Maturity Profile of loan assets - An Asset Liability Management (ALM) tool

Spreadshet to capture cashflows from loan assets in various time buckets

Banking and other financial institutions need to prepare statements of maturity profile of
assets and liabilities as part of their ALM exercise - for regulatory requirements and/or as part
of their internal risk management measures. Though Institutions having modern high end
software systems can handle these tasks easily, those who still depend on spreadsheets find
this task daunting. This spreasheet demonstrates to show how such statemetns can be
prepared in simple, time saving and cost effective manner using microsoft Excel application.
As the loan data with maturity dates is entered in 'Data' sheet of this workbook, the 'Main'
sheet captures the asset cashflows in various time buckets. The time buckets can be defined
as per user requirements in the 'Setup' sheet. The same method can be used for liabilities to
generate Maturity profile of Liabilities and comibining the statments of both assets and
laibilities, you can generate of Liquidity / Gap Statement.
The Main sheet uses array formulas. You may unprotect the sheet to view these formulas;
however be guided by the precautions of using these formulas, while editing this sheet.

More banking & finance related spreadsheets, templates and

timesaving tools and calculators at
www.vindeep.com

Maturity Profile of Loan Assets as on

Buckets
Asset class

1-May-06

Figures in Mn

1-14 Days

15-28 Days

29-90 Days

91-180 Days

181-365 Days

1 -3 Years

3 - 5 Years

5 - 7 Years

7 - 10 Years

Over 10 Years

10

2640.00

360.00

620.00

620.00

800.00

0.00

5360.00

Total

0.00

0.00

210.00

110.00

0.00

0.00

0.00

50.00

0.00

250.00

0.00

0.00

0.00

0.00

300.00

0.00

0.00

0.00

0.00

315.00

0.00

0.00

0.00

0.00

0.00

315.00

0.00

0.00

0.00

0.00

0.00

0.00

100.00

0.00

0.00

0.00

100.00

Total

0.00

0.00

210.00

160.00

2955.00

610.00

720.00

620.00

800.00

0.00

6075.00

Loan Assets - Maturity dates and Cashflow buckets

Sl. No. A/c ID
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25

A0001
A0002
A0003
A0004
A0005
A0006
A0007
A0008
A0009
A0010
A0011
A0012
A0013
A0014
A0015
A0016
A0017
A0018
A0019
A0020
A0021
A0022
A0022
A0022
A0022

Asset
Class
A
A
A
A
B
A
A
C
A
A
A
A
A
B
A
A
C
A
A
A
D
A
A
A
A

Name of the Borrower

ABC Ltd.
MT Traders Ltd.
Big B Co.
Standard Shoes
Pears P Ltd.
Lakme Laminations
STP Trading Co.
Tranz Tea Ltd
SSK Enterprises Ltd
Zen Makers
Auot Shows
ShowBiz co.
Team sports
Dean & Dean
MST Fashion
Star trading
STIL Ltd
Pran Overseas
John & assocates
Dragon Wagons
Venus Stores
Travel Times Ltd
Fashion Clothing Ltd.
Terry Towels Co
Dream Merchants

Amount
190.00
110.00
45.00
100.00
50.00
380.00
100.00
195.00
380.00
105.00
150.00
110.00
190.00
250.00
60.00
100.00
120.00
0.00
500.00
380.00
100.00
620.00
620.00
620.00
700.00

Maturity
Date
19-Dec-06
30-Jun-06
26-Jul-07
6-Jan-06
11-Aug-06
6-Jan-07
15-Jul-06
21-Jan-07
17-Apr-07
1-Dec-08
6-Apr-08
7-Sep-06
8-Apr-07
9-Apr-09
10-Apr-09
11-Apr-16
12-Apr-07
13-Apr-05
14-Apr-07
15-Apr-07
16-Apr-10
17-Apr-11
17-Apr-07
17-Apr-12
17-Apr-15

No. of days to
mature
232
60
451
Overdue
102
250
75
265
351
945
706
129
342
1074
1075
3633
346
Repaid
348
349
1446
1812
351
2178
3273

Cashflow
bucket
5
3
6
4
5
3
5
5
6
6
4
5
6
6
9
5
5
5
7
7
5
8
9

Enter data in columns A to F and copy

down formulas in columns G & H upto
the data range only

Cashflow Bucket Setup

Day # (From)

Day # (To)

Bucket
Number

Name of the Bucket

14

1-14 Days

15

28

15-28 Days

29

90

29-90 Days

91

180

91-180 Days

181

365

181-365 Days

366

1095

1 -3 Years

1096

1825

3 - 5 Years

1826

2555

5 - 7 Years

2556

3650

7 - 10 Years

3651

>3651

10

Over 10 Years

Cashflow buckets can be defined

here by entering lower limit and
upper limit (in number of days) for
each bucket, as per the user
requirements.