16.1 Credit Portfolio Summary

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

Table 16-2 Credit Portfolio Summary Analysis Parameters

Parameters	Description
Analysis Name	Credit Portfolio Summary
Report Level Filters	Tabular Report: Not Applicable Graphical Reports: All the dimensions covered by this analysis.
Analysis Description	This analysis provides a multidimensional overview of the wholesale credit portfolio, through a combination of key credit measures such as: Number of Accounts, 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. The tabular and graphical report supports drill-down to Obligor Level details.
Reports Covered	This analysis is a combination of tabular and graphical reports, consisting of the following: Credit Portfolio - Summary: A multidimensional tabular report displaying all the measures covered by the analysis for all the selected combination of dimensions. This report provides a drill-down to Obligor Level details. Key Credit Metrics: A combination chart where for a given date and selected dimension, the stacked column chart displays the EOP Balance – Total, Undrawn Balance Commitments and the scatter plot displays the NPA/Total EOP Balance, and Allowance for Loan and Lease Loss/Total EOP Balance. The graphs can be further drill down to obligor level details. Key Credit Metrics - Composition: A radar chart displaying the composition or percentage proportion of all the key credit measures (except ratios) by a selected measure. You can filter data by selecting one of the following measures: All Measures, EOP Balance – Fund Based, EOP Balance – Non Fund Based, EOP Balance Total, Gross Credit Exposure, Undrawn Balance Commitments, Non-Performing Assets, Allowance for Loan and Lease Losses and Security Value.
Dimensions	Legal Entity Line of Business Product Type Product Organization Structure Industry Collateral type Customer Type Obligor Rating LTV Natural Currency Credit Status (graphical report) Maturity Profile Watchlist Status (graphical report)
Drill-down details	The credit portfolio summary tabular report has drill-down capabilities. Click on Natural Currency, to drill-down to the list of obligors represented by the row/portfolio (based on the combination of dimension representing each row). After clicking the row, the following details are displayed: Obligor Name, Obligor ID, Gross Credit Exposure, EOP Balance - Fund Based, EOP Balance – Non Fund Based, Total EOP Balance, Undrawn balance commitments, Asset classification, Delinquent status, Watchlist status, Rating, Allowance for Loans and Lease Loss and Allowance for Loans and Lease Loss/ EOP Balance - Fund Based. In the Key credit metrics graphical report click on any stacked column and select option ‘Key Credit Metrics’ to view a detailed drill-down report. The detailed report with Obligor level details 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 and Utilization Percent.
Drill-down Path	In the Credit Portfolio - Summary (Tabular Report), click Natural Currency to view the Drill-down Report to Obligor level. In the Key credit metrics graphical report click on any stacked column and select Key Credit Metrics to view a detailed drill-down report to Obligor level.