Personal Finance & Money Asked by R_C on July 12, 2021
I’m doing a Risk Management exercise on Excel and I need help, I’m lost. I’m analysing a company’s portfolio divided into different tabs. In one of the tabs, called "Pool PD", there is a table similar to this (I’m only showing the first 10 months out of the 57 to give an example):
| Month ending | Total | Current | 1-30 days | 31-60 days | 61-90 days | 91-120 days | 121-150 days | 151-180 days | Over 180 days | Default Ratio |
|---|---|---|---|---|---|---|---|---|---|---|
| Nov/95 | 60.200,00 | 60.200,00 | – | – | – | – | – | – | – | 0.00% |
| Dec/95 | 545.734,21 | 545.734,21 | – | – | – | – | – | – | – | 0.00% |
| Jan/96 | 22.448.554,71 | 22.448.554,71 | – | – | – | – | – | – | – | 0.00% |
| Feb/96 | 54.222.786,35 | 54.222.786,35 | – | – | – | – | – | – | – | 0.00% |
| Mar/96 | 70.972.975,98 | 70.972.975,98 | – | – | – | – | – | – | – | 0.00% |
| Apr/96 | 113.483.342,76 | 113.444.801,09 | 38.541,68 | – | – | – | – | – | – | 0.00% |
| May/96 | 174.161.633,78 | 174.123.092,10 | – | 38.541,68 | – | – | – | – | – | 0.00% |
| Jun/96 | 268.885.255,68 | 268.600.001,98 | 246.712,03 | – | 38.541,68 | – | – | – | – | 0.00% |
| Jul/96 | 393.962.717,15 | 393.518.651,58 | 367.190,55 | 38.333,35 | – | 38.541,68 | – | – | – | 0.01% |
| Aug/96 | 545.011.667,64 | 541.785.233,18 | 3.035.976,11 | 152.125,00 | 38.333,35 | – | – | – | – | 0.00% |
The last column, Default Ratio, they already give me the values by calculating (91-120 days column) / (Total column) for each row, so naturally all Default Ratios are 0.00%, except for July 96, which is 0.01%.
The exercise asks me to calculate:
Number 3 and 4 I don’t know what formulas to use. I read some articles but I don’t know which ones to apply to this case.
Any help would be appreciated, thank you!
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