Lending Operations and Risk Management - Stage-II
ISQ Examination (Winter-2006)

Q.1    Please write the alphabate of selected choice in the answer column:                            (25)

                                                                                                                                                   (Answer)

i

When the value of collateral is adjusted for its maturity, enforceability and price volatility, the process is called ____________.

A) Securitization              B) Collateralization                         C) Haircut
D) Prudence                    E) None of the above

 
ii

After a certain point, any further increase in interest rate __________ the expected return to lenders.

A) enhances                        B) reduces                           C) affects
D) does not affect               E) None of the above

 
iii

When Statutory Liquidity Requirement (SLR) of a bank increases its capacity to extend credit ____________.

A) increases                        B) decreases                        C) stabilizes
D) has no impact                 E) None of the above

 
iv

For credits against pledge of shares of blue chip companies a credit risk manager has to ensure that a minimum margin of _______ is always maintained.

A) 0%                          B) 20%                 C) 30%               D) 100%
E) None of the above

 
v

In Pakistan all banks are required to create a general reserve equal to at least ______% of their secured consumer credit portfolio.

A) 1.0                            B) 1.5                C) 10.0              D) 15.0
E) None of the above

 
vi

The Credit-to-GDP (Gross Domestic Product) ratio in the economy of Pakistan is around:

A) 5%                      B) 25%                  C) 55%                D) 100%
E) None of the above

 
vii

__________ sector is the largest recipient of credit in Pakistan.

A) Agriculture                B) Consumer                        C) Corporate
D) SME                         E) None of the above

 
viii

During the financial year ending June-06 the credit off-take in the economy of Pakistan was around Rs. __________ Billion against the target of Rs 330 Billion in the Annual Credit Plan.

A) 250                          B) 350               C) 500                D) 2500
E) None of the above

 
ix

______________ is a clause in the floating charge whereby a company promises not to charge its assets elsewhere without the prior approval of the bank.

A) ordinary pledge          B) negative pledge             C) floating pledge
D) collateralization          E) None of the above

 
x

The method of funding acquisition of a physical asset where the repayment of the exposure is dependent upon the cash flows generated by that specific asset is called __________ Finance.

A) Project               B) Object           C) Commodity           D) Running
E) None of the above

 
xi

The diversification of a credit portfolio means that the portfolio should ideally be divided into different economic sectors having __________ correlation.

A) perfect B) high
C) equal D) low
E) None of the above

 
xii

Credit risk is most closely described by:

A) actual accounting loss B) potential accounting loss
C) economic loss D) Loss of reputation
E) None of the above

 
xiii

Stocks of the company is __________

A) Hypothecated B) Mortgaged C) Pledged
D) A&C E) None of the above

 
xiv

Floor rate is:

A) Cap rate B) Base Rate C) Floating Rate
C) Minimum agreed rate E) None of the above

 
xv

Land and Building of the company is __________

A) Hypothecated B) Mortgaged C) Pledged
D) B&C E) None of the above

 
xvi

Against the borrower’s equity of Rs.10 M the Borrower is entitle for Non-funded exposure of :

A) Rs.100M B) Rs.60M C) Rs.80M
D) Rs.40M.00 E) None of the above

 
xvii

Against the Running finance Limit of Rs.10.00 Million against 40% margin , what should be the minimum value of stock to draw down Rs.10.00 Million:

A) Rs 180M B) Rs 150M C) Rs 167M
D) Rs 140M E) None of the above

 
xviii

Where Trade Bills(Import/Export or Inland Bills) are not paid/ adjusted within 180 days of the due date. This will be classified under which of the following categories:

A) OAEM B) Substandard C) Doubtful
D) Loss E) None of the above

 
xix

If the accommodation is secured against liquid securities, the minimum acceptable current ratio for all corporate and commercial loans is:

A) 0.75 : 1.0 B) 1.00 : 1.0 C) 1.50 : 1.0
D) Regulation not applicable. E) None of the above

 
xx

Where mark-up/interest or principal is overdue by 90days or more from the due date. This will be classified under:

A) OAEM B) Substandard C) Doubtful
D) Loss E) None of the above

 
xxi

Charge will not be registered in case of the following security:

A) Pledge B) Hypothecation
C) Equitable Mortgage D) Defence Saving Certificate
E) None of the above

 
xxii

It is mandatory to get the Personal Guarantees of the borrowers/ Directors in the Following except:

A) A & B company with Assets size of 10M & sales of 200M
B) M & C company with Assets size of 40M and Sales of 150M
C) A & N company with Assets size of 50M and Sales of 310M.
D) X & Y company with Assets size of 51m and above
E) None of the above

 
xxiii

Fund Based Clean financing Limit to a SME concern is allowed upto:

A) One Hundred Thousand B) Five hundred thousand
C) One Million D) Two Million
E) None of the above

 
xxiv

Clean Fund Based facilities can be utilized for the following except:

A) Purchase of 2nd hand Vehicle
B) Repayment of Credit Card bills
C) Advance school fees
D) Subscription of shares
E) None of the above

 
xxv

Bank Spread is a :

A) Difference between Cost of funds & Income derived from these funds
B) Difference between Deposit and Advances
C) Provisioning charged on Non-Performing Loans
D) Difference between mark-up rate and deposit rate.
E) None of the above

 

Q.2    State True or False in the answer column. Give brief reason for your selection at the space           provided below the question:                                                                                               (25)
                                                                                                                                                 (Answer)

i
The risk that failure of a large bank would lead to collapse of the entire banking system is called Systemic Risk.
 
ii
Net advances are equal to gross advances plus provisioning held.
 
iii
The price of a bond (or a secondary market loan) is directly related to its yield.
 
iv
A fixed charge covers all the assets of a company.
 
v
A mortgage is a type of loan that is collateralized with a specific piece of real estate, either residential or commercial.
 
vi
The cash flow from investments is the key to determine the ability to repay a loan because it is directly related to the economic decisions.
 
vii
One can fairly assume that rating of an instrument is directly related to its default rate.
 
viii
Running Finance is a type of credit facility that is extended by a bank to its customers for a period of 01 year.
 
ix
A revocable letter of credit can neither be cancelled nor amended without prior consent of the beneficiary.
 
x
It is easier to calculate credit risk in loans and advances as compared to fixed income securities.
 
xi
With increasing sophistication and dependence upon technology operational risk becomes more important than credit risk.
 
xii
Liquidity risk reflects an enterprise’s inability in raising funds to meet its commitment.
 
xiii
Mark-up interest earned minus mark-up interest expensed is equal to net profit.
 
xiv
The equitable mortgage and mortgage by deposit of title deeds is the same security.
 
xv
Interest rate risk arises where the value of financial instruments fluctuate due to changes in market price.
 
xvi
Advances are bank’s liabilities and deposits are bank’s assets.
 
xvii
Set-off means adjusting a debit balance in one account against a credit balance of the group companies.
 
xviii
Credit risk represents the accounting loss that would be recognized at the reporting date if counter parties failed to perform as contracted.
 
xix
Accommodation granted against a guarantee unsupported by collateral security is an unsecured advance.
 
xx
Subordinated Loan means a secured loan extended to the borrower by its sponsors.
 
xxi
Frequency of mark up recovery impacts the effective rate of mark up
 
xxii
Frequency of mark up recovery impacts the effective rate of mark up
 
xxiii
In hypothecation, both title and possession rests with the borrower.
 
xxiv
Equitable mortgage can be created by depositing certified true copy of the title documents.
 
xxv
It is imperative for the scheduled commercial banks to have minimum capital adequacy of 8 % even if there is a significant difference in their risk profile.
 

Q.3    What do the following commonly used abbreviations stand for?                                      (05)

i.      BMR    :___________________________________________
ii.     LIBOR :___________________________________________
iii.    NPL      : __________________________________________
iv.    REIT    :___________________________________________
v.    SBLC    :___________________________________________

Q.4 (A)

CD Textile is banking with four Banks. These banks have granted different financing facilities against 1st parri-passu Charge. Now the company applies to 5th Banks for some facilities. 5th Bank is asking for PariPassu charge.

What are its implications for other Banks? (03)

Q.4 (B)
What are the implications of raise in CRR & SLR on Credit Pricing? (04)
Q.4 (C)
Mention the repercussions of financing fixed Assets of a manufacturing concern with the short term borrowings and also suggest the corrective measures? (05)
Q.5
What do you understand by loan review? When should this exercise be undertaken and mention at least 5 basic factors that you will consider while loan review? (05)
Q.6
What is a problem loan? What measures would you suggest to manage the existing portfolio of problem loans and to stem their flow in future? (10)
Q.7
You have been deputed to Gwadar branch of ABC bank as Credit Manager. A local entrepreneur comes to you for financing. What information would you obtain directly from him/her or from other sources? Why would you require such information? (10)
Q.8

Case study (08)

QUOTE
DEALING WITH DIRECTORS, MAJOR SHARE-HOLDERS
AND EMPLOYEES OF THE BANKS / DFIs
Banks / DFIs shall not take any exposure on any of their directors or to individuals, firms or companies in which they or any of their directors, either directly in the borrowing entity or in any of its group companies, hold key management positions, or are interested as partner, director or guarantor, as the case may be, their Chief Executives and shareholders holding 5% or more of the share capital of the bank / DFI, including their spouses, parents, and children or to firms and companies in which they are interested as partners, directors or shareholders holding 5% or more of the share capital of that concern, without the approval of the majority of the directors of that bank / DFI excluding the director concerned. The facilities to the persons mentioned above shall be extended at market terms and conditions and be dealt with at arm length basis.
UNQUOTE

A company XYZ is an old and valued client of the bank availing financial facilities both funded and unfunded from the bank for the past many years recently on of the directors of xyz company is appointed on the board of directors of the bank. XYZ Company is planning expansion of its facilities and requires additional funding .The company also requested the bank to allow relaxation in repayment of existing loans by one year and reduce the rate of mark on the existing facilities by .25%.

(A) Advise the bank if it can extend following facilities keeping the provision of above quoted regulations. Substantiate your answer with reasoning.

1. Additional financing facilities?
2. Provide relaxation in repayment of loan?
3. Provide relaxation in Mark up rate?

(B) What would be your advice to the bank if the director was also holding 5% shares of the bank?