ISA 520 · Banking & Financial Services

Analytical Review Tool for Banking

Pre-configured for financial institutions with net interest margin tracking, cost-to-income analysis, and expected credit loss monitoring.

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The Auditor's Guide to Analytical Procedures Under ISA 520

Complete guide: ISA 520 requirements quick reference, decision flowchart for when to use analytical procedures vs. tests of details, industry-specific ratio checklists for 12 sectors, threshold-setting guide by risk level, sample completed working paper, common quality-review findings, and documentation checklist.

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ISA 520 Analytical Review for Banking & Financial Services

Auditing banks and financial institutions demands a fundamentally different analytical review approach than commercial entities. The financial statements of a bank are driven by the interest rate spread between lending and borrowing, credit risk materialisation through expected credit losses, and fee-based income streams. Under ISA 520, the auditor must develop expectations that reflect these drivers. Net interest income — the difference between interest earned on loans and interest paid on deposits — should be analysed against average balance sheet positions and prevailing interest rate movements. A bank with an average loan book of €5 billion and a net interest margin of 1.8% should generate approximately €90M in net interest income. Any significant deviation from this expectation requires investigation: has the loan book grown, have rates changed, or has the portfolio mix shifted between fixed and variable rate products?

Expected Credit Losses and Provision Analysis

The IFRS 9 expected credit loss (ECL) provision is typically the most significant estimation in a bank's financial statements and demands dedicated analytical attention. The auditor should analyse the provision charge as a percentage of the gross loan book and compare to prior periods. An increasing ECL charge rate signals deteriorating credit quality, changes in the macroeconomic outlook (forward-looking scenarios under IFRS 9), or portfolio composition shifts toward higher-risk segments. Stage migration analysis — the movement of loans between Stage 1 (performing), Stage 2 (significant increase in credit risk), and Stage 3 (credit-impaired) — provides crucial insight into credit quality trends. The coverage ratio (ECL balance divided by gross Stage 3 loans) should be analysed for adequacy compared to historical loss experience and peer benchmarks. Any decline in coverage ratio requires investigation.

Cost Efficiency and Regulatory Considerations

The cost-to-income ratio is the primary efficiency metric for banks and should remain relatively stable between periods. Significant changes signal either revenue pressure (denominator declining) or cost escalation (numerator increasing). Staff costs typically represent 50-60% of total operating expenses for a bank and should be analysed against headcount data. IT and digital banking investment costs are increasingly significant and may cause step-changes in the cost base that the auditor should verify against approved investment programmes. Regulatory capital ratios (CET1, Tier 1, Total Capital) are critical for bank stakeholders and should be reconciled to the balance sheet. Changes in risk-weighted assets affect capital ratios even without changes to equity — the auditor should understand what has driven any movements.

Key Ratios to Monitor for Banking & Financial Services

  • Net interest margin
  • Cost-to-income ratio
  • NPL ratio
  • Loan-to-deposit ratio
  • Return on assets
  • Capital adequacy ratio

What Drives Account Fluctuations

Interest rate environment driving net interest income

Credit quality deterioration increasing provision charges

Fee income growth from transaction banking and advisory

Regulatory capital requirements affecting balance sheet structure

Digital banking investments impacting operating costs

Seasonal Considerations

Banking operations are generally not seasonal, but quarter-end window-dressing of balance sheets can distort comparisons. Provision charges may be lumpy depending on the timing of credit events. Interest income should be analysed against average loan book balances, not point-in-time figures.

Recommended Investigation Thresholds for Banking & Financial Services

Account Category Threshold %
Revenue5%
Cost of Goods Sold10%
Operating Expenses10%
Current Assets5%
Equity5%

Regulatory note: Banks are subject to prudential regulation (CRR/CRD in the EU, PRA rules in the UK). Capital adequacy ratios and MREL requirements affect the auditor's understanding. IFRS 9 ECL models require auditor's expert involvement.

Worked Example: Banking & Financial Services Analytical Review

A mid-tier commercial bank. Overall materiality €12,500,000, performance materiality €8,125,000.

Overall materiality: €12,500,000 | Performance materiality: €8,125,000 | Threshold: 10%

Account PY CY Change %
Interest Income FLAG €218,000,000 €245,000,000 €27,000,000 +12.4%
Fee & Commission Income €39,000,000 €42,000,000 €3,000,000 +7.7%
Interest Expense FLAG €98,000,000 €128,000,000 €30,000,000 +30.6%
ECL Provision Charge €12,000,000 €18,500,000 €6,500,000 +54.2%
Staff Costs €49,000,000 €52,000,000 €3,000,000 +6.1%
Loans & Advances €6,200,000,000 €6,800,000,000 €600,000,000 +9.7%
Customer Deposits €5,500,000,000 €5,900,000,000 €400,000,000 +7.3%
Investment Securities €1,100,000,000 €1,200,000,000 €100,000,000 +9.1%
Flagged Item Explanations:
Interest Expense: Increase of €30M (30.6%) — flagged. Driven by central bank rate increases of 150bp during the year. Verified against weighted average funding cost calculations and deposit repricing schedule.
ECL Provision Charge: Increase of €6.5M (54.2%) — flagged. Reflects deterioration in commercial real estate portfolio (Stage 2 migration) and updated macroeconomic scenarios. Verified against ECL model outputs and management's scenario assumptions.

Frequently Asked Questions — Banking & Financial Services

How should I analyse net interest income in a changing rate environment?
Decompose the change into volume effects (changes in average loan book size) and rate effects (changes in interest margins). A rising rate environment typically increases both interest income and interest expense, but with different timing due to repricing gaps. Analyse the net interest margin percentage for a cleaner comparison.
What analytical procedures should I perform on ECL provisions?
Compare the ECL charge as a percentage of gross loans to prior periods and peer banks. Analyse stage migration (movements between Stage 1, 2, and 3). Review coverage ratios by stage. Cross-reference the macroeconomic scenarios used in ECL models against actual economic data and central bank forecasts.
How do I set materiality for a bank?
Total assets at 0.5-1% is the standard benchmark for banks per ISA 320.A4. For systemically important institutions, use the lower end. Net interest income or total equity can be used as alternative benchmarks. Link to our materiality calculator for detailed guidance.
What cost-to-income ratio is normal for a bank?
European banks typically report cost-to-income ratios between 55-70%. Best-in-class digital banks may achieve ratios below 50%. A ratio above 70% signals potential efficiency concerns. Any change of more than 2-3 percentage points warrants investigation.
How should off-balance sheet exposures affect my analytical review?
Commitments, guarantees, and derivative notionals should be disclosed and analysed for trends. Significant increases may indicate growing contingent risk. The fee income from off-balance sheet activities should correlate with the volume of these exposures.