18.2 Loan Loss Reserves - Summary

This section describes the parameters of the Loan Loss Reserves Summary Analysis.

Table 18-3 Loan Loss Reserves Summary Analysis Parameters

Parameters Description
Analysis Name Loan Loss Reserves Summary
Report Level Filters
  • Tabular Report: Not Applicable
  • Graphical Reports: All dimensions covered by this analysis.
Analysis Description This analysis gives a multidimensional view of the credit quality of the portfolio by displaying how the Allowance for Loans and Lease Losses (ALLL) and Net Charge Off (NCO) is spread across various dimensions (line of business, Product Types, Products and such other dimensions). The measures covered by this analysis are ALLL, Provisions, Gross Charge Off, Recoveries from written-off accounts, and Net Charge Off.
Reports Covered

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

  • Loan Loss Reserves Summary: A multidimensional tabular report displaying all the measures such as ALLL, Provisions, Gross Charge Off, Recoveries from written-off accounts, Net Charge Off for all listed dimensions.
  • Loan Loss Reserves Key Metrics: A combination, where for a selected combination of dimensions, the Allowance for Loan and Lease Losses (ALLL), Provisions (YTD), Provisions, Gross charge Off (YTD), Recoveries from WO Accounts (YTD), and Net Charge off (YTD) are displayed by the clustered columns, and Provision Ratio, Gross Charge Off Ratio, Net Charge Off Ratio, ALLL - NCO Ratio, Provisions - ALLL Ratio are displayed by the scatter plot. You can filter and view data for any one of the following measures: All Measures, Allowance for Loan and Lease Losses, Provisions, Gross Charge Off, Recoveries from WO Accounts and Net Charge Off.
  • Loan Loss Reserves - Composition: A radar chart displaying the composition/percentage proportion of all the key measures, for the selected combination of dimensions. You can filter data for the following measures: All Measures, Allowance for Loan and Lease Losses, Provisions, Gross Charge Off, Recoveries from WO Accounts and Net Charge Off.
Dimensions
  • Legal Entity
  • Line of Business
  • Product Type
  • Product
  • Organization Structure
  • Industry
  • Obligor Rating
  • Customer Type
  • Credit Status
  • Impaired Asset Class
  • Delinquency Bands
  • Natural Currency
Drill-down details Not Applicable
Drill-down Path Not Applicable