18.1 Rating Migration and Transition

This section describes the parameters of the Rating Migration Analysis.

Table 18-2 External Rating Migration and Transition Analysis Parameters

Parameters	Description
Analysis Name	External Rating Migration and Transition
Report Level Filters	Tabular Report: Period of migration, Rating Source and dimension are covered by this analysis. Additionally, you can analyze the rating migration matrix, rating migration- upgrades and downgrades, and rating migration – change analysis by measures. Also, you can analyze the rating – migration change analysis report by credit rating. Graphical Reports: Period of migration, Rating Source and dimension are covered by this analysis. Additionally, you can analyze the rating migration matrix, rating migration- upgrades and downgrades, and rating migration – change analysis by measures as listed below. The rating migration matrix, rating migration- upgrades and downgrades graphical report can be analyzed by credit rating Also, you can analyze the rating – migration change analysis report by credit rating.
Analysis Description	This analysis presents the External rating migration in the wholesale credit portfolio during a selected period, using a rating migration matrix. To analyze this report you can choose the External rating migration and transition tab. You can analyze this report by choosing any external rating source. The period covered in this analysis are Trailing 12 months, Year to date and Quarter to date. The measures covered in this analysis are Gross Credit Exposure, Total EOP balance, No of Obligors and % of Gross Credit Exposure, % of Total EOP balance and % of No of Obligors. When you choose % of Gross Credit Exposure or % of Total EOP balance or % of No of Obligors as a measure the following tabular and graphical report will get displayed: rating migration – matrix % and rating migration analysis – upgrades and downgrades %. The percentage calculation is based on open balance. The analysis also provides drill down capabilities to access details of obligors whose external ratings have changed during the period of analysis. You can further drill down to account level details of the respective Obligors.
Reports Covered	This analysis is a combination of tabular and graphical reports, consisting of the following: Migration Ratios: This is a tabular report which displays various migration ratios such as Credit migration ratio, Exposure weighted migration ratio, Upgrade ratio – No. of Obligors, Downgrade ratio – No. of Obligors, Upgrade ratio – Exposure, Downgrade ratio – Exposure for a selected period, rating source and combination of dimensions. Rating Migration Matrix: A combination of tabular and graphical report which displays the migrations of obligors through different external credit ratings during a chosen period. The measure to be displayed in the migration matrix can be chosen from the filter. The tabular report displays the details of migration of the obligor from one external credit rating to another by choosing a measure during the selected period, for a selected combination of dimensions. To access the details of obligors who have migrated between two credit rating, you can drill down by clicking on a specific cell in the migration matrix during the given period and click on ‘rating migration detail’ to view the tabular report with Obligor details. You can further drill-down to account level details of the Obligor by clicking on Obligor ID/Obligor. The graphical report is a cluster column chart which displays the migrations of obligors during a chosen period for a chosen credit rating. It displays how the obligors in a portfolio, having a certain credit rating at the beginning of the period have migrated to same/different other credit ratings during a given period You can drill down to account level Obligor details tabular report by clicking on any column in the graph and then clicking on Obligor details. You can further drill-down to account details of the Obligor as a tabular report by clicking on the Obligor ID/Obligor. Rating Migration Analysis – Upgrades and Downgrades: A combination of tabular and graphical report which analyses rating upgrades, downgrades and rating unchanged for a given portfolio. Measure to be displayed can be selected from the filter. The tabular report displays the Total upgrades, Total downgrades and Total unchanged along with the migration ratio for all credit rating, for a chosen portfolio To access the details of obligors who have upgraded or downgraded for a chosen measure, you can drill down by clicking on a specific cell in the Migration Analysis report and then click the Rating Migration Details to view the tabular report with Obligor Details. You can further drill-down to account level details of the Obligor by clicking on Obligor ID or Obligor by clicking on Account Details. The graphical report is a cluster column chart which displays how the obligors in a portfolio have fared in their credit ratings. For each rating it displays the extent of downgrades, upgrades and unchanged. The scatter plot in the chart displays the migration ratio for the chosen rating. You can drill down to account level Obligor details by clicking on any column in the graph and click on rating migration detail. The tabular report with Obligor details will be displayed. You can further drill-down to account details of the Obligor as a tabular report by clicking on the Obligor. Rating Migration - Change Analysis: A combination of tabular and graphical report which analyses the changes in number of borrowers, EOP balances and GCE for each credit rating. The tabular report displays the Open balance, Incremental value, Value Migrated in, Value Migrated out, new business, current balance and run off for the chosen credit rating. The measure to be displayed can be chosen from the filter. The tabular report has drill-down capabilities, where you can click on Value Migrated In or value migrated out or New business cell to access the details of the Obligor in the form of tabular report. You can further drill-down to account level details of the Obligor by clicking on Obligor ID/Obligor. Click on Value Migrated in, Value Migrated out cell and click on migrated in upgrade downgrade and drill-down to a graphical report as a cluster column chart which displays the change analysis migrated in upgrades and migrated in downgrades value for a chosen credit code. The graphical report is a bridge chart which analyses the reasons for change in exposure or number of borrowers to a chosen credit rating. The report displays the Open balance, Incremental value, Value Migrated in, Value Migrated out, new business, run off, others and total for the selected period and combination of dimensions.
Dimensions	Product type Product Legal Entity Line of Business Organization Structure Industry Customer type Natural Currency
Drill-down details	In the Rating migration matrix (tabular report) click on any cell in the Migration Matrix click on rating migration detail to drill-down to the details of Obligors in the form of a tabular report. The following details are displayed -Obligor ID, Obligor, legal entity, Line of business, Org structure, Product type, Product, Industry, Natural Currency, PD %, LGD %, Credit score, Watchlist status, Onboarding date, Days Past due, Credit status, Behavior type, LTV, Present rating-external, Date of migration – external, Exposure at default, Gross credit exposure, GCE Proportion %, Group exposure, Total EOP balance, Total EOP balance % proportion, Undrawn amount, overdue, Allowance for loans and lease losses, Expected loss and Security value. Click on the Obligor/Obligor ID and click on the account details to further drill down to view the details mentioned above along with account number as additional dimension. In the Rating migration matrix (graphical report) click on any column, click on rating migration detail to drill-down to the details of Obligors as mentioned above in the form of a tabular report. Click on the Obligor/Obligor ID and click on the account details to further drill down to view the details mentioned above along with account number as additional dimension. In the Rating migration Analysis- Upgrades and downgrades (Tabular Report), click on any cell in the matrix, click on rating migration details to drill-down to the details of Obligors in the form of a tabular report. The following details are displayed: Obligor ID, Obligor, legal entity, Line of business, Org structure, Product type, Product, Industry, Natural Currency, PD %, LGD %, Credit score, Watchlist status, Onboarding date, Days Past due, Credit status, Behavior type, LTV, Previous rating - external, Present rating - external, Date of migration – external, Exposure at default, Gross credit exposure, GCE Proportion %, Group exposure, Total EOP balance, Total EOP balance % proportion, Undrawn amount, overdue, Allowance for loans and lease losses, Expected loss and Security value. Click on the Obligor and click on the account details to further drill down to view the details mentioned above along with account number as additional dimension. In the Rating migration Analysis- Upgrades and downgrades (graphical Report), click on any column, click on obligor details to drill-down to the details of Obligors as mentioned above in the form of a tabular report. Click on the Obligor and click on the account details to further drill down to view the details mentioned above along with account number as additional dimension. In the Rating migration – Change analysis (tabular report) click on any cell in migrated in, migrated out or new business column, click on obligor details to drill-down to the details of Obligors in the form of a tabular report. The following details are displayed: Obligor ID, Obligor, legal entity, Line of business, Org structure, Product type, Product, Industry, Natural Currency, PD %, LGD %, Credit score, Watchlist status, Onboarding date, Days Past due, Credit status, Behavior type, LTV, Previous rating -external, Present rating - external, Date of migration – external, Exposure at default, Gross credit exposure, GCE Proportion %, Group exposure, Total EOP balance, Total EOP balance % proportion, Undrawn amount, overdue, Allowance for loans and lease losses, Expected loss and Security value. Click on the Obligor and click on the account details to further drill down to view the details mentioned above along with account number as additional dimension. In the Rating migration – Change analysis (tabular report) click on any cell in migrated in, migrated out, click on migrated in upgrade downgrade details tab to drill down to a graphical report which displays the change analysis migrated in upgrade and downgrade value in the form of cluster column chart for a particular chosen credit code.
Drill-down Path	In the Rating migration matrix (tabular report) click on any cell in the Migration Matrix click on rating migration detail to drill-down to the details of Obligors Click on the Obligor ID/Obligor click on the account details to further drill down to the account level details of the respective Obligor. In the Rating migration matrix (graphical report) click on any column, click on rating migration detail to drill-down to the details of Obligors. Click on the Obligor ID/Obligor, click on the account details to further drill down to the account level details of the respective Obligor. In the Rating migration Analysis- Upgrades and downgrades (Tabular Report), click on any cell in the matrix, click on rating migration details to drill-down to the details of Obligors. Click on the Obligor click on the account details to further drill down to the account level details of the respective Obligor. In the Rating migration Analysis- Upgrades and downgrades (graphical Report), click on any column, click on obligor details to drill-down to the details of Obligors. Click on the Obligor click on the account details to further drill down to the account details of the respective Obligor. In the Rating migration – Change analysis (tabular report) click on any cell in migrated in, migrated out or new business column, click on obligor details to drill-down to the details of Obligors. Click on the Obligor and click on the account details to further drill down to the account details of the respective Obligor. In the Rating migration – Change analysis (tabular report) click on any cell in migrated in, migrated out, click on migrated in upgrade downgrade details tab to drill down to a graphical report - change analysis migrated in upgrade and downgrade.

Table 18-3 BASEL Rating Migration Analysis Parameters

Analysis Name	BASEL Rating Migration Analysis
Report Level Filters	Tabular Report: Period of migration, Rating Source and dimension are covered by this analysis. Additionally, you can analyze the rating migration matrix, rating migration- upgrades and downgrades, and rating migration – change analysis by measures as listed below. Also, you can analyze the rating – migration change analysis report by credit code. Graphical Reports: Period of migration, Rating Source and dimension are covered by this analysis. Additionally, you can analyze the rating migration matrix, rating migration- upgrades and downgrades, and rating migration – change analysis by measures as listed below. The rating migration matrix, rating migration- upgrades and downgrades graphical report can be analyzed by rating Also, you can analyze the rating – migration change analysis report by credit code.
Analysis Description	This analysis presents the BASEL rating migration and transition in the wholesale credit portfolio during a selected period, using a rating migration matrix. To view and analyze this report you can choose the External rating migration and transition tab, and choose the option as BASEL from the rating source. The period covered in this analysis are Trailing 12 months, Year to date and Quarter to date. The measures covered in this analysis are Gross Credit Exposure, Total EOP balance, No of Obligors and % of Gross Credit Exposure, % of Total EOP balance and % of No of Obligors. When you choose % of Gross Credit Exposure or % of Total EOP balance or % of No of Obligors as a measure the following tabular and graphical report will get displayed: BASEL rating migration – matrix % and BASEL rating migration analysis – upgrades and downgrades %. The percentage calculation is based on open balance. The analysis also provides drill down capabilities to access details of obligors whose BASEL ratings have changed during the period of analysis. You can further drill down to account level details of the respective Obligors.
Reports Covered	This analysis is a combination of tabular and graphical reports, consisting of the following: BASEL Migration Ratios: This is a tabular report which displays various ratios of the Obligor under BASEL as a rating source, such as Credit migration ratio, Exposure weighted migration ratio, Upgrade ratio – No. of Obligors, Downgrade ratio – No. of Obligors, Upgrade ratio – Exposure, Downgrade ratio – Exposure for a selected period, and combination of dimensions. BASEL Rating Migration Matrix: A combination of tabular and graphical report which displays the migrations of an obligor through BASEL rating by a chosen measure from the above list. The tabular report displays the details of migration of the obligor from one BASEL rating to another by choosing a measure during the selected period, for a selected combination of dimensions. To access the details of obligors who have migrated between two BASEL rating, you can drill down by clicking on a specific cell in the migration matrix during the given period and click on rating migration detail to view the tabular report with Obligor details You can further drill-down to account level details of the Obligor by clicking on Obligor ID/Obligor. The graphical report is a cluster column chart which analyses the chosen BASEL rating of the obligors who have migrated to other bands for the chosen measure as listed above. It displays how the obligors have migrated from the beginning of the period to the end of period for a selected portfolio (based on chosen combination of dimensions). You can drill down to account level Obligor details by clicking on any column in the graph and click on Obligor details. The tabular report with Obligor details will be displayed. You can further drill-down to account details of the Obligor as a tabular report by clicking on the Obligor ID/Obligor. BASEL Rating Migration Analysis – Upgrades and Downgrades: A combination of tabular and graphical report which analyses the movement of the obligor from one BASEL rating to another in the form of upgrades and downgrades and the rating which has remain unchanged for a chosen measure and period. The tabular report displays the Total upgrades, Total downgrades and Total unchanged along with the migration ratio. To access the details of obligors who have upgraded or downgraded for a chosen measure, you can drill down by clicking on a specific cell in the migration matrix and click on rating migration details to view the tabular report with Obligor details. You can further drill-down to account level details of the Obligor by clicking on Obligor ID/Obligor. The graphical report is a cluster column chart which analyses for the chosen BASEL rating of the obligors who have migrated to other ratings in the form of upgrades and downgrades as well as the ratings which has remain unchanged for a chosen measure as listed above. The scatter plot in the chart displays the migration ratio for the chosen rating. You can drill down to account level Obligor details by clicking on any column in the graph and click on rating migration detail. The tabular report with Obligor details will be displayed. You can further drill-down to account details of the Obligor as a tabular report by clicking on the Obligor. BASEL Rating Migration - Change Analysis: A combination of tabular and graphical report which analyses the reasons for change in gross credit exposure or numbers of obligors or total EOP balance of the Obligor, for a chosen range of BASEL credit code. The tabular report displays the Open balance, Incremental value, Value Migrated in, Value Migrated out, new business, current balance and run off and others for the chosen BASEL credit code, for a chosen measure. The tabular report has drill-down capabilities, where you can click on Value Migrated In or value migrated out or New business cell to access the rating migration detail of the Obligor in the form of tabular report. You can further drill-down to account level details of the Obligor by clicking on Obligor ID/Obligor. Click on Value Migrated in, Value Migrated out cell and click on migrated in upgrade downgrade and drill-down to a graphical report as a cluster column chart which displays the change analysis migrated in upgrades and migrated in downgrades value for a chosen BASEL credit code. The graphical report is a bridge chart which analyses the reasons for change in the chosen measure for a chosen BASEL credit code. The report displays the Open balance, Incremental value, Value Migrated in, Value Migrated out, new business, run off, others and total for the selected period and combination of dimensions.
Dimensions	Product type Product Legal Entity Line of Business Organization Structure Industry Customer type Natural Currency
Drill-down details	In the BASEL rating migration matrix (tabular report) click on any cell in the Migration Matrix click on rating migration detail to drill-down to the details of Obligors in the form of a tabular report. The following details are displayed -Obligor ID, Obligor, legal entity, Line of business, Org structure, Product type, Product, Industry, Natural Currency, PD %, LGD %, Credit score, Watchlist status, Onboarding date, Days Past due, Credit status, Behavior type, LTV, Present rating-external, Date of migration – external, Exposure at default, Gross credit exposure, GCE Proportion %, Group exposure, Total EOP balance, Total EOP balance % proportion, Undrawn amount, overdue, Allowance for loans and lease losses, Expected loss and Security value. Click on the Obligor/Obligor ID and click on the account details to further drill down to view the details mentioned above along with account number as additional dimension. In the BASEL rating migration matrix (graphical report) click on any column, click on rating migration detail to drill-down to the details of Obligors as mentioned above in the form of a tabular report. Click on the Obligor/Obligor ID and click on the account details to further drill down to view the details mentioned above along with account number as additional dimension. In the BASEL rating migration Analysis- Upgrades and downgrades (Tabular Report), click on any cell in the matrix, click on rating migration details to drill-down to the details of Obligors in the form of a tabular report. The following details are displayed: Obligor ID, Obligor, legal entity, Line of business, Org structure, Product type, Product, Industry, Natural Currency, PD %, LGD %, Credit score, Watchlist status, Onboarding date, Days Past due, Credit status, Behavior type, LTV, Previous rating - external, Present rating - external, Date of migration – external, Exposure at default, Gross credit exposure, GCE Proportion %, Group exposure, Total EOP balance, Total EOP balance % proportion, Undrawn amount, overdue, Allowance for loans and lease losses, Expected loss and Security value. Click on the Obligor and click on the account details to further drill down to view the details mentioned above along with account number as additional dimension. In the BASEL rating migration Analysis- Upgrades and downgrades (graphical Report), click on any column, click on obligor details to drill-down to the details of Obligors as mentioned above in the form of a tabular report. Click on the Obligor and click on the account details to further drill down to view the details mentioned above along with account number as additional dimension. In the BASEL rating migration – Change analysis (tabular report) click on any cell in migrated in, migrated out or new business column, click on obligor details to drill-down to the details of Obligors in the form of a tabular report. The following details are displayed: Obligor ID, Obligor, legal entity, Line of business, Org structure, Product type, Product, Industry, Natural Currency, PD %, LGD %, Credit score, Watchlist status, Onboarding date, Days Past due, Credit status, Behavior type, LTV, Previous rating -external, Present rating - external, Date of migration – external, Exposure at default, Gross credit exposure, GCE Proportion %, Group exposure, Total EOP balance, Total EOP balance % proportion, Undrawn amount, overdue, Allowance for loans and lease losses, Expected loss and Security value. Click on the Obligor and click on the account details to further drill down to view the details mentioned above along with account number as additional dimension. In the BASEL rating migration – Change analysis (tabular report) click on any cell in migrated in, migrated out, click on migrated in upgrade downgrade details tab to drill down to a graphical report which displays the change analysis migrated in upgrade and downgrade value in the form of cluster column chart for a particular chosen credit code.
Drill-down Path	In the BASEL Rating migration matrix (tabular report) click on any cell in the Migration Matrix click on rating migration detail to drill-down to the details of Obligors Click on the Obligor ID/Obligor click on the account details to further drill down to the account level details of the respective Obligor. In the BASEL Rating migration matrix (graphical report) click on any column, click on rating migration detail to drill-down to the details of Obligors. Click on the Obligor ID/Obligor, click on the account details to further drill down to the account level details of the respective Obligor. In the BASEL Rating migration Analysis- Upgrades and downgrades (Tabular Report), click on any cell in the matrix, click on rating migration details to drill-down to the details of Obligors. Click on the Obligor click on the account details to further drill down to the account level details of the respective Obligor. In the BASEL Rating migration Analysis- Upgrades and downgrades (graphical Report), click on any column, click on obligor details to drill-down to the details of Obligors. Click on the Obligor click on the account details to further drill down to the account details of the respective Obligor. In the BASEL Rating migration – Change analysis (tabular report) click on any cell in migrated in, migrated out or new business column, click on obligor details to drill-down to the details of Obligors. Click on the Obligor and click on the account details to further drill down to the account details of the respective Obligor. In the BASEL Rating migration – Change analysis (tabular report) click on any cell in migrated in, migrated out, click on migrated in upgrade downgrade details tab to drill down to a graphical report - change analysis migrated in upgrade and downgrade.

Note:

The previous rating filter is not passing to the Basel Rating Migration Matrix table’s drill-down report available in the External Rating Migration & Transition tab of the Rating Migration and Transition tab in the Wholesale Credit Risk dashboard and hence, the drill-down report is not displayed.

Table 18-4 Internal Rating Migration Analysis Parameters

Analysis Name	Internal Rating Migration Analysis
Report Level Filters	Tabular Report: Period of migration, Rating Source and dimension are covered by this analysis. Additionally, you can analyze the rating migration matrix, rating migration- upgrades and downgrades, and rating migration – change analysis by measures as listed below. Also, you can analyze the rating – migration change analysis report by credit code. Graphical Reports: Period of migration, Rating Source and dimension are covered by this analysis. Additionally, you can analyze the rating migration matrix, rating migration- upgrades and downgrades, and rating migration – change analysis by measures as listed below. The rating migration matrix, rating migration- upgrades and downgrades graphical report can be analyzed by rating Also, you can analyze the rating – migration change analysis report by credit code.
Analysis Description	This analysis presents the Internal rating migration and transition in the wholesale credit portfolio during a selected period, using a rating migration matrix. To view and analyze this report you can choose the Internal rating migration tab The period covered in this analysis are Trailing 12 months, Year to date and Quarter to date. The measures covered in this analysis are Gross Credit Exposure, Total EOP balance, No of Obligors and % of Gross Credit Exposure, % of Total EOP balance and % of No of Obligors. When you choose % of Gross Credit Exposure or % of Total EOP balance or % of No of Obligors as a measure the following tabular and graphical report will get displayed: rating migration – matrix % and rating migration analysis – upgrades and downgrades %. The percentage calculation is based on open balance. The analysis also provides drill down capabilities to access details of obligors whose Internal ratings have changed during the period of analysis. You can further drill down to account level details of the respective Obligors.
Reports Covered	This analysis is a combination of tabular and graphical reports, consisting of the following: Migration Ratios: This is a tabular report which displays various ratios of the Obligor such as Credit migration ratio, Exposure weighted migration ratio, Upgrade ratio – No. of Obligors, Downgrade ratio – No. of Obligors, Upgrade ratio – Exposure, Downgrade ratio – Exposure for a selected period, rating source and combination of dimensions. Rating Migration Matrix: A combination of tabular and graphical report which displays the migrations of an obligor through different internal credit rating by a chosen measure from the above list. The The tabular report displays the details of migration of the obligor from one internal credit rating to another by choosing a measure during the selected period, for a selected combination of dimensions. To access the details of obligors who have migrated between two credit rating, you can drill down by clicking on a specific cell in the migration matrix during the given period and click on rating migration detail to view the tabular report with Obligor details. You can further drill-down to account level details of the Obligor by clicking on Obligor ID/Obligor. The graphical report is a cluster column chart which analyses the chosen credit rating of the obligors who have migrated to other bands for the chosen measure as listed above. It displays how the obligors have migrated from the beginning of the period to the end of period for a selected portfolio (based on chosen combination of dimensions). You can drill down to account level Obligor details tabular report by clicking on any column in the graph and then clicking on Obligor details. You can further drill-down to account details of the Obligor as a tabular report by clicking on the Obligor ID/Obligor. Rating Migration Analysis – Upgrades and Downgrades: A combination of tabular and graphical report which analyses the movement of the obligor from one internal credit rating to another in the form of upgrades and downgrades and the rating which has remain unchanged for a chosen measure, rating source and period. The tabular report displays the Total upgrades, Total downgrades and Total unchanged along with the migration ratio. To access the details of obligors who have upgraded or downgraded for a chosen measure, you can drill down by clicking on a specific cell in the migration matrix and click on rating migration details to view the tabular report with Obligor details. You can further drill-down to account level details of the Obligor by clicking on Obligor. The graphical report is a cluster column chart which analyses for the chosen rating band of the obligors who have migrated to other ratings in the form of upgrades and downgrades as well as the ratings which has remain unchanged for a chosen measure as listed above. You can drill down to account level Obligor details by clicking on any column in the graph and click on rating migration detail. The tabular report with Obligor details will be displayed. You can further drill-down to account details of the Obligor as a tabular report by clicking on the Obligor. Rating Migration - Change Analysis: A combination of tabular and graphical report which analyses the reasons for change in gross credit exposure or numbers of obligors or total EOP balance of the Obligor, for a chosen range of credit code. The tabular report displays the Open balance, Incremental value, Value Migrated in, Value Migrated out, new business, current balance and run off and others for the chosen credit code, for a chosen measure. The tabular report has drill-down capabilities, where you can click on Value Migrated In or value migrated out or New business cell to access the rating migration detail of the Obligor in the form of tabular report. You can further drill-down to account level details of the Obligor by clicking on Obligor ID/Obligor. Click on Value Migrated in, Value Migrated out cell and click on migrated in upgrade downgrade and drill-down to a graphical report as a cluster column chart which displays the change analysis migrated in upgrades and migrated in downgrades value for a chosen credit code. The graphical report is a bridge chart which analyses the reasons for change in the chosen measure for a chosen credit code. The report displays the Open balance, Incremental value, Value Migrated in, Value Migrated out, new business, run off, others and total for the selected period and combination of dimensions.
Dimensions	Product type Product Legal Entity Line of Business Organization Structure Industry Customer type Natural Currency
Drill-down details	In the Rating migration matrix (tabular report) click on any cell in the Migration Matrix click on rating migration detail to drill-down to the details of Obligors in the form of a tabular report. The following details are displayed -Obligor ID, Obligor, legal entity, Line of business, Org structure, Product type, Product, Industry, Natural Currency, PD %, LGD %, Credit score, Watchlist status, Onboarding date, Days Past due, Credit status, Behavior type, LTV, Present rating-external, Date of migration – external, Exposure at default, Gross credit exposure, GCE Proportion %, Group exposure, Total EOP balance, Total EOP balance % proportion, Undrawn amount, overdue, Allowance for loans and lease losses, Expected loss and Security value. Click on the Obligor/Obligor ID and click on the account details to further drill down to view the details mentioned above along with account number as additional dimension. In the Rating migration matrix (graphical report) click on any column, click on rating migration detail to drill-down to the details of Obligors as mentioned above in the form of a tabular report. Click on the Obligor/Obligor ID and click on the account details to further drill down to view the details mentioned above along with account number as additional dimension. In the Rating migration Analysis- Upgrades and downgrades (Tabular Report), click on any cell in the matrix, click on rating migration details to drill-down to the details of Obligors in the form of a tabular report. The following details are displayed: Obligor ID, Obligor, legal entity, Line of business, Org structure, Product type, Product, Industry, Natural Currency, PD %, LGD %, Credit score, Watchlist status, Onboarding date, Days Past due, Credit status, Behavior type, LTV, Previous rating - external, Present rating - external, Date of migration – external, Exposure at default, Gross credit exposure, GCE Proportion %, Group exposure, Total EOP balance, Total EOP balance % proportion, Undrawn amount, overdue, Allowance for loans and lease losses, Expected loss and Security value. Click on the Obligor and click on the account details to further drill down to view the details mentioned above along with account number as additional dimension. In the Rating migration Analysis- Upgrades and downgrades (graphical Report), click on any column, click on obligor details to drill-down to the details of Obligors as mentioned above in the form of a tabular report. Click on the Obligor and click on the account details to further drill down to view the details mentioned above along with account number as additional dimension. In the Rating migration – Change analysis (tabular report) click on any cell in migrated in, migrated out or new business column, click on obligor details to drill-down to the details of Obligors in the form of a tabular report. The following details are displayed: Obligor ID, Obligor, legal entity, Line of business, Org structure, Product type, Product, Industry, Natural Currency, PD %, LGD %, Credit score, Watchlist status, Onboarding date, Days Past due, Credit status, Behavior type, LTV, Previous rating -external, Present rating - external, Date of migration – external, Exposure at default, Gross credit exposure, GCE Proportion %, Group exposure, Total EOP balance, Total EOP balance % proportion, Undrawn amount, overdue, Allowance for loans and lease losses, Expected loss and Security value. Click on the Obligor and click on the account details to further drill down to view the details mentioned above along with account number as additional dimension. In the Rating migration – Change analysis (tabular report) click on any cell in migrated in, migrated out, click on migrated in upgrade downgrade details tab to drill down to a graphical report which displays the change analysis migrated in upgrade and downgrade value in the form of cluster column chart for a particular chosen credit code.
Drill-down Path	In the Rating migration matrix (tabular report) click on any cell in the Migration Matrix click on rating migration detail to drill-down to the details of Obligors Click on the Obligor ID/Obligor click on the account details to further drill down to the account level details of the respective Obligor. In the Rating migration matrix (graphical report) click on any column, click on rating migration detail to drill-down to the details of Obligors. Click on the Obligor ID/Obligor, click on the account details to further drill down to the account level details of the respective Obligor. In the Rating migration Analysis- Upgrades and downgrades (Tabular Report), click on any cell in the matrix, click on rating migration details to drill-down to the details of Obligors. Click on the Obligor click on the account details to further drill down to the account level details of the respective Obligor. In the Rating migration Analysis- Upgrades and downgrades (graphical Report), click on any column, click on obligor details to drill-down to the details of Obligors. Click on the Obligor click on the account details to further drill down to the account details of the respective Obligor. In the Rating migration – Change analysis (tabular report) click on any cell in migrated in, migrated out or new business column, click on obligor details to drill-down to the details of Obligors. Click on the Obligor and click on the account details to further drill down to the account details of the respective Obligor. In the Rating migration – Change analysis (tabular report) click on any cell in migrated in, migrated out, click on migrated in upgrade downgrade details tab to drill down to a graphical report - change analysis migrated in upgrade and downgrade.