Table of Contents

• Title and Copyright Information
• 1 Preface
  • 1.1 Scope of the Guide
  • 1.2 Intended Audience
  • 1.3 What is New in this Release
    • 1.3.1 Installing this Major Release
  • 1.4 Access to Oracle Support
  • 1.5 Related Information Sources
  • 1.6 Conventions and Acronyms
• 2 Introduction to Credit Risk Analytics
  • 2.1 Process Flow
  • 2.2 Logging into OFS CRA Application
• 3 Input Data Preparation
  • 3.1 Setup Tables
  • 3.2 Batch Execution
• 4 Data Mapping
  • 4.1 Application Analysis
  • 4.2 Exchange Rate Flow
  • 4.3 Account Cash Flow Analysis
  • 4.4 Account Mitigant Analysis
  • 4.5 Counterparty Credit Risk Analysis
  • 4.6 Predicted Wholesale Transition Matrix Analysis
  • 4.7 Collections Analysis
• 5 CRA Processing
  • 5.1 Manage CRA Rules
  • 5.2 Run Management
    • 5.2.1 Understanding Run Management Summary
  • 5.3 Run Execution Parameters
    • 5.3.1 Linked To
    • 5.3.2 Run Definition Details
    • 5.3.3 Run Execution Parameters
      • 5.3.3.1 As-of-Date
      • 5.3.3.2 Run Execution Description
      • 5.3.3.3 Back Dated Run
  • 5.4 Executing a Run
  • 5.5 Run Execution Summary
• 6 Viewing CRA Objects in the Metadata Browser
• 7 OFSAA Infrastructure Components Used in OFS CRA
• 8 OFS Credit Risk Analytics Dashboards and Reports
  • 8.1 OFS Credit Risk Analytics List of Dashboards
• 9 Enterprise Credit Risk Dashboard - Credit Portfolio Overview
  • 9.1 Credit Portfolio - Summary
  • 9.2 Credit Portfolio - Variance
  • 9.3 Credit Portfolio - Trend
  • 9.4 Credit Portfolio – Inflows and Outflows – Fund Based Exposures
  • 9.5 Credit Portfolio Distribution by Tenor - Fund Based Exposures
• 10 Enterprise Credit Risk Dashboard - Credit Quality
  • 10.1 Credit Quality Ratio - Summary
  • 10.2 Credit Quality Ratio – Trend
  • 10.3 Credit Quality and Stressed Assets – Trend
  • 10.4 Stressed Assets - Cost Analysis
  • 10.5 Stressed Assets - Change Analysis
  • 10.6 Allowance for Loans and Lease Losses - Change Analysis
• 11 Enterprise Credit Risk Dashboard - New Business
  • 11.1 New Business - Summary
  • 11.2 Top New Business
  • 11.3 New Business - Trend
• 12 Enterprise Credit Risk Dashboard - Concentration
  • 12.1 Concentration Analysis
• 13 Enterprise Credit Risk Dashboard - Capital Requirement
  • 13.1 Capital Requirement Summary
  • 13.2 Capital Holding Summary
  • 13.3 Capital Requirement Trend
• 14 Enterprise Credit Risk Dashboard - Top Exposures
  • 14.1 Top Exposures
• 15 Wholesale Credit Risk Dashboard - Credit Portfolio Overview
  • 15.1 Credit Portfolio Summary
  • 15.2 Credit Portfolio Inflows and Outflows - Fund Based Exposures
• 16 Wholesale Credit Risk Dashboard - Credit Quality
  • 16.1 Stressed Assets Classification Summary
  • 16.2 Loan Loss Reserves - Summary
  • 16.3 Credit Portfolio and Asset Quality – Trend
  • 16.4 Credit Quality Ratio - Summary
  • 16.5 Credit Quality Ratio – Trend
  • 16.6 Stressed Assets - Change Analysis
  • 16.7 Allowance for Loans and Lease Losses – Change Analysis
• 17 Wholesale Credit Risk Dashboard - Top Exposures
  • 17.1 Top Exposures
• 18 Wholesale Credit Risk Dashboard - Rating Migration and Transition
  • 18.1 Rating Migration and Transition
  • 18.2 Rating Transition Probability
• 19 Wholesale Credit Risk Dashboard - New Business
  • 19.1 New Business - Summary
  • 19.2 Top Incremental Business – New and Existing Customers
  • 19.3 New Business - Trend
• 20 Wholesale Credit Risk Dashboard - Concentration
  • 20.1 Concentration Analysis
  • 20.2 Concentration Trend
  • 20.3 Top Concentration
• 21 Wholesale Credit Risk Dashboard - Group Exposure
  • 21.1 Group Exposure Summary
• 22 Credit Risk – Trading Book (Derivatives) – Single Counterparty Credit Exposures
  • 22.1 Single Counterparty Credit Exposures
• 23 Credit Risk – Trading Book (Derivatives) - Group Exposure
  • 23.1 Group of Connected Counterparties Credit Exposures (GCCE)
• 24 Credit Risk - Trading Book (Derivatives) -Portfolio Summary – Obligor Type
  • 24.1 Portfolio Summary- Obligor Type
• 25 Retail Credit Risk Dashboard - Credit Portfolio Overview
  • 25.1 Credit Portfolio - Summary
  • 25.2 Credit Portfolio – Inflows and Outflows – Fund Based Exposures
• 26 Retail Credit Risk Dashboard - Credit Quality
  • 26.1 Stressed Assets Classification Summary
  • 26.2 Credit Quality - Summary
  • 26.3 Credit Portfolio and Asset Quality – Trend
  • 26.4 Credit Quality Ratio - Summary
  • 26.5 Credit Quality Ratio – Trend
  • 26.6 Stressed Assets – Change Analysis
  • 26.7 Allowance for Loans and Lease Losses - Change Analysis
• 27 Retail Credit Risk Dashboard - Rating Migration and Transition
  • 27.1 Migration Analysis
  • 27.2 Transition Probability
• 28 Retail Credit Risk Dashboard - Concentration
  • 28.1 Concentration Analysis
  • 28.2 Concentration Analysis - Trend
• 29 Retail Credit Risk Dashboard - New Business
  • 29.1 New and Existing Business - Summary
  • 29.2 New Business - Trend
  • 29.3 New Business – Ability to Pay - Summary
• 30 Retail Credit Risk Dashboard - Collections
  • 30.1 Collections
• 31 Performance Related Configurations
• A Appendix A: User Configuration and Settings
  • A.1 Standard Reclassifications
    • A.1.1 Standard Product Type Reclassification
    • A.1.2 Standard Party Type Reclassification
    • A.1.3 Standard Line of Business Reclassification
• B Glossary