9.1 Credit Portfolio - Summary

This section describes the parameters of the Credit Portfolio - Summary Analysis.

Table 9-2 Credit Portfolio - Summary Analysis Parameters

Parameters	Description
Analysis Name	Credit Portfolio - Summary
Report Level Filters	Tabular Report: Not Applicable Graphical Report: All the dimensions covered by this analysis.
Analysis Description	This analysis provides a multidimensional overview of the credit portfolio across the trading and banking book, through a combination of key credit measures such as Gross Credit Exposure (GCE), EOP Balance – Fund Based (EOP-FB), EOP Balance – Non-Fund Based (EOP-NFB), EOP Balance Total (EOP-Total), Undrawn Balance, Non-Performing Assets (NPA), Non-Performing Assets/ Total EOP Balance, Allowance for Loan and Lease Losses (ALLL), Allowance for Loan and Lease Losses/ Total EOP Balance and Security Value.
Reports Covered	This analysis is presented through a combination of tabular and graphical reports, consisting of the following: Credit Portfolio - Summary: A multidimensional Tabular Report displaying all the measures for all the listed dimensions. Key Credit Metrics: A combination chart where for a given measure and selected dimension, the stacked column chart displays the Undrawn Balance Commitments, EOP Balance –Total, NPA/Total EOP Balance, and Allowance for Loan and Lease Loss/Total EOP Balance and the line charts display the amount and percentage. To view the drill-down report, click on the graph and then click Key Credit Metrics – Detail. The following metrics are listed; Obligor, Obligor ID, Gross Credit Exposure, EOP Balance – Fund Based, EOP Balance – Non Fund Based, Total EOP Balance, Undrawn Amount, Overdue, Days Past Due, Allowance for Loan and Lease Losses, Expected Loss, Security Value, Utilization Percent, PD, Rating, Credit Score, Credit Status, and Watchlist Status. Key Credit Metrics - Composition: A Radar Chart displaying the composition or percentage proportion of all the key credit measures (except ratios) by a selected combination of dimensions and measures.
Dimensions	Product Product Type Organization Type Line of Business Natural Currency Maturity Profile Credit Status (In Graphical Reports) Watchlist Status (In Graphical Reports)
Drill-down details	To view a detailed drill-down report, click on the Bar Graph and select the Key Credit Metrics – Details. The following metrics are listed; Obligor, Obligor ID, Gross Credit Exposure, EOP Balance – Fund Based, EOP Balance – Non Fund Based, Total EOP Balance, Undrawn Amount, Overdue, Days Past Due, Allowance for Loan and Lease Losses, Expected Loss, Security Value, Utilization Percent, PD, Rating, Credit Score, Credit Status and Watchlist Status. In the Credit Portfolio – Summary under Key Credit Metrics bar graph, click on any bar in graph and select the Key Credit Metrics – Details to drill-down to a table considering various measures.
Drill-down Path	The various measures available as part of the drill-down are Borrower, Gross Credit Exposure, EOP Balance - Fund Based, EOP Balance – Non Fund Based, Total EOP Balance, Undrawn Amount, Overdue, Allowance for Loan and Lease Losses, Expected Loss, Security Value, Utilization Percent, PD, Rating, Credit Score, Credit Status and Watchlist Status.