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廖廖酱 · 2023年03月20日

关于A选项

  1. CFA II
  2. FRA

NO.PZ2020021601000019

问题如下：

Judith Yoo is a financial sector analyst writing an industry report.

Part of Yoo’s analysis focuses on Company XYZ, a global commercial bank, and its CAMELS rating, risk management practices, and performance.

To assess Company XYZ’s risk management practices, Yoo reviews the loan loss analysis in Exhibit 4.

Based on Exhibit 4, a loan loss analysis for the last three years indicates that:

选项：

A.

Company XYZ has become less conservative in its provisioning for consumer loans.

B.

the provision for commercial loan losses has trailed the actual net charge- off experience.

C.

the cushion between the allowance and the net commercial loan charge- offs has declined.

解释：

C is correct.

The allowance for loan losses to net commercial loan charge- offs has been declining during the last three years, which indicates that the cushion between the allowance and the net commercial loan charge- offs has deteriorated.

2015 Consumer: Allowance for Loan Losses/Net Loan Charge-Offs=13,000/2,901=4.48

2016 Consumer: Allowance for Loan Losses/Net Loan Charge-Offs=11,500/2,505=4.59

2017 Consumer: Allowance for Loan Losses/Net Loan Charge-Offs=11,000/2,460=4.47

2015 Commercial: Allowance for Loan Losses/Net Loan Charge-Offs=169/44=3.84

2016 Commercial: Allowance for Loan Losses/Net Loan Charge-Offs=1,012/387=2.61

2017 Commercial: Allowance for Loan Losses/Net Loan Charge-Offs=1,540/1,060=1.45

2015 Consumer: Provision for Loan Losses/Net Loan Charge-Offs=1,300/2,901=0.45

2016 Consumer: Provision for Loan Losses/Net Loan Charge-Offs=2,000/2,505=0.80

2017 Consumer: Provision for Loan Losses/Net Loan Charge-Offs=3,000/2,460=1.22

2015 Commercial: Provision for Loan Losses/Net Loan Charge-Offs=95/44=2.16

2016 Commercial: Provision for Loan Losses/Net Loan Charge-Offs=442/387=1.14

2017 Commercial: Provision for Loan Losses/Net Loan Charge-Offs=1,100/1,060=1.04

老师您好，看到之前的解答关于A选项，对于选项A，是说对于消费贷款的准备金变得不保守了。这个需要看的指标是Provision for Loan Losses/Net Loan Charge-Offs，2015年是0.45,2016年是0.8,2017年是1.22，指标上升，说明是变得更加保守了，而不是不保守了，所以A是错的。请问下这个Provision for Loan Losses/Net Loan Charge-Offs在课件哪里有提到这个公式吗？没有印象，不知道做题需要算这个。

还有想问下实际做题时候需要像答案中把这些指标数值全部都计算出来吗？


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王园圆_品职助教 · 2023年03月21日

嗨，爱思考的PZer你好：


同学你好，讲义上的公式如下，请看截图黄色部分

另外，你问的是否需要全部计算的问题，针对每一个选项要判断是否正确，建议同学还是把所有数值都计算出来，这样才是判断最准确的

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

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