ICICI Bank (ICBK.BO, Rs673.25, NEUTRAL [V], TP Rs673.00) ICRA
downgrades car loan pools: Asset quality concerns continue says Credit
Suisse · ICRA has downgraded five auto loan securitisation pools
originated by ICICI Bank – both used and new cars; this follows
downgrades earlier this year by CRISIL for auto/CV/personal loan
pools. · An analysis of 29 ICRA-rated ICICI Bank new car pools
demonstrates that 1) both 90 and 180-day delinquencies for pools of
recent vintage are significantly higher than those of older pools
(please see Figure 2) 2) delinquency levels for individual pools
continue to rise over the quarters (data until March-08). · The
continuing downgrades and pool performance data reflect that
delinquencies across retail lending segments remain higher than
expected for ICICI Bank, and are a cause for concern. · This also
implies that ICICI would have to put up higher collateral levels to
attain AAA ratings for new securitisation transactions – this would
increase capital requirement and affect the economics. · Deteriorating
credit quality continued to show in 1QFY3/09 when delinquency rose
sharply, and net NPLs rose 30bp QoQ despite rising loan provisioning –
we remain concerned on asset quality.

Safe Harbor Statement:
Some forward looking statements on projections, estimates,
expectations & outlook are included to enable a better comprehension of
the Company prospects. Actual results may, however, differ materially
from those stated on account of factors such as changes in government
regulations, tax regimes, economic developments within India and the
countries within which the Company conducts its business, exchange rate
and interest rate movements, impact of competing products and their
pricing, product demand and supply constraints. Nothing in this article
is, or should be construed as, investment advice.





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Posted By Ronald Chisley to Investor Forums at 8/18/2008 09:11:00 PM
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