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Formulas Reference

A quick-reference guide to key mathematical formulas used across banking operations.


Loans​

Equated Monthly Instalment (EMI)​

EMI = P × [r(1+r)^n] / [(1+r)^n − 1]
VariableDescription
PPrincipal loan amount
rMonthly interest rate (Annual rate ÷ 12)
nNumber of monthly instalments

Example: SGD 100,000 at 8% p.a. for 60 months → EMI ≈ SGD 2,027.64


Simple Interest​

Interest = P × r × (t / 365)
VariableDescription
PPrincipal
rAnnual interest rate
tNumber of days

Used for: Revolving credit, overdrafts, SGD money market deals (act/365).


Compound Interest​

A = P × (1 + r/n)^(n×t)
VariableDescription
AFinal amount
PPrincipal
rAnnual interest rate
nCompounding periods per year
tTime in years

Debt Service Coverage Ratio (DSCR)​

DSCR = Net Operating Income / Total Annual Debt Service

An acceptable threshold is set by the lender and facility terms; 1.25× is a common illustrative covenant. A value below 1.0× indicates that the defined income measure does not cover the defined debt service.


Loan-to-Value (LTV)​

LTV (%) = (Loan Amount / Collateral Value) × 100

Example: SGD 800K loan against SGD 1M property → LTV = 80%


Fixed Income / Bonds​

Bond Price​

P = Σ [ C / (1+y)^t ] + F / (1+y)^n
VariableDescription
CCoupon payment per period
FFace value (principal)
yYield per period
nNumber of periods

Current Yield​

Current Yield (%) = (Annual Coupon / Market Price) × 100

Example: SGD 1,000 bond paying SGD 50/year, priced at SGD 950 → Current Yield = 5.26%


Macaulay Duration​

Duration = Σ [ t × PV(Cash Flow at t) ] / Bond Price

Interpretation: Macaulay duration is a weighted-average timing measure. Modified duration, not Macaulay duration alone, is used to approximate price sensitivity to a small yield change.


Modified Duration​

Modified Duration = Macaulay Duration / (1 + y)

Estimated price change: ΔP ≈ −Modified Duration × Δy × P

PV01 (Dollar Value of 1 Basis Point)​

PV01 = Modified Duration × Portfolio Value × 0.0001

Example: Modified Duration = 4.5, Portfolio = SGD 10,000,000 → PV01 = SGD 4,500


Foreign Exchange​

FX Forward Rate​

Forward Rate = Spot Rate × (1 + r_quote × year fraction) / (1 + r_base × year fraction)
VariableDescription
r_quoteInterest rate of the quote currency
r_baseInterest rate of the base currency
year fractionTime to maturity calculated using the applicable day-count convention for each currency

Example: USD/SGD spot = 1.3450, USD rate = 5.35%, SGD rate = 3.20%, 90 days → Forward ≈ 1.3378


Forward Points​

Forward Points ≈ Spot × (r_quote − r_base) × year fraction

For a quote expressed as units of quote currency per unit of base currency, positive points increase the forward quotation and negative points decrease it. Always state the currency quotation and day-count conventions.


Cross Rate​

USD/SGD = USD/EUR ÷ SGD/EUR

Used when a direct quote between two currencies is unavailable; derived via a common base (usually USD).


Money Market​

Interbank Interest — SGD (Act/365)​

Interest = P × r × (t / 365)

Interbank Interest — Common Act/360 Convention​

Interest = P × r × (t / 360)

Example: USD 10,000,000 at 5.10% for 30 days on Act/360 → Interest = USD 42,500. Confirm the currency, product and contract convention before applying a basis.


Repo​

Repurchase Price​

Repurchase Price = Purchase Price × (1 + r × t/360)

Collateral Required (after Haircut)​

Collateral Market Value = Cash Lent / (1 − Haircut %)

Example: Cash lent = SGD 50M, Haircut = 2% → Collateral required = SGD 51,020,408


Liquidity Ratios​

Liquidity Coverage Ratio (LCR)​

LCR = Stock of HQLA / Total Net Cash Outflows (30-day stress)

Net Stable Funding Ratio (NSFR)​

NSFR = Available Stable Funding (ASF) / Required Stable Funding (RSF)

Credit Risk​

Gearing Ratio​

Gearing = Total Debt / Total Equity

Interest Coverage Ratio (ICR)​

ICR = EBIT / Interest Expense

The acceptable threshold depends on the borrower, industry and credit policy. The ratio measures the defined earnings available to cover interest expense.


Quick Reference Card​

FormulaUsed In
EMITerm loans, mortgages
Simple Interest (act/365)Revolving credit, MM deals (SGD)
Simple Interest (act/360)MM deals (USD, EUR)
DSCRCredit assessment
LTVCollateral adequacy
Bond PriceFixed income valuation
Modified DurationInterest rate risk
PV01Bond portfolio risk
Forward RateFX hedging
Repurchase PriceRepo deals
LCR / NSFRLiquidity reporting