Scott is a credit analyst with one of the credit rating agencies in Indi a. He was looking in Oil and Gas Industry companies and has presented brief financials for following 4 entities: From the data given below, calculate the standard deviation of the credit portfolio assuming that facility’s exposure is known with certainty, customer defaults and LGDs are independent of one another and LGDs are independent across borrower(s). Credit Facility A – Loss Equivalent Exposure of $60m, expected Default frequency of 1.5%, loss given default of 30%, Std Deviation of LGD – 5% and Correlation to portfolio – 0.10 Credit Facility B – Loss Equivalent Exposure of $25m, expected Default frequency of 2%, loss given default of 12%, Std Deviation of LGD – 12% and Correlation to portfolio – 0.45 Credit Facility C – Loss Equivalent Exposure of $15m, expected Default frequency of 5%, loss given default of 85%, Std Deviation of LGD – 18% and Correlation to portfolio – 0.22

Scott is a credit analyst with one of the credit rating agencies in Indi a. He was looking in Oil and Gas Industry companies and has presented brief financials for following 4 entities: Which of the following statements is incorrect?

Following is information related banks: Auckland Ltd is a public sector bank operating with about 120 branches across Indi a. The bank has been in business since 1971 and has about 40% branches in rural areas and about 75% of all branches are in Western India. On the basis of the size, Auckland Ltd will be ranked at number 31 amongst 40 banks in India. Although top management has appointment period of 5 years, generally they retire on ach sieving age of 60 years with an average tenure of only 2 years at the top job. Profit and Loss Account Balance Sheet The rating wise break-up of assets for FY11 is as follows: Computer risk weighted assets for Auckland Ltd for FY11:

During FY13, Small Bazar, a leading retail company has sold three of its prime properties for a sum of USD 24 Million. The same had a carrying value of USD 30 Million. Analyst had considered the same as operating income and considered it to be part of operating expenses. However, she realized her mistake and recorded the loss as non-operating loss. Which of the following ratio will not change despite the correction? A) EBITDA Margins B) Interest Coverage C) PAT Margins D) Gross Profit Margin

Scott is a credit analyst with one of the credit rating agencies in Indi a. He was looking in Oil and Gas Industry companies and has presented brief financials for following 4 entities: Giving equal weightage to all three ratios, determine which of the above entities should be rated highest on a relative scale.