolvere questi esercizi:

    Exercise 1.1
    What amount does the Bank have to borrow from the market? Insert the correct data in the yellow cells in order to complete
    Total loan 500.000.000
    borrower's rate 6%
    Capital requirement for a not rated borrower 8%
    interest to receive ???30.000.000
    capital (€) ???540.000.000
    liabilities ???546.500.000
    Exercise 1.2 a
    What
    is the rate the Bank should pay on these liabilities to reach a target
    ratio of value / total asset of 0,80% , in relation to this loan?
    Insert the correct data in the yellow cells in order to complete the table.
    Value/Total asset 0,80%
    Expected value creation amount ???4.000.000
    Cost of capital 11,50%
    Capital (€) ???540.000.000
    Expected cost of capital to pay ???5.347.500
    Exercise 1.2 b
    Insert the correct data in the yellow cells in order to complete the table.
    Interest to receive 30.000.000
    Expected cost of capital to pay ???57.500.000
    Interest to receive – cost of capital to pay ???
    Expected value creation amount ???
    Interest on liabilities in order to obtain the expected value creation amount ???
    Liabilities ???
    Cost of the debt ???
    Exercise 1.3
    Re-estimate the max liability rate we can pay to get the same value/total asset ratio of 0,80%.
    Insert the correct data in the yellow cells in order to complete the table.
    Total loan (€) 500.000.000
    Operational cost (%) 1,60%
    Value/Total asset 0,80%
    Expected value creation amount ???
    Capital (€) ???
    Cost of capital (%) 11,50%
    Expected cost of capital to pay (€) ???
    Interest to receive ???
    Interest to receive - cost of capital to pay ???
    Operational cost (€) ???
    Interest on liabilities in order to obtain the expected value creation amount ???
    Liabilities ???
    Cost of the debt (%) ???
    Exercise 1.4
    Re-estimate the max liability rate we can pay to get the same value/total asset ratio of 0,80%.
    Insert the correct data in the yellow cells in order to complete the table.
    Total loan (€) 500.000.000
    Operational cost (%) 1,60%
    Expected loss (%) 1,00%
    Value/Total asset 0,80%
    Expected value creation amount ???
    Capital (€) ???
    Cost of capital (%) 11,50%
    Expected cost of capital to pay (€) ???
    Interest to receive ???
    Interest to receive - cost of capital to pay ???
    Operational cost (€) ???
    Expected loss (€) ???
    Interest on liabilities in order to obtain the expected value creation amount ???
    Liabilities ???
    Cost of the debt (%) ???

    Exercise 1.5
    Re-estimate the max liability rate we can pay to get the same value/total asset ratio of 0,80%.
    Insert the correct data in the yellow cells in order to complete the table.
    Total loan (€) 500.000.000
    Unexpected loss (%) 1,30%
    Unexpected loss (€) ???
    Capital (€) (8%) ???
    Total capital (€) ???
    Liabilities ???
    Value/Total asset 0,80%
    Expected value creation amount ???
    Cost of capital (%) 11,50%
    Expected cost of total capital to pay (€) ???
    Interest to receive ???
    Interest to receive- cost of capital to pay ???
    Operational cost (€) ???
    Expected loss (€) ???
    Interest on liabilities in order to obtain the expected value creation amount ???
    cost of the debt (%) ???

      La data/ora di oggi è Gio Mar 28, 2024 3:33 pm