11.1 Credit Quality Ratio - Summary

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

Table 11-2 Credit Quality Ratio - Summary Analysis Parameters

Parameters	Descriptions
Analysis Name	Credit Quality Ratio - Summary
Report Level Filters	Tabular Report: Not Applicable Graphical Reports: All the dimensions covered by this analysis. Legal Entity Line of Business Product Type Product Organization Structure Industry Obligor Rating Exposure Bands Customer Type Natural Currency
Analysis Description	This analysis provides a multidimensional overview of the key credit quality ratios across the trading and banking book, through measures such as Watchlist Ratio, Delinquent Ratio, NPA Ratio, Allowance for Loans Lease and Losses, ALLL Ratio, ALLL-NPA Coverage Ratio, Provisions, Current Provisions Ratio, Net Charge Off, ALLL- NCO Coverage Ratio, Charge Off Ratio and WAPD.
Reports Covered	This analysis is presented through a combination of a tabular and a graphical report, including the following: Credit Quality Ratio – Summary: A multidimensional tabular report displaying the Watchlist Ratio, Delinquent Ratio, NPA Ratio, Allowance for Loans Lease and Losses, ALLL Ratio, ALLL-NPA Coverage Ratio, Provisions, Current Provisions Ratio, Net Charge Off, ALLL- NCO Coverage Ratio, Charge Off Ratio and WAPD for all the listed dimensions. Various dimension filters are listed for the following reports. To view the filtered data, select the dimension and various filters and click Apply. 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 Natural Currency Exposure Band
Drill-down details	Not Applicable
Drill-down Path	Not Applicable