28.4 Credit Quality Ratio - Summary

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

Table 28-5 Credit Quality Ratio - Summary Analysis Parameters

Parameters Description
Analysis Name Credit Quality Ratio – Summary
Report Level Filters
  • Tabular Report: All the dimensions such as Legal Entity, Line of business, Product type, Product, Organization structure, Exposure bands, Collateral type, Customer type, Natural currency, External credit score band, Age on book band.
  • Graphical Reports: All the dimensions covered by this analysis.
Analysis Description This analysis provides a multidimensional overview of the key credit quality ratios for the retail banking book, through measures such as: Watchlist Ratio, Delinquent Ratio, NPA Ratio, ALLL Ratio, ALLL-NPA Coverage Ratio, Current Provision Ratio, ALLL- NCO Coverage Ratio, Charge Off Ratio, WAPD, Original Collateral Value/Book Value, Original Collateral Value/ Market Value, Utilization Percentage and WAES (Weighted Average External Credit Score).
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 all credit quality ratios such as Watchlist Ratio, Delinquent Ratio, NPA Ratio, ALLL Ratio, ALLL-NPA Coverage Ratio, Current Provisions Ratio, ALLL- NCO Coverage Ratio, Charge Off Ratio, WAPD, Original Collateral Value/Book Value, Original Collateral Value/ Market Value, Utilization percentage, WAES for a chosen portfolio (based on selected combination of dimensions).
  • Key Stressed Asset Ratios: A column chart displaying the key stressed assets ratios such as Watchlist Ratio, Delinquent Ratio, and NPA Ratio, or all measures for a chosen portfolio (based on selected combination of dimensions). You can choose the data using any one of the following measures as a dropdown filter: All measures, Watchlist Ratio, Delinquent Ratio, and NPA Ratio.

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, or all measures for the selected combination of dimensions. You can choose the data using any one of the following measures as a dropdown filter: All measures, ALLL Ratio, Current Provision Ratio, and Charge off Ratio.

  • Key Coverage Ratios: A column chart displaying the key coverage ratios such as ALLL-NPA Coverage Ratio and ALLL-NCO Coverage Ratio, or all measures for the selected combination of dimensions. You can choose the data using any one of the following measures as a dropdown filter: All measures, ALLL-NPA Coverage Ratio and ALLL-NCO Coverage Ratio.

Mitigant Value Analysis: A combination chart displaying the mitigant value analysis through measures such as Original Collateral Value, Market Value and Book Value or all measures through cluster columns and the ratios such as Original Collateral Value/Book value and Original Collateral Value/Market Value through scatter plot, for selected portfolio (based on selected combination of dimensions). You can choose the data using any one of the following measures as a dropdown filter: All measures, Original Collateral Value, Market Value and Book Value.

  • Key Credit Quality Metrics: A combination chart displaying the WAPD and Utilization % as cluster columns or all measures and WAES as scatter plot for a selected retail banking portfolio (based on selected combination of dimensions). You can choose the data using any one of the following measures as a dropdown filter: All measures, WAPD and Utilization %.
Dimensions
  • Legal Entity
  • Line of Business
  • Product Type
  • Product
  • Organization Structure
  • Customer Type
  • Natural Currency
  • Exposure Band
  • Collateral Type
  • External Credit Score Band
  • Age on Book Band
Drill-down details Not Applicable
Drill-down Path Not Applicable