26.1 Stressed Assets Classification Summary

This section describes the parameters of the Stressed Assets Classification Summary.

Table 26-2 Stressed Assets Classification Parameters

Parameters	Description
Analysis Name	Stressed Assets Classification Summary
Report Level Filters	Tabular Report: Metric (Number of Accounts, Actual values, Number Proportion, Proportion of actual values) Graphical Reports: All dimensions covered by the analysis and Metric (Number of Accounts, Actual values, Number Proportion, Proportion of actual values)
Analysis Description	This analysis gives a multidimensional view of credit quality of the portfolio by displaying how the credit exposure is spread across various stressed asset classes such as Watchlisted Exposures, Delinquent Exposure - Up to 30 days DPD, Delinquent Exposure 31-60 days DPD, Delinquent Exposure - More than 60 days DPD, Total Delinquent exposures, NPA – Sub-standard Exposure, NPA - Doubtful Exposure, NPA - Loss Exposures, Total NPAs, YTD Gross Charge Off, YTD Foreclosures and YTD Recoveries for WO Accounts.
Reports Covered	This analysis is presented through a combination of a tabular and a graphical report, consisting of the following: Stressed Assets Classification Summary: A multidimensional tabular report displaying the spread of credit exposure (Number of Accounts, Actual values, Number Proportion, Proportion of actual values) across various types of asset classes. The tabular report also provides drill-down facility where you can click on any cell (measures) on any row for the portfolio and drill-down to Obligor level detailsclasses such as: Watchlisted Exposures, Delinquent Exposure - Up to 30 days DPD, Delinquent Exposure 31-60 days DPD, Delinquent Exposure - More than 60 days DPD, Total Delinquent Exposure, NPA - Substandard Exposure, NPA - Doubtful Exposure, NPA - Loss Exposures and Total NPAs. The report provides details of the following measures: YTD Gross Charge Off, YTD Foreclosures and YTD Recoveries for WO Accounts. This report also has drill down capabilities to assess the account level details such as the Obligor Name, Obligor ID, Org Structure, Line of Business, Product type, Product, Natural Currency, Gross Credit Exposure, EOP Balance – Fund based, EOP Balance – Non-fund based, EOP Balance – Total, Undrawn balance commitments, Utilization Percent, Overdues, DPD, Allowance for Loan and lease loss, YTD Gross Charge off, YTD Foreclosures, YTD recoveries for WO accounts, Watchlist status, Credit status, Credit score, Asset classification. Stressed Assets - Key Classification: A clustered column chart that provides a multidimensional view of the credit quality of the portfolio and its spread across key stressed asset classes such as Watchlisted exposures, Total Delinquent exposures, and Total Non-Performing Assets, for the selected combinations of dimensions. The graphical report can be drill down to the obligor level details. Click on any column in the graph and then click on Stressed Assets Classification Detail to view the detailed drill-down report. Delinquent Exposures Classification: A clustered column chart that provides an in-depth analysis of the Delinquent Exposure and it is spread across delinquency bands such as Delinquent exposures - up to 30 Days DPD, Delinquent Exposure – 31 to 60 Days DPD, and Delinquent Exposure – more than 60 Days DPD, for the selected combinations of dimensions. The graphical report can be drill down to the obligor level details. Click on any column in the graph and then click on Delinquent Exposures Classifications The detailed report is displayed with the following metrics: Obligor, Obligor ID, PD %, Rating, Credit Score, Credit Status, Watchlist status, Days Past Due, 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, Delinquent exposures - up to 30 Days DPD, Delinquent Exposure – 31 to 60 Days DPD, Delinquent Exposure – more than 60 Days DPD, and Total Delinquent Exposure to view the detailed drill-down report. NPA Exposures Classification: A clustered column chart that provides an in-depth analysis of the Non-Performing Assets and it’s spread across various NPA subclasses such as NPA – Sub-Standard Exposure, NPA-Doubtful Exposure, and NPA Loss Exposures, for the selected combinations of dimensions. The graphical report can be drill down to the obligor level details. Click on any column in the graph and then click on NPA Exposures Classification Detail. The detailed report is displayed with the following metrics: Obligor, Obligor ID, PD %, Rating, Credit Score, Credit Status, Watchlist status, Days Past Due, 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, Delinquent exposures - up to 30 Days DPD, Delinquent Exposure – 31 to 60 Days DPD, Delinquent Exposure – more than 60 Days DPD and Total Delinquent Exposure to view the detailed drill-down report. Foreclosures and Charge Offs - Summary: A clustered column chart that provides an in-depth analysis of the Foreclosures and Charge Offs summary and it is spread through measures such as YTD Gross Charge Off, YTD Foreclosures, and YTD Recoveries for WO Accounts, for the selected combinations of dimensions. The graphical report can be drill down to the obligor level details. Click on any column in the graph and then click on Foreclosures and Charge Offs Detail The detailed report is displayed with the following metrics: Obligor Obligor ID, PD %, Rating, Credit Score, Credit Status, Watchlist status, Days Past Due, 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, Delinquent exposures - up to 30 Days DPD, Delinquent Exposure – 31 to 60 Days DPD, Delinquent Exposure – more than 60 Days DPD, and Total Delinquent Exposure to view the detailed drill-down report. Stressed Assets Composition: A radar chart displaying the composition or percentage proportion of all the key stressed asset classes, YTD foreclosures, YTD write offs and YTD recovery from Written off accounts, for the selected combination of dimensions. You can select any one of the measures from the dropdown filter: All measures, Watchlisted Exposures, Delinquent Exposure - Up to 30 days DPD, Delinquent Exposure 31-60 days DPD, Delinquent Exposure - More than 60 days DPD, Total Delinquent Exposure, NPA - Substandard Exposure, NPA - Doubtful Exposure, NPA - Loss Exposures and Total NPAs. Filter the data using any one of the measures: All Measures, Watchlisted Exposures, Delinquent Exposure – upto 30 days DPD, Delinquent Exposure – 31 to 60 days DPD, Delinquent Exposure – More than 60 days DPD, Total Delinquent Exposure, NPA -Sub–Standard Exposure, NPA -Doubtful Exposure, NPA – Loss Exposure, Total Non-Performing Assets, YTD Gross Charge Off, YTD Foreclosures, YTD Recoveries and YTD for WO Accounts.
Dimensions	Legal Entity Line of Business Product Type Product Organization Structure Customer Type Natural Currency Sourcing Channel External Credit Score Band
Drill-down details	The Stressed Assets Classification Summary (tabular report) can be drill-down to Obligor level details. Click on any measure cell in table to drill-down to the list of Watchlisted, Delinquent and non-performing accounts (based on the combination of dimension representing each row). The drill-down tabular report presents the following Obligor level details: Obligor Name, Obligor ID, Org Structure, Line of Business, Product type, Product, Natural Currency, Gross Credit Exposure, EOP Balance – Fund based, EOP Balance – Non-fund based, EOP Balance – Total, Undrawn balance commitments, Utilization Percent, Overdues, DPD, Allowance for Loan and lease loss, YTD Gross Charge off, YTD Foreclosures, YTD recoveries for WO accounts, Watchlist status, Credit status, Credit score, Asset classification. The Stressed asset key classification graphical report can be drill-down to a tabular report displaying the Obligor level details. Click on any column and click on stressed asset classification detail to drill down to obligor level details with the following measures: Obligor, Obligor ID, PD %, Rating, Credit Score, Credit Status, Watchlist status, Days Past Due, 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 and Watchlisted Exposures. The Delinquent exposures classification graphical report can be drill-down to a tabular report displaying the Obligor level details. Click on any column and click on delinquent exposure classification detail to drill down to obligor level details with the following measures: Obligor, Obligor ID, PD %, Rating, Credit Score, Credit Status, Watchlist status, Days Past Due, 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, Delinquent exposures - up to 30 Days DPD, Delinquent Exposure – 31 to 60 Days DPD, Delinquent Exposure – more than 60 Days DPD and Total Delinquent Exposures. The NPA exposures classification graphical report can be drill-down to a tabular report displaying the Obligor level details. Click on any column and click on NPA exposure classification detail to drill down to obligor level details with the following measures: Obligor, Obligor ID, PD %, Rating, Credit Score, Credit Status, Watchlist status, Days Past Due, 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, NPA – Sub-Standard Exposure, NPA –Doubtful exposure, NPA – Loss Exposures and Total Non- Performing Assets. The Foreclosures and Charge-Offs Summary graphical report can be drill-down to a tabular report displaying the Obligor level details. Click on any column and click on Foreclosures and Charge-Offs classification detail to drill down to obligor level details with the following measures: Obligor, Obligor ID, PD %, Rating, Credit Score, Credit Status, Watchlist status, Days Past Due, 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, Gross charge off, Net Charge off and Foreclosures.
Drill-down Path	In the Stressed Assets Classification Summary (tabular report), click the following cells (measures) to view the drill-down reports: Watchlisted Exposures, Delinquent Exposure - Up to 30 days DPD, Delinquent Exposure - 31 to 60 days DPD, Delinquent Exposure – More than 60 days DPD, Total Delinquent Exposure, NPA Sub-standard Exposure, NPA-Doubtful Exposure, NPA-Loss Exposure and Total Non-Performing Assets. In the Stressed asset key classification graph click on any column and click on stressed asset classification detail to drill down to obligor level details. In the Delinquent exposures classification graph click on any column and click on delinquent exposure classification detail to drill down to obligor level details. In the NPA exposures classification graph click on any column and click on NPA exposures classification detail to drill down to obligor level details. In the Foreclosure and charge offs - summary graph click on any column and click on Foreclosure and charge offs - summary detail to drill down to obligor level details.