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Tiêu đề Risk management
Tác giả Nguyễn Đức Long
Trường học Vietnam National University
Chuyên ngành Risk and insurance management
Thể loại Big Assignment
Năm xuất bản 2023-2024
Định dạng
Số trang 39
Dung lượng 679,98 KB

Cấu trúc

  • A. Analyzing the risk of the firm (3)
    • 1. Introduction of the firm (3)
      • 1.1 Background of the company (3)
      • 1.3 Vision (3)
      • 1.4 Core values (3)
    • 2. Analyze the firm liquidity risk (4)
      • 2.1 Measuring the company liquidity risk (4)
      • 2.2 Analyzing the Company Liquidity Risk (5)
      • 2.3 Compared to other competitors (11)
      • 3.1 Mesuring the firm risk (16)
      • 3.2. Analyze the firm risk (17)
      • 3.3. Compare to other firms (21)
    • 4. Seasonal variations (26)
      • 4.1 Analyzing the firm seasonal variations (26)
      • 4.2. Compare to other firms (27)
    • 5. CAPM model (28)
      • 5.1 Mesuring (28)
      • 5.2. Analyze the data (28)
      • 5.3. Compared with other competitors (29)
  • Question 1 (0)
  • Question 3 (0)

Nội dung

Accounts Payable Turnover: Shows how quickly a company pays its A lower turnover ratio could signal that a company is conserving cash to manage liquidity.. Required Financing Period RFP:

Analyzing the risk of the firm

Introduction of the firm

Hose code: DXG Listed on Hose in 2009 Logo

Company type Joint stock company

Headquarter Head Office: 2W Ung Van Khiem, Ward 25, Binh Thanh District,

HCM City Products Real estate products ( house, land, materials )

Real estate brokerage, Consultancy (except for law-related services) Investment consultancy The area serve Viet Nam

Website https://ir.datxanh.vn

 Providing superior products and services, enhancing the value of life

 By 2025: Become one of the Top 10 largest private enterprises in Vietnam

 By 2030: Become one of the Top 10 real estate developers in Southeast Asia

Analyze the firm liquidity risk

2.1 Measuring the company liquidity risk

Liquidity risk refers to the risk that an entity (like a company or an individual) will not be able to meet its short-term financial obligations due to the inability to quickly convert assets into cash without significant loss in value

These are some elements that measure a firm liquidity risk :

1 Current Ratio: Measures a company's ability to pay off its short-term liabilities with its short- term assets A higher ratio suggests better short-term financial health

2 Quick Ratio: Similar to the current ratio but provides a more stringent measure of liquidity It excludes inventory and other less liquid current assets from the numerator

3 Accounts Receivable Turnover: Indicates how efficiently a company collects on its credit sales A higher turnover rate implies efficient collection

4 Accounts Payable Turnover: Shows how quickly a company pays its A lower turnover ratio could signal that a company is conserving cash to manage liquidity

5 Inventory Turnover: Measures how often a company's inventory is sold and replaced over a period Higher turnover implies efficient inventory management

6 Days Accounts Receivable Outstanding: It represents the average number of days it takes a company to collect payment after a sale on credit

7 Days Accounts Payable Outstanding :Reflects the average number of days a company takes to pay its bills and invoices

8 Days Inventory Held): Indicates the average number of days a company holds inventory before selling it

9 Required Financing Period (RFP): It's a measure of the net number of days from when inventory is purchased until accounts receivable are collected A positive RFP means the company needs financing to cover this period, while a negative RFP means it has excess cash

To calculate the liquidity risk we will need the balance sheets and income statement of DXG

After calculating here are the result of DXG liquidity risk

Days Inventory held 719.53 761.87 2,931.42 873.17 1,814.40 Required financing period 992.80 1,101.63 3,648.54 1,139.89 2,423.99

Table 2-1 : DXG’s Liquidity risk calculation

2.2Analyzing the Company Liquidity Risk

Analyzing the current ratio over the 5-year period provided:

 2018 and 2019: The current ratio is 2.31 and 2.35, respectively These ratios indicate that the company was in a comfortable liquidity position in these years, with more than twice the amount of current assets as current liabilities This suggests the company was well- positioned to meet its short-term obligations without facing liquidity issues

 2020 and 2021: The current ratio drops to 1.91 for both years Although these ratios are still above 1, indicating that assets exceed liabilities, the downward trend could be a sign of decreasing liquidity This might be due to a reduction in current assets, an increase in current liabilities, or both If this trend were related to a larger economic event (such as the COVID-19 pandemic), it might reflect industry-wide challenges rather than company- specific issues

 2022: The current ratio increased again to 2.23, suggesting an improvement in liquidity

The company might have increased its current assets or decreased its current liabilities, improving its ability to meet short-term obligations

Recommendations based on the trend:

Investigate the Drop in 2020-2021: The company should investigate the factors that led to the decrease in the current ratio during 2020 and 2021 to understand whether it was due to increased liabilities, decreased assets, or both This period likely coincides with the impact of COVID-19, which could explain financial strains

Liquidity Management: Since the ratio has not returned to pre-2020 levels, the company should continue to monitor its liquidity closely and may need to take steps to improve it, such as reducing liabilities or increasing liquid assets

Firgure2-2 : DXG’s quick ratio Here's a detailed analysis and recommendations:

 2018-2021 Trend: The quick ratio was below 1 for all these years, suggesting that the firm may have had less than ideal liquidity However, the slight increase from 2019 to

2021 could indicate a slow improvement in managing liquid assets or paying down current liabilities

 2022 Concern: The quick ratio has fallen to 0.09 in 2022, which is significantly lower than any of the previous years This is a concerning signal that the firm's liquidity position has deteriorated, and it could struggle to meet its short-term obligations without potentially liquidating assets at unfavorable prices

1 Immediate Review of Cash Flow: The firm should conduct an immediate review of its cash flows to understand the cause of the severe drop in 2022 It needs to assess whether this is due to an increase in liabilities or a reduction in liquid assets

2 Liquidity Management: The firm must consider strategies to improve liquidity, such as speeding up receivables, delaying payables without damaging supplier relationships, or arranging for short-term financing

3 Long-term Strategy: To avoid such liquidity risks in the future, the firm should develop a more robust financial strategy that includes maintaining a buffer of liquid assets

Figure 2-3 : DXG’s ratio turn over

 There's a notable decline from 2018 to 2020, suggesting the company took longer to collect receivables or extended more credit to customers This could potentially strain cash flow

 There was a recovery in 2021, which could be due to improved collection efforts or a change in credit policy

 However, the ratio fell again in 2022, indicating that the issue with collecting receivables might still be present

Recommendation: The company should re-evaluate its credit policies and collection processes

It may benefit from stricter credit controls, more stringent collection measures, or renegotiating terms with customers to ensure faster payment The company might also explore invoice factoring or other financing options to improve cash flow if receivables are high

 The ratio decreased until 2020, then spiked in 2021, and fell again in 2022 This could suggest that the company changed its payment strategy, possibly taking longer to pay off suppliers in 2020, then accelerating payments in 2021, and slowing down again in 2022

Recommendation: The company should assess its supplier payment terms and cash flow management The goal is to optimize payment schedules without harming supplier relationships Leveraging payment terms for better cash flow management, without incurring late fees or damaging creditworthiness, can be beneficial These fluctuations must be strategic and not a result of cash shortages

 The inventory turnover has been on a steady decline throughout the period, indicating that inventory is moving more slowly each year This can tie up capital in unsold goods and may indicate an overstocking issue or decreased demand

Recommendation: It's critical to address this trend by reviewing inventory management strategies The company may need to adjust procurement, consider price promotions to move older stock, or diversify its product range to align with market demand Better demand forecasting and inventory tracking could prevent overstocking and free up cash flow

Days Accounts Receivable outstanding Days Accounts Payable oustanding Days Inventory held

1 Days Accounts Receivable Outstanding (DARO):

 The increase in days receivable outstanding in 2020 could be due to the impact of the pandemic on the real estate market, possibly resulting in delays in closing deals or in tenants paying rent

 The reduction in 2021 suggests an improvement in collections or a change in the company's sales strategy, possibly a shift to quicker-turnaround deals

 The rise in 2022 could indicate a return to longer-term deals, delayed payments, or perhaps a change in the tenant mix towards those with longer payment terms

2 Days Accounts Payable Outstanding (DAPO):

 The fluctuation in payable days may reflect changes in the company's cash management strategy The increase in 2020 might have been an attempt to conserve cash during uncertain times

 The decrease in 2021 could suggest improved liquidity or a strategic decision to take advantage of early payment terms

 The rise in 2022 might be a return to a more conservative strategy or could indicate some cash flow pressure

 Inventory for a real estate company typically refers to properties held for sale or rent The spike in 2020 could be due to a slowdown in the property market, with properties taking longer to sell or rent

 The decrease in 2021 might reflect a recovering market or possibly a shift to selling or renting properties more aggressively, possibly at lower margins

 The increase in 2022 could suggest market cooling, an increase in property development projects, or a build-up of higher-end properties that generally take longer to sell or rent

Recommendations for a Real Estate Firm:

Seasonal variations

4.1 Analyzing the firm seasonal variations

Seasonal variation in business refers to the predictable changes in business activity that occur throughout the year in response to various seasons,

The results of DXG’s seasonal variations calculated in billion VND

 Experiences wide fluctuations, starting with a significant negative variation in

2018, turning positive in 2019 and 2021, with 2021 showing the highest positive variation

 This suggests that Q1 performance can be very volatile, and the firm should investigate what causes these swings to stabilize their Q1 outcomes

 Also shows large fluctuations, with a notable negative variation in 2019 and the highest positive variation in 2021

 The firm might have introduced successful strategies or benefited from market conditions in 2021 that could be studied and possibly replicated in future years

 Exhibits smaller variations, except for a dramatic drop in 2021, indicating a potential crisis or significant market shift during that time

 The firm should analyze the Q3 2021 events to understand the drivers of such a negative outcome to prevent future occurrences

 Shows both positive and negative variations, with a high positive variation in

2018 and 2019, followed by a steep negative in 2020 and another positive in

 Since Q4 includes the end of the year, these variations could be influenced by year-end financial activities, holiday seasons, or tax implications

 The data indicates that the firm's seasonal performance is highly variable, with no consistent pattern of performance in any quarter

 There are years with extreme variations, such as 2021, which saw both the highest positive and the most negative variations, suggesting that the firm may have experienced some exceptional events

Comment to the Firm: The firm's seasonal variation trends suggest a high degree of volatility, which can pose risks to the business It's essential to:

 Dive deep into the analysis of each quarter to identify the causes of such significant swings, especially the extreme values observed in 2021

 Develop strategies that can help mitigate negative variations, possibly by looking into diversifying offerings, adjusting pricing strategies, or smoothing out operational expenditures throughout the year

 NLG and DXG show similar trends in Q1, with a general decline over the years, especially prominent in 2022 VHM, however, exhibits more extreme fluctuations, with a notable dip in 2021

 VHM stands out for its high variability compared to NLG and DXG

 NLG and DXG again show some parallel patterns, with an increase in 2021 for DXG being the most significant variation

 VHM differs considerably, especially in 2019, with a massive peak, indicating a unique seasonal influence in Q2 for VHM

 NLG shows a significant dip in 2021, while DXG and VHM maintain more consistency in Q3

 VHM exhibits less extreme changes compared to NLG and DXG, suggesting a different seasonal impact in Q3

 VHM stands out with exceptionally high values in Q4, particularly in 2018 and 2021, indicating a strong seasonal influence in this quarter

 NLG and DXG show less extreme variations in Q4, with NLG having a notable peak in

 VHM tends to have more pronounced seasonal variations compared to NLG and DXG, especially in Q4

 NLG and DXG often exhibit similar patterns, suggesting potentially similar market dynamics or operational strategies

 The variability in seasonal patterns across these firms indicates distinct operational or market factors influencing each firm.

CAPM model

To run the Capm model we have to use this Formula: The expected return of the stock = Rf + Beta * (Rm - Rf)

Expected return of market(ERM)*

Table5-1 : Capm formula of DXG

Rf: risk-free rate : Average the change in vietnam bond market have maturity in 1 years

ERm : expected return of the market ( Average of VNI % change multiple to 12 )

- The slope of the regression is the estimated beta , measure the riskiness of the stock , Estimated beta of DXG is 1.605 mean that if the market increase/decrease by 1% then the stock return of DXG increase/ decrease by 1.605%

- An R square of 0.46 means that 46% of the risk of DXG is attributed to the market risk The remaining 54% of the risk is the firm specific risk

- For the Intercept (p-value = 0.7216077): The high p-value for the intercept in a financial context might indicate that the constant term in the regression equation This suggests that the strategy or model does not have a significant baseline outperformance or underperformance compared to what would be expected by chance

- For X Variable 1 (p-value ≈ 0.000000003715): The very low p-value for the coefficient of X Variable 1 indicates that this variable is a significant predictor of the dependent variable (likely investment returns) In practical terms, this could mean that changes in this independent variable are associated with substantial and statistically significant changes in returns, and it could be considered a strong factor in the investment model

- Expected return of DXG is -1.28% predict a decreased by 1.28% of the stock price in the future

- The alpha is 0.05 suggest that the portfolio or asset is expected to outperform the benchmark by 0.5% This could be seen as a positive indicator of the portfolio manager's ability to generate returns above the market's performance

Risk free rate (Rf)* 4.13% Risk free rate (Rf)* 4.13%

Expected return (ER) 0.29% Expected return (ER) 0.63%

 DXG is the most volatile and thus the riskiest of the three stocks It's expected to have higher fluctuations in price relative to the market movements This could mean higher potential returns during a bull market but also higher potential losses during a bear market

 VHM strikes a middle ground between NLG and DXG in terms of risk It's more volatile than the market but less so than DXG Investors in VHM are exposed to moderate systematic risk

 NLG is the least risky among the three, with its beta suggesting only a slightly higher volatility than the market Investors looking for a stock that closely follows the market might prefer NLG

If we take VHM as a leader of the industries to mesure so the price of DXG is overvalue and sugesset to sell stock , NLG is also overvalue

Both risk and uncertainty are subjective They are based on personal perception True or False? Explain?

The statement that both risk and uncertainty are subjective is only partially True Risk involves situations where the probabilities of outcomes are known or can be estimated objectively

Therefore, while personal perception might affect how risk is managed or perceived, the risk itself is not subjective On the other hand, uncertainty deals with situations where probabilities are unknown or cannot be accurately determined, making it more subjective In these cases, personal judgment and perception play a significant role in estimating outcomes Thus, while uncertainty is more subjective, risk has a more objective basis

A peril is a condition that increases the probability of losses or their severity Give an example of a peril True or False? Explain?

The statement is True because a peril, in risk management and insurance, is an event or condition that directly causes a loss Perils increase the likelihood (probability) and impact

(severity) of a loss An example of a peril is a natural disaster, like a hurricane Hurricanes can cause significant damage to properties due to strong winds, heavy rain, and flooding This results in increased likelihood of losses for homeowners, businesses, and insurance companies The severity of these losses can range from minor damage to complete destruction, illustrating how a peril like a hurricane increases both the probability and severity of losses

Insurance covers both pure risks and speculative risks True or False? Explain?

False Insurance typically covers pure risks, not speculative risks Here's why:

1 Pure Risks: These involve situations that only have a possibility of loss or no loss

Examples include risks of natural disasters, theft, or accidents Insurance is designed to provide financial protection against such unforeseen and uncontrollable events, which can result in losses

2 Speculative Risks: These include situations with a possibility of loss, no loss, or gain

Common examples are investments in the stock market or gambling These risks are taken voluntarily, and the possibility of gain is as much a part of the risk as the possibility of loss

Insurance policies are generally not designed to cover speculative risks because the element of potential gain goes against the fundamental principle of insurance, which is to indemnify or compensate for losses, not to facilitate or guarantee profits

Insurance is a risk transfer mechanism by that the reinsurer can transfer the non-financial consequences of the risk to the insured, in return for paying a premium True or false? Explain?

This statement is False to describes the roles of the reinsurer, the insured, and the nature of insurance as a risk transfer mechanism Here's why

1 Insurance as a Risk Transfer Mechanism: Insurance allows an individual or entity (the insured) to transfer the financial consequences of a risk to an insurance company (the insurer) in exchange for a premium The key aspect here is the transfer of financial risk, not non-financial consequences

2 Role of the Insured: The insured is the party that holds the insurance policy They pay premiums to the insurance company and, in return, receive financial protection against certain risks, such as property damage, liability, or loss of income

3 Role of the Reinsurer: A reinsurer is not involved in the direct transaction with the insured Instead, it is an insurance company that provides insurance to other insurance companies Reinsurance is a way for insurance companies to manage their own risks by transferring parts of their risk portfolios to other insurers

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