23.1 Group Exposure Summary

This section describes the parameters of the Group Exposure Analysis.

Table 23-2 Group Exposure – Summary Analysis Parameters

Parameters	Description
Analysis Name	Group Exposure
Report Level Filters	Tabular Report: Measures, and display Top X Graphical Reports: Measures and Display Top X
Analysis Description	This analysis presents the details of the organization's credit exposure to group of connected entities. The measures covered in this analysis are: Gross Credit Exposure, EOP balance- Fund based, EOP balance- Non- Fund based, EOP balance Total, Indirect Exposure, Gross Relationship Exposure, Delinquent Exposure and NPA Exposure.
Reports Covered	This analysis is presented through a combination of tabular and graphical reports, consisting of the following: Group Exposure Summary: A multidimensional tabular report displays the list of groups to which the organization has credit exposure to, along with the details of Parent name, Parent rating PD, Gross Credit Exposure, EOP Balance, Indirect Exposure, Gross Relationship Exposure, Delinquent Exposure and NPA exposure, for the group. You can filter the data based on above mentioned measures and view the first top 10 entries in the report. The tabular report can be drill down to summary of the total exposure of the Obligor as well as to the obligor level detailed summary tabular reports. You can further drill down to account level details of the Obligor in the form of tabular report by clicking on Obligor ID from the obligor level detailed summary. Top Group Exposures – Credit quality & Concentration: This report analyses the top Group exposures based on the selected measures and Top x. The report consists of a bubble chart where each bubble representing a Group is analyzed for Group exposures concentration (concentration of the selected measure), YoY percentage change of the chosen measure of the group and PD of the Group. You can choose one of the following measures from the dropdown filter to analyze the graph: EOP Balance and Gross Credit Exposure. Filter and view the data by selecting from one of the following measures: EOP Balance, and Gross Credit Exposure. Top Group Exposures: A bar chart that highlights the list (name) of Top x Group exposures in the descending order, based on the selected measure and Top x.
Dimensions	Not Applicable
Drill-down details	The Group Exposure – Summary tabular report provides drill-down capabilities. Click on the Parent ID and click on Group Exposure detail to view the drill-down reports- Summary of Total Exposure and Obligor Level Detailed Summary. Summary of Group Exposure tabular report displays the following obligor details: Parent ID, Parent name, parent PD, Parent Rating, Gross Credit Exposure, EOP Balance – Fund Based, EOP Balance – Non Fund Based, Total EOP Balance, Indirect Exposure, Gross Relationship Exposure, Delinquent exposure and NPA exposure. Obligor level detailed summary: This drill down report displays the following details of the Obligor: Obligor ID, Obligor name, Legal Entity, Line of Business, Organization Structure, Industry, Product Type, Product, PD %, Rating, Credit Score, Credit status, Watchlist status, LTV, Onboarding date, Customer type, Days past due, Gross Credit exposure, Gross Credit exposure proportion %, EOP Balance Fund based, EOP Balance Non- Fund based, EOP Balance Total, EOP Balance Total proportion %, ALLL, ALLL/Total EOP balance, Undrawn amount, Indirect Exposure, Gross Relationship Exposure, Overdues, Expected loss, Security value, Utilization percent. To further drill down to account details of the Obligor, click on the Obligor ID from Obligor level detailed summary and click on account level details which displays the Account level detailed summary (tabular report) with the following details: Product name, Account number, Gross Credit exposure, EOP Balance Fund based, EOP Balance Non- Fund based, EOP Balance Total, Undrawn amount, Overdues, Days past due, Watchlist status, Credit status, ALLL, Security value, Onboarding date and LTV. The Group Exposures graphical report also provides drill-down capabilities. In the horizontal bar graph click on any column click on Group exposure details to view the following drill-down reports: Summary of Total Exposure and Account level detailed summary. Summary of Group Exposure tabular report displays the following obligor details: Parent ID, Parent name, parent PD, Parent Rating, Gross Credit Exposure, EOP Balance – Fund Based, EOP Balance – Non Fund Based, Total EOP Balance, Indirect Exposure, Gross Relationship Exposure, Delinquent exposure and NPA exposure. Obligor level detailed summary: This drill down report displays the following details of the Obligor: Obligor ID, Obligor name, Legal Entity, Line of Business, Organization Structure, Industry, Product Type, Product, PD %, Rating, Credit Score, Credit status, Watchlist status, LTV, Onboarding date, Customer type, Days past due, Gross Credit exposure, Gross Credit exposure proportion %, EOP Balance Fund based, EOP Balance Non- Fund based, EOP Balance Total, EOP Balance Total proportion %, ALLL, ALLL/Total EOP balance, Undrawn amount, Indirect Exposure, Gross Relationship Exposure, Overdues, Expected loss, Security value, Utilization percent. To further drill down to account details of the Obligor, click on the Obligor ID from Obligor level detailed summary and click on account level details which displays the Account level detailed summary (tabular report) with the following details: Product name, Account number, Gross Credit exposure, EOP Balance Fund based, EOP Balance Non- Fund based, EOP Balance Total, Undrawn amount, Overdues, Days past due, Watchlist status, Credit status, ALLL, Security value, Onboarding date and LTV.
Drill-down path	In the tabular report – Group Exposures click on Parent ID click on group exposure details to view the following drill-down tabular reports: Summary of Total Exposure and Account Level Detailed Summary. In the graphical report – Top Group Exposure click on any column click on group exposure details to view the following drill-down reports: Summary of Total Exposure and Account Level Detailed Summary.