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Example Loan Pricing

The document contains tables with interest rate data for GEL and USD deposits and loans over different time periods measured in months. It also includes tables with interest rate data for interbank rates and transfer price curves relating GEL and USD to each other over different time periods. Additional tables provide information on the bank's asset allocation, interest rates, revenues, expenses, taxes, capital and return on equity.

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Nino Natradze
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203 views4 pages

Example Loan Pricing

The document contains tables with interest rate data for GEL and USD deposits and loans over different time periods measured in months. It also includes tables with interest rate data for interbank rates and transfer price curves relating GEL and USD to each other over different time periods. Additional tables provide information on the bank's asset allocation, interest rates, revenues, expenses, taxes, capital and return on equity.

Uploaded by

Nino Natradze
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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GEL Deposits GEL Loans

Month BOG TBC Average Market Month BOG

3 6.00% 5.50% 5.75% 3 12.75%


6 8.00% 7.76% 7.88% 6 14.75%
9 8.50% 8.55% 8.53% 9 15.25%
12 9.00% 9.00% 9.00% 12 15.75%
15 9.00% 9.40% 9.20% 15 15.75%
18 9.10% 9.65% 9.38% 18 15.85%
21 9.20% 9.80% 9.50% 21 15.95%
24 9.25% 10.05% 9.65% 24 16.00%
36 9.50% 10.30% 9.90% 36 16.25%
48 9.75% 10.55% 10.15% 48 16.50%
60 10.00% 10.80% 10.40% 60 16.75%
12 11.25% 12.05% 11.65% 12 18.00%

USD Deposits USD Loans

Month BOG TBC Average Market Month BOG

3 0.00% 0.00% 0.00% 3 4.25%


6 1.00% 1.25% 1.13% 6 5.25%
9 2.00% 1.90% 1.95% 9 6.25%
12 2.50% 2.40% 2.45% 12 6.75%
15 2.50% 3.00% 2.75% 15 6.75%
18 2.60% 3.05% 2.83% 18 6.85%
21 2.70% 3.15% 2.93% 21 6.95%
24 2.75% 3.30% 3.03% 24 7.00%
36 3.00% 3.55% 3.28% 36 7.25%
48 3.25% 3.80% 3.53% 48 7.50%
60 3.50% 4.05% 3.78% 60 7.75%
12 4.75% 5.30% 5.03% 12 9.00%
TBC Average Market GEL Transfer Price Curve

11.95% 12.35% 3 9.05%


14.21% 14.48% 6 11.18%
15.00% 15.13% 9 11.83%
15.45% 15.60% 12 12.30%
15.85% 15.80% 15 12.50%
16.10% 15.98% 18 12.68%
16.25% 16.10% 21 12.80%
16.50% 16.25% 24 12.95%
16.75% 16.50% 36 13.20%
17.00% 16.75% 48 13.45%
17.25% 17.00% 60 13.70%
18.50% 18.25% 12 14.95%

TBC Average Market USD Transfer Price Curve

4.70% 4.48% 3 2.24%


5.95% 5.60% 6 3.36%
6.60% 6.43% 9 4.19%
7.10% 6.93% 12 4.69%
7.70% 7.23% 15 4.99%
7.75% 7.30% 18 5.06%
7.85% 7.40% 21 5.16%
8.00% 7.50% 24 5.26%
8.25% 7.75% 36 5.51%
8.50% 8.00% 48 5.76%
8.75% 8.25% 60 6.01%
10.00% 9.50% 12 7.26%
Assets GEL FX

Cash 0% 0%
Securities:
Government 0%
Other 100%
Interbank Deposits:
OECD Countries 20%
Non OECD Countries 100%
Gross Loans:
Mortgage 35% 110%
Other Retail 75% 150%
Corporate 100% 175%

Fixed Assets 100% N/A


Other Assets 100% 100%
Interest Rate 7.50%
FTP 6.01%

Net Margin 1.49%

Fee Income 4.00%

Revenue 5.49%

Opex ( x 25%) 1.37%

Cost of Risk 0.60%

Income Before Tax 3.52%

Tax Expense ( x 20%) 0.70%

Net Income 2.81%

Capital 14.0%

ROE 20%

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