18.3 Credit Portfolio and Asset Quality – Trend

This section describes the parameters of the Credit Portfolio And Asset Quality Trend Analysis.

Table 18-4 Credit Quality Trend Analysis Parameters

Parameters Description
Analysis Name Credit Portfolio And Asset Quality – Trend
Report Level Filters
  • Tabular Report: Periodicity of the trend and all the measures covered by this analysis.
  • Graphical Reports: All the dimensions covered by this analysis and periodicity of the trend.
Analysis Description

This analysis provides a multidimensional view of the past trend for a selected measure over the last 8 years or 8 quarters or 8 months. In addition to the actual values of the selected measure, the report also displays the variance in actuals and percentage between each period.

The measures covered by this analysis are EOP Balance – Total, Gross Credit Exposure, Undrawn Balance, 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 Exposures, NPA - Sub-Standard Exposure, NPA - Doubtful Exposure, NPA - Loss Exposure, Total Non-Performing Assets, Allowance for Loans & Lease Losses, Provisions, Net Charge Off and Gross Charge Off.

Reports Covered

This analysis is a combination of tabular and graphical reports, consisting of the following:

  • Credit Portfolio and Asset Quality – Trend: A multidimensional tabular report displaying the trend of a selected measure over 8 years or 8 quarters or 8 months.
  • Credit Portfolio and Asset Quality – Trend of Variance: A multidimensional tabular report displaying the variance of a selected measure over 8 years or 8 quarters or 8 months.
  • Key Credit Metrics – Trend: A line chart displaying the trend of EOP Balance – Total, Gross Credit Exposure, Total Undrawn Balance, Total NPA, and ALLL over 8 years or 8 quarters or 8 months for the selected combinations of dimensions and period. You can choose the data using any one of the following measures as a dropdown filter: All Measures, EOP Balance – Total, Gross Credit Exposure, Undrawn Balance, Total Non-Performing Assets and Allowance for Loan and Lease Losses.
  • Key Credit metrics – Variance Trend: A line chart displaying the variance of selected measure over 8 years or 8 quarters or 8 months for the selected combinations of dimensions and period. You can choose the data using any one of the following measures as a dropdown filter: All Measures, EOP Balance – Total, Gross Credit Exposure, Undrawn Balance, Total Non-Performing Assets and Allowance for Loan and Lease Losses.
  • Stressed Asset Classification Trend: A line chart displaying the trend of selected measure over 8 years or 8 quarters or 8 months for the selected combinations of dimensions and period. You can choose the data using any one of the following measures as a dropdown filter: All Measures, Watchlisted Exposures, Delinquent Exposures – Up to 30 days DPD, Delinquent Exposures – 31 to 60 days DPD, Delinquent Exposures – more than 60 days DPD, Total Delinquent Exposures, NPA-Sub-Standard Exposure, NPA - Doubtful Exposure, NPA - Loss Exposure and Total Non-Performing Assets.
  • Stressed Asset Classification – Variance Trend: A line chart displaying the variance of the selected measure over 8 years or 8 quarters or 8 months for the selected combinations of dimensions and period. You can choose the data using any one of the following measures as a dropdown filter: All Measures, Watchlisted Exposures, Delinquent Exposures – Up to 30 days DPD, Delinquent Exposures – 31 to 60 days DPD, Delinquent Exposures – more than 60 days DPD, Total Delinquent Exposures, NPA-Sub-Standard Exposure, NPA - Doubtful Exposure, NPA - Loss Exposure and Total Non-Performing Assets.
  • Loan Loss Reserves – Trend: A line chart displaying the trend of all the loan loss reserves of the selected measure over 8 years or 8 quarters or 8 months, for the selected combinations of dimensions and period. You can choose the data using any one of the following measures as a dropdown filter: All Measures, Allowance for Loans and Lease Losses, Provisions, Net Charge Off, Gross Charge Off and Recoveries from WO Accounts.
  • Loan Loss Reserves – Variance Trend: A line chart displaying the variance of all the loan loss reserves of the selected measure over 8 years or 8 quarters or 8 months, for the selected combinations of dimensions and period. You can choose the data using any one of the following measures as a dropdown filter: All Measures, Allowance for Loans and Lease Losses, Provisions, Net Charge Off, Gross Charge Off, and Recoveries from WO Accounts.
Dimensions
  • Legal Entity
  • Line of Business
  • Product Type
  • Product
  • Organization Structure
  • Industry
  • Obligor Rating
  • Exposure Bands
  • Customer Type
  • Natural Currency
Drill-down details Not Applicable
Drill-down Path Not Applicable