18.1 Top Exposures

This section describes the parameters of the Top Exposures Analysis.

Table 18-2 Top Exposures Analysis Parameters

Parameters	Description
Analysis Name	Top Exposures
Report Level Filters	Tabular Report: Dimensions and measures covered in this analysis, and Top x (provide the relevant value). Graphical Report: Dimensions covered by this analysis, measures mentioned above for sorting the top exposures, and Top x (provide the relevant value).
Analysis Description	This analysis provides a multidimensional analysis of the Top x borrowers of the bank. You can analyze the Top x by various measures such as GCE, EOP Balance, Delinquent Exposures, NPA exposures, and Watchlisted exposures. Additionally, the report analyzes the top exposures in the portfolio against their probability of default, name concentration, and incremental exposure assumed on the borrower in the last one year. The report enables you to analyze the credit quality and single name concentration of the banks top exposures and helps analyze how the organization has dealt with increasing the exposures to the top borrowers during the last one year.
Reports Covered	This analysis is presented through a combination of a tabular and graphical reports, consisting of the following: Top Exposures: A tabular report, where for the selected combination of dimensions, and choice of measure, the Top x borrowers of the bank are displayed along with the details of the borrower's Industry, Line of Business, Product Type, Product, Organization Structure, Legal entity, Rating, GCE, GCE Proportion, EOP Balance, EOP Proportion and PD percentage. Top Exposures: A horizontal bar graph, where for the selected combination of dimensions, and choice of measure, the Top x borrowers of the bank are displayed along with the details of the borrower's GCE and EOP Balance. To view the drill down report, click on the graph and then click the Top Exposure Detail. The following drill-down reports are displayed with the following columns: Summary of Total exposure – The fields in this report are Obligor, Obligor ID, PD %, Rating, Credit Score, Watchlist Status, Credit Status, Onboarding Date, Days Past Due, Gross Credit Exposure, Gross Credit Exposure Proportion %, EOP Balance - Fund Based, EOP Balance – Non Fund Based, Total EOP Balance, Total EOP Balance Proportion %, Undrawn Amount, Overdue, Allowance for Loan and Lease Losses, Allowance for Loan and Lease Loss/ Total EOP Balance, Expected Loss, Utilization Percent and Security Value. Account Level Detailed Summary – The fields in this report are Account Number, Product Name, Gross Credit Exposure, Top EOP Balance, Undrawn Amount, Overdue, Days Past Due and Credit Status. Watchlist Status, Allowance for Loan and Lease Losses, Security Value and Onboarding Date. Gross Credit Exposure & EOP of Top Exposures: A combination chart, where for the selected combination of dimensions, and choice of measure. The total GCE of Top x, GCE of Top x/ Total GCE, Total EOP Balance of Top x and EOP Balance of Top x by Total EOP Balance is displayed. Top Exposure Proportion: A speedometer chart, where for the selected combination of dimensions, it shows the proportion (top/total) of the selected measure for Top x borrowers of the bank. Top Exposures - Composition by PD, Concentration and Growth:A bubble chart, where for the selected combination of dimensions, and choice of measure, the Top x exposures of the bank are analyzed for their probability of default, increase in exposure to the borrower during the last one year and single name concentration.
Dimensions	Product Type Product Industry Line of Business Organization Structure Legal Entity Natural Currency Rating
Drill-down details	The following drill-down reports are displayed with the following columns for Top Exposures Reports, Summary of Total Exposure, and Account Level Detailed Summary. The Summary of Total Exposure has the following options; Obligor, Obligor ID, PD %, Rating, Credit Score, Watchlist Status, Credit Status, Onboarding Date, Days Past Due, Gross Credit Exposure, Gross Credit Exposure Proportion %, EOP Balance - Fund Based, EOP Balance – Non Fund Based, Total EOP Balance, Total EOP Balance Proportion %, Undrawn Amount, Overdue, Allowance for Loan and Lease Losses, Allowance for Loan and Lease Loss/ Total EOP Balance, Expected Loss, Utilization Percent and Security Value. The Account Level Detailed Summary exposure has the following options: Account Number, Product Name, Gross Credit Exposure, Top EOP Balance, Undrawn Amount, Overdue, Days Past Due, Credit Status, Watchlist Status, Allowance for Loan and Lease Losses, Security Value and Onboarding Date.
Drill-down Path	Not Applicable