16.4 Credit Quality Ratio - Summary

This section describes the parameters of the Credit Quality Ratio - Summary Analysis.

Table 16-5 Credit Quality Ratio - Summary Analysis Parameters

Parameters Description
Analysis Name Credit Quality Ratio - Summary
Report Level Filters
  • Tabular Report: Not Applicable
  • Graphical Reports: All the dimensions covered by the analysis.
Analysis Description This analysis provides a multidimensional overview of the key credit quality ratios for the wholesale portfolio, through measures such as Watchlist Ratio, Delinquent Ratio, NPA Ratio, ALLL Ratio, ALLL-NPA Coverage Ratio, Current Provisions Ratio, ALLL- NCO Coverage Ratio, Charge Off Ratio and WAPD.
Reports Covered

This analysis is a combination of tabular and graphical reports, consisting of the following:

  • Credit Quality Ratio – Summary: A multidimensional tabular report displaying the Watchlist Ratio, Delinquent Ratio, NPA Ratio, ALLL ratio, ALLL-NPA Coverage ratio, Current Provisions ratio, ALLL- NCO Coverage ratio, Charge Off ratio and WAPD for all the listed dimensions.
  • Key Stressed Asset Ratios: A column chart displaying the key stressed assets ratios such as Watchlist Ratio, Delinquent Ratio, NPA Ratio, and WAPD for the selected combination of dimensions.
  • Key Credit Loss Reserve Ratios: A column chart displaying the key credit loss reserve ratios such as ALLL Ratio, Current Provision Ratio, and Charge off Ratio for the selected combination of dimensions.
  • Key Coverage Ratios: A column chart displaying the key coverage ratios such as ALLL-NPA Coverage Ratio and ALLL-NCO Coverage Ratio for the selected combination of dimensions.
Dimensions
  • Legal Entity
  • Line of Business
  • Product Type
  • Product
  • Organization Structure
  • Industry
  • Obligor Rating
  • Customer Type
  • Exposure Band
  • Natural Currency
Drill-down details Not Applicable
Drill-down Path Not Applicable