BRIDGEi2i Case Study - Value portfolio of NPAs

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BRIDGEi2i helps a global risk advisory firm build a robust valuation of non-performing loan portfolio for a leading Asian bank. More about BRIDGEi2i at http://www.bridgei2i.com

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BRIDGEi2i Case Study - Value portfolio of NPAs

  1. 1. Customer Case Study BRIDGEi2i helps a global risk advisory firm build a robust valuation of non-performing loan portfolio for a leading Asian bank. Business Challenge A leading Asian bank was going through a tough collection scenario and was looking to sell recievables to a collections agency. A global risk advisory firm was identified to perform independent valuation of non performing loan portfolio of the bank. The challenge was lack of adequate history and a more analytical, quantitative method was required to estimate the expected valuation of portfolio over a two year period. A robust valuation approach will help justify value and finalise deal with agencies. BRIDGEi2i Solution BRIDGEi2i partnered with the advisory firm to build a quantitative financial valuation model involving a predictive propensity to pay and value of likely collection, including a scenario analyzer. Predictive Model Forecasting Collection Propensity  Regression based predictive model to estimate propensity of dollar collection over two year period.  Analytically derive extent of payment and rate of payment across core segments Financial Valuation Model Financial model to estimate discounted cash flow after factoring profitability, rate of return, risk adjustment etc. integrating the models developed including best subjective predictions of key parameters Scenarios and Estimates Provide tool to build various scenarios and simulate outcome for various input parameters Business Impact An analytically robust methodology based on past patterns that also provides flexibility to change key assumptions helped the bank to finalise a deal with agencies. About BRIDGEi2i BRIDGEi2i is an analytics solutions company partnering with businesses globally, helping them achieve accelerated outcome harnessing the power of data. BRIDGEi2i helps companies to BRIDGE the gap between INFORMATION, INSIGHT and IMPACT in their journey to institutionalize data driven decisions across the enterprise.For more details contact us: enquiries@bridgei2i.com Information Insight Impact© BRIDGEi2i Analytics Solutions

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