Research Article
An Optimal Decision Assessment Model Based on the Acceptable Maximum LGD of Commercial Banks and Its Application
Table 3
The ascertaining of the acceptable maximum annual LGD.
| | ) Index | () Indicator | Indicators for calculating credit threshold | () Indicator data | | () Intermediate variable 1 | () Intermediate variable 2 |
| | 1 | Loan rate | — | — | 10.5285% |
| | 2 | Financial costs
= 5.57% | Expenses of interest on deposit (3318498 thousand Yuan) | One-year deposit rate | 3.00% | | 3 | Rate of legal deposit reserve | 16.5% | | 4 | Deposit reserve rate | 1.62% | | 5 | Charge against revenue (2334148 thousand Yuan) | Operating expenses | 2161448 (thousand Yuan) | | 6 | Depreciation charges of fixed assets | 166427 (thousand Yuan) | | 7 | Other business expenses | 6273 (thousand Yuan) | | 8 | Total loan | 101399562
(thousand Yuan) |
| | 9 | Target rate of return
= 0.71% | Weighted average ROE | 17.65% | | 10 | Market risk capital | 0 (thousand Yuan) | | 11 | Minimum core capital adequacy ratio | 6% | | 12 | Deductions of core capital | 85762 (thousand Yuan) | | 13 | Assets | 256800388
(thousand Yuan) | | 14 | Weight of the risk assets for loan | 1 |
|
|
