test cases for poc-hlb
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EIR Amortization by Segment
Fee Cost Fee
Corporate
Commercial
Retail
Auto
Direct
Subsidiary 1
Subsidiary 2
Mortgage
Credit Card
EIR Amortization by Segment
Fee Cost Fee
Corporate
Commercial
Retail
AutoDirect
Subsidiary 1
Subsidiary 2
Mortgage
Credit Card
Initial (BS) EIR Amorti
Initial Fee (BS) EIR Amorti
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April
Fee
Cost Fee Cost 10
20
30
March
Cost Fee Cost
sation (PL)
sation (PL)
Unamortised
Unamortised
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Amort Unam
2 8
5 15
7 23
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EIR Amortization by Segment
Fee Cost Fee
Corporate
Commercial
Retail
Auto
Direct
Subsidiary 1
Subsidiary 2
Mortgage
Credit Card
EIR Amortization by Segment
Fee Cost Fee
Corporate
Commercial
Retail
AutoDirect
Subsidiary 1
Subsidiary 2
Mortgage
Credit Card
Initial Fee (BS) EIR Amorti
Initial Fee (BS) EIR Amorti
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April
Fee
Cost Fee Cost 10
20
30
March
Cost Fee Cost
sation (PL) Unamortised
sation (PL) Unamortised
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Amort Unam
2 8
5 15
7 23
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IRR - Amortization ScheduleInstallment Loan in Arrear
1.29%
1.00%0.01% (700,000,000)
7,000,000
(693,000,000)
1-Jan-09 70,000,000,000
31-Jan-09 30 70,000,000,000 845,833,333 896,441,959
1-Feb-09 2,582,344,910 67,417,655,090
28-Feb-09 30 67,417,655,090 814,629,999 863,695,560
1-Mar-09 2,609,244,336 64,808,410,754
31-Mar-09 30 64,808,410,754 783,101,630 830,581,276 1-Apr-09 2,636,423,964 62,171,986,790
30-Apr-09 30 62,171,986,790 751,244,840 797,094,928
1-May-09 2,663,886,714 59,508,100,076
31-May-09 30 59,508,100,076 719,056,209 763,232,290
1-Jun-09 2,691,635,534 56,816,464,542
30-Jun-09 30 56,816,464,542 686,532,280 728,989,086
1-Jul-09 2,719,673,404 54,096,791,137
31-Jul-09 30 54,096,791,137 653,669,560 694,360,992
1-Aug-09 2,748,003,335 51,348,787,802
31-Aug-09 30 51,348,787,802 620,464,519 659,343,635
1-Sep-09 2,776,628,370 48,572,159,432
30-Sep-09 30 48,572,159,432 586,913,593 623,932,590
1-Oct-09 2,805,551,582 45,766,607,849
31-Oct-09 30 45,766,607,849 553,013,178 588,123,382
1-Nov-09 2,834,776,078 42,931,831,77130-Nov-09 30 42,931,831,771 518,759,634 551,911,485
1-Dec-09 2,864,304,996 40,067,526,776
31-Dec-09 30 40,067,526,776 484,149,282 515,292,320
1-Jan-10 2,894,141,506 37,173,385,270
31-Jan-10 30 37,173,385,270 449,178,405 478,261,256
1-Feb-10 2,924,288,813 34,249,096,457
28-Feb-10 30 34,249,096,457 413,843,249 440,813,608
1-Mar-10 2,954,750,155 31,294,346,302
31-Mar-10 30 31,294,346,302 378,140,018 402,944,639
1-Apr-10 2,985,528,803 28,308,817,499
30-Apr-10 30 28,308,817,499 342,064,878 364,649,555
1-May-10 3,016,628,061 25,292,189,438
31-May-10 30 25,292,189,438 305,613,956 325,923,508
1-Jun-10 3,048,051,270 22,244,138,168
30-Jun-10 30 22,244,138,168 268,783,336 286,761,595 1-Jul-10 3,079,801,804 19,164,336,364
31-Jul-10 30 19,164,336,364 231,569,064 247,158,855
1-Aug-10 3,111,883,073 16,052,453,292
31-Aug-10 30 16,052,453,292 193,967,144 207,110,271
1-Sep-10 3,144,298,521 12,908,154,770
30-Sep-10 30 12,908,154,770 155,973,537 166,610,768
1-Oct-10 3,177,051,631 9,731,103,139
31-Oct-10 30 9,731,103,139 117,584,163 125,655,212
1-Nov-10 3,210,145,919 6,520,957,221
30-Nov-10 30 6,520,957,221 78,794,900 84,238,410
1-Dec-10 3,243,584,939 3,277,372,282
31-Dec-10 30 3,277,372,282 39,601,582 42,355,111
1-Jan-11 3,277,372,282 0
31-Jan-11 30 0 0 0
70,000,000,000 10,992,482,289 11,685,482,289 6
*) to simplify calculation it is assumed accrual is done monthly
Transactions cost (JADIB)
Drawdown Date: 1-Jan-09
Maturity: 1-Jan-11
Loan Nominal Amount: 70,000,000,000
Interest rate 14.5000%
Annualized IRR (Effective
Interest): 15.52%
Fee income (KDD)
Repayment
Date
Accrual Date
*)Period Principal Repayment
Outstanding
Principal
(a)
Interest Income
(b)Effective Interest (c)
Dis
Amo
Int
(d)
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Case 1 - Employee Loan
CIMB Niaga granted loan amounting Rp 20,000,000 to its employee for period 25/01/2009 - 25/01/2010 with interest rat
a. Please calculate fair value of loan above
b. Please provide loan schedule based on fair valuec. Please generate journal entries for 1st installment under PSAK 55
Current market rate = 15% p.a. Installement of principal and interest frequency is monthly. Pls see loan original
schedule below.
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6% p.a.
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Case 2 - Generic Loan
a. Please provide loan schedule based on PSAK 55b. Please generate journal entries for 1st installment under PSAK 55
CIMB Niaga granted loan amounting Rp 70,000,000,000 for period 2 year starting from 1 Jan 2009 - 1 Jan 2011 with
interest rate 14,5% p.a. Bank charged fee income (KDD) = 1% from total loan amount. Bank also has transaction cost
(JADIB) Rp 7,000,000. Installment of interest and principal frequency is monthly. Pls see loan original schedule below.
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Case 3A - Early Pay off
a. Please provide loan schedule based on PSAK 55b. Please generate journal entries during early pay off.
Case 3B - Early Pay off (expected life time)
a. How to set the parameter in the system for 2 years loan but there will be an option to settle the loan at the end of
first year.
CIMB Niaga granted loan amounting Rp 70,000,000,000 for period 2 year starting from 1 Jan 2009 - 1 Jan 2011 with
interest rate 14,5% p.a. Bank charged fee income (KDD) = 1% from total loan amount. Bank also has transaction cost
(JADIB) Rp 7,000,000. Installment of interest and principal frequency is monthly.
On May 5, 2010, the loan is fully repaid by debtor.
CIMB Niaga granted loan amounting Rp 70,000,000,000 for period 2 year starting from 1 Jan 2009 - 1 Jan 2011 with
interest rate 14,5% p.a. Bank charged fee income (KDD) = 1% from total loan amount. Bank also has transaction cost
(JADIB) Rp 7,000,000. Installment of interest and principal frequency is monthly.
Since the beginning, Bank know that this loan will be early pay off by debtor on the 1st year.
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Case 4A - Restructure - Changing Loan Period
January 4, 2010
120,000
Period 12 months
9.0% p.a. flat
1.0%250 (assume:material for bank)
7.0% p.a. effective
Principal 10,000
Interest 900
1)
2) Remaining loan will be paid in 6 months later (every month)
a. Please provide loan schedule based on PSAK 55 after restructure
b. Please generate journal entries during restructure
loan original schedule
Case 4B - Restructure - Changing Loan Period
Loan detail same as above.
Starting May 2010, debtor did not pay loan installment hence the loan is restructured with condition below:
- Loan periode is extended from Dec 2010 to Jun 2011.
- Interest rate is changed to 7% p.a flat.
a. Please provide loan schedule based on PSAK 55 after restructure
b. Please generate journal entries during restructure
Restructure
During 4th month, debtor pay installment for 3 month totaling Rp 32,700
Restructure
ProvisionTransaction cost
Market rate
Installment/month
CIMB Niaga granted loan to debtor with detail as follows:
Starting date
Outstanding
Interest rate
All installment is repaid every month based on loan installment schedule
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Case 5 - Collective Impairment
Bank divided loan into 8 categories for counting collective impairment based on Day Past Due (DPD).
Table 1: loan categories by DPD
Table 2: loan categories by DPD as of 31-Dec-2009
Table 3: Detail loan written off and recovery from year 2010-2012
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Question;
1. Please calculate PD for loan as of Dec 31, 2009 based on data in table 1.
2. Please calculate LGD based on table 3 with assumption recovery rate in year 2008 is unusual and Bank will ignore
2008 recovery rate.
3. Please provide impairment amount for each loan categories based on PD and LGD above
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Data Corporate Banking Jan 2011 & Jan 2012
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%PD Calculation
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