ALLL Computation

ALLL Computation - 1.50 85.00 15.00 Small Bus Loans 2.00...

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon
Example of the Computation of General Allowanc and Lease Losses Computation of General RLLL under FAS 5 PD denotes Probability of Default LGD denotes loss given default = ( 1 - Recovery R EAD denotes Exposure at Default ALLL = PD x LGD x EAD (RLLL) Loan Classification or Risk Classification LGD= Classification PD Rec Rte (1-RCVR) Real Estate Loans
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Background image of page 2
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: 1.50% 85.00% 15.00% Small Bus Loans 2.00% 55.00% 45.00% Consumer Loans 3.00% 45.00% 55.00% Credit Card Loans 6.00% 10.00% 90.00% ce (Reserve) for Loan Rate) EAD ALLL (RLLL) $1,503,275,000 $3,382,368.75 $164,365,000 $1,479,285.00 $248,837,000 $4,105,810.50 $2,327,000 $125,658.00 Total ALLL = $9,093,122.25 (RLLL)...
View Full Document

This note was uploaded on 03/16/2011 for the course FIN 4324 taught by Professor Clark during the Spring '11 term at FSU.

Page1 / 2

ALLL Computation - 1.50 85.00 15.00 Small Bus Loans 2.00...

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online