13.1 Capital Requirement Summary

This section describes the parameters of the Capital Requirement- Summary Analysis.

Table 13-2 Capital Requirement Summary Analysis Parameters

Parameters Description
Analysis Name Capital Requirement Summary
Report Level Filters
  • Tabular Report: Not Applicable.
  • Graphical Report: All the dimensions covered by the analysis.
Analysis Description This analysis provides a multidimensional view of the capital held against the bank's credit portfolio, through a combination of measures such as EOP Balance, Capital, ALLL, WALGD, WAPD, and Expected Loss.
Reports Covered

This analysis is presented through a combination of a tabular and a graphical report, consisting of the following:

  • Capital Requirement Summary: A multidimensional tabular report displaying all the measures such as EOP Balance Total, Capital, Allowance for Loan and Lease Losses, Expected Loss, WALGD, and WAPD, for all the listed dimensions.
  • Capital and Reserves – Summary: A combination chart, where for a given date and selected combination of dimensions, the stacked column chart displays the Capital, Expected Loss and the scatter plot displays the WAPD, WALGD and Capital as a percentage of EOP Balance. You can filter data through the following measures: Expected Loss, Regulatory Capital and Allowance for Loan and Lease Losses.
  • Capital Requirement – Composition: A radar chart displaying the composition or percentage proportion of EOP Balance, Capital, Expected Loss, and ALLL. You can filter the data using the following measures: All Measures, EOP Balance – Total, Expected Loss and Allowance for Loan and Lease Losses.
Dimensions
  • Legal Entity
  • Line of Business
  • Product Type
  • Product
  • Organization Structure
  • Industry
  • Delinquency Bands
  • Customer Type
  • Natural Currency
Drill-down details You can filter data in the Capital and Reserves – Summary reportthrough the following measures: Expected Loss, Regulatory Capital, and Allowance for Loan and Lease Losses.
Drill-down Path Not Applicable