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Base Rate

This document summarizes the financial performance and parameters of a bank over several years: - Total deposits grew from Rs. 116,747.51 crores in 2001 to Rs. 636,29 crores in 2010 with term deposits being the largest share. - Cost of deposits was 7.41% in 2008 with CASA deposits having the lowest cost. - Gross NPAs increased from Rs. 320 crores in 2001 to Rs. 650 crores in 2010 while the net NPA ratio remained low and increased slightly to 0.19% in 2010. - The bank reported a net profit of Rs. 1413 crores in 2008 with a return on deployable deposits of 1.7%.

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Chinmay Mohapatra
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30 views

Base Rate

This document summarizes the financial performance and parameters of a bank over several years: - Total deposits grew from Rs. 116,747.51 crores in 2001 to Rs. 636,29 crores in 2010 with term deposits being the largest share. - Cost of deposits was 7.41% in 2008 with CASA deposits having the lowest cost. - Gross NPAs increased from Rs. 320 crores in 2001 to Rs. 650 crores in 2010 while the net NPA ratio remained low and increased slightly to 0.19% in 2010. - The bank reported a net profit of Rs. 1413 crores in 2008 with a return on deployable deposits of 1.7%.

Uploaded by

Chinmay Mohapatra
Copyright
© © All Rights Reserved
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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Total Deposit(Rs.

Cr)
CA Dep
SB Dep
Term Dep

116747.51
14070.78 p134
16226.12 p134
86450.61 p134

Share

Cost of dep

12.05%
25.95%
13.90% CASA
74.05%
100.00%

1301.54715
1.11% CA

http://www.corpbank.com/asp/0100text.asp?presentID=60&headID=0

Cost of dep
0%
4.00%
9.25%

851.8713
0.73% SB

ntID=60&headID=0

Difference Adj Factor


9.3%
5.25%

Cost of Deposit
1.11%
7.41%
0.73%
0.00%

Parameters
Cost of Deposits
CRR
Interest on CRR
Earnings on SLR
SLR
Reserve adjusted CoF
Negeative Carry on CRR & SLR

BSR
7.41%
4.75%
0.00%
364 T Bill
8.00%
24.00%
7.70%
0.29%

http://rbidocs.rbi.org.in/rdocs/PressRelease/PDFs/IEPR221TB0812.pdf

0812.pdf

Base Rate
a+b+c+d
Benchmark Rate
(a)

Negative Carry (b)


on CRR and SLR

7.41%

0.29%

1040

83182.600875

RACF(a+b)

7.70%

Over head
Costp 141
(c)

1.25%

Total COF
a+b+c
8.95%

Processing
Fee

Return on
Depl. Dep

1.70%

10.65%

P..141Op Exp

0.0125026146
http://www.corpbank.com/asp/0100text.asp?presentID=1715&headID=19

-895

137

-1032

0.50%

DP(AAA) MP(5 Yrs) Loan Rate


0.20%

0.75%

Year(RM) Yield
10(AAA)

10.70%

5(AAA)

9.95%

12.09%

BSR
Net Profit
Total Deposit
SLR
CRR
Deployable Deposits
Return on Depl.Deposits

1413 p131
116747.51 p130
24%
4.75%
83182.600875
1.70%

Rating One Year PD LGD DP


AAA

0.30% 65%

0.20%

AA

0.50% 65%

0.33%

0.75% 65%

0.49%

BBB

1.50% 65%

0.98%

BB

2.75% 65%

1.79%

5.25% 65%

3.41%

7.00% 65%

4.55%

DEFAULT RATE AND LOSS RATE ANALYSIS


YEAR ENDING
STANDARD
GROSS NPA

2001
1526
320

2002
1755
290

2003
2018
210

2004
2321
220

GROSS ADVANCES

1846

2045

2228

2541

NET ADVANCES

2250

NET NPA

91

INCREMENTAL STANDARD

228.9 263.235

ADDITION TO GROSS NPA

DEFAULT RATES
PROBABILITY OF DEFAULT

-30

-80

302.72025
10

0.45%
1.36%

1.23%

INCREMENTAL NET NPA

TOTAL RECOVERY
RECOVERY RATE
AVERAGE RECOVERY RATE
Default Premium

0.76% = Expected Default Probability * (1-Recovery Rate)

2005
2669
270

2006
3069
365

2007
3530
400

2008
39163
500

2009
48368
559

2010
62979
650 P 89

2939

3434

3930

39663

48927

63629 p37

2588

4886

6318

7708

48512

63202

95

283

284

347

559

348.1282875 400.347530625 460.399660219 35633.2692717

9205

14611

650 p 89

50

95

35

100

59

91

1.97%

3.23%

1.02%

2.54%

0.15%

0.19%

3.80

188.71

0.92

62.51

212.16

91.00

0.17%

7.29%

0.02%

0.99%

bility * (1-Recovery Rate)

130
26.00%

385 p117 4.2.8


68.87%
44.05%

GA
GNPA - SP
GA
NA

63629

SA + GNPA
NNPA
SA+NNPA +SP
GA- SP

63629
650

SA+NNPA

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