Chapter 14
Evaluating Commercial Loan Requests and Managing Credit Risk
Chapter Objectives
1. Introduce a procedure for analyzing the quantifiable aspects of commercial loan requests.
2. Introduce the fundamental credit issues when analyzing a loan request.
3. Demonstrate the importance and use of spreading financial statements.
4. Demonstrate how to obtain estimates of operating cash !ow from a firm’s financial data.
5. Demonstrate the role and importance of pro forma projections of a borrower’s financial
condition when evaluating repayment prospects.
6. Provide an application of commercial credit analysis using a simplified loan request.
7. Introduce loan sales and credit derivatives and demonstrate their use in managing risk.
Key Concepts
1. The basic issue in credit analysis is to determine whether a borrower has the commitment
and ability to repay a loan in line with the terms of the agreement
2. Banks should obtain satisfactory answers to at least the following basic questions before
extending credit.
a. What is the character of the borrower and quality of information provided?
b. What are the loan proceeds going to be used for?
c. How much does the customer need to borrow?
d. What is the primary source of repayment, and when will the loan be repaid?
e. What secondary source of repayment or collateral is available?
3. A2er assessing character and other subjective elements of a loan request, lenders often
perform a three-stage analytical evaluation of the borrower’s financial condition.
Stage 1: Review of historical financial data to identify trends and peer comparisons.
Stage 2: Analyze historical cash !ow from operations used to service debt and make other
discretionary expenditures.
Stage 3: Project balance sheet and income statement data into the future to obtain cash !ow
estimates to compare with debt service requirements.
This information allows a lender to estimate whether cash !ow will be suffcient to cover
debt service requirements as a loan is structured.
4. A statement of changes reconciled to cash converts a firm’s balance sheet and income
statement data into a cash-based income statement. The statement differentiate between
sources of cash and uses of cash. This provides an estimate of a firm’s cash !ow from
operations. A strong signal of potential problems is the situation where cash !ow from
operations is not large enough to cover current maturities of long-term debt (mandated
principal payments on long-term debt) plus cash dividends paid.
5. Cash !ow analysis is critical to understanding a borrower’s ability to repay a loan. Earnings
figures can be especially misleading given how firms historically managed earnings and
manipulated the data. Still, cash !ow figures can be manipulated as well. Students need to
review financial statements carefully, including footnotes to get a sense of management’s
approach to financial reporting. The requirement that CEOs sign-o8 on the accuracy of
financial statements, introduced in August 2002, should help improve the quality of data.
6. The example for Wade’s O7ce Furniture demonstrates the credit analysis process and issues
that commonly arise.
7. Many financial institutions have changed their business models to originate-to-distribute.
Under this model, firms make loans and thereby collect feels, then either sell parts of the
loan though participations or package the loans into pools and sell them.
8. Credit enhancements reduce the risk of investing in loan sales or loan participations.
9. Credit default swaps (CDS) contracts are privately negotiated instruments between a buyer
and a seller and are traded in over-the-counter markets. The buyer pays a premium, which
represents the risk of default of the underlying security, and thus the CDS is similar to an
insurance contract. The buyer often owns the underlying debt and uses the CDS as a hedge.
The seller of the CDS plays a role similar to that of the insurance company. Sellers generally
do not own the debt and provide longer-term protection. If an adverse event occurs, such as
a default of the underlying instrument, the seller pays the buyer the change in value of the
underlying asset.
Teaching Suggestions
Chapter 14 introduces the quantifiable aspects of commercial credit analysis. It serves as a
foundation for making credit decisions. Emphasize that credit analysis is risk analysis. There are
no definite answers, only an assessment of the risks associated with lending funds. Discuss the
basic questions that must be answered appropriately before a lender should advance funds to a
borrower. The answers determine the risk of the loan request, which affect the terms and
pricing of the eventual loan agreement if the loan is made.
The discussion in Chapter 3 regarding bank financial statements and performance data and the
discussion in Chapter 14 should emphasize the quality of financial information and reporting
errors and fraud that was found with many large corporations. You should spend time discussing
issues related to the accuracy of accounting information, the con!icts accounting firms have
when they sell consulting services to the same firms that they audit, and the propensity of CEOs
and other managers to in!ate profits by strategically understating expenses or overstating
revenues. Mention the term ‘earnings management’ and discuss specifics regarding whether it
exists and whether it is successful. The role of the credit analyst is to peer through the data to
get a reasonable assessment of a firm’s true risk exposure. Still, the quality of the analysis is tied
to the quality of the financial data, so students should learn to look for tricks that firms play in
reporting.
Start with a review of traditional ratio analysis for a hypothetical firm or for the example firm
Prism Industries. Then introduce the statement of changes reconciled to cash to demonstrate
the importance of cash !ow from operations. This is the source of funds that will repay most
term loans. Discuss other sources of cash for repayment (asset liquidation, borrowing from other
sources, etc.). A key point is that cash !ow from operations differ from reported profits of a
firm. Debts are repaid from cash !ow and not profits.
Use the problem with Southwest Trading Company at the end of the chapter to introduce pro
forma analysis. This problem demonstrates how a bank can answer the four basic questions in
credit analysis using basic forecast information. It also represents a basic application of the
statement of changes reconciled to cash. Use this to compare the statement to the firm’s cash
budget and demonstrate that the implications are the same.
Work through the analysis of Wade’s O7ce Furniture as an application to demonstrate the
stages of credit analysis. If you use the Credit file from the Excel template, you can analyze any
firm’s data via the file that includes Wade’s data. The other cases available on the Internet have
data already entered in this format.
Select one of the cases and have students conduct the credit analysis. Provide them with the
template and encourage them to work in teams. It is a useful exercise in teamwork and credit
analysis to have students submit a formal wriGen credit analysis as if they were presenting their
results and conclusions to a loan review commiGee.
Discuss the role of credit default swaps in the credit crisis of 2007-2008. Have students discuss
the merits of selling or buying credit default swaps.