18.1 Stressed Assets Classification Summary

This section describes the parameters of the Stressed Assets Classification Summary Analysis.

Table 18-2 Stressed Assets Classification Summary Analysis Parameters

Parameters	Description
Analysis Name	Stressed Assets Classification 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 credit exposure is spread across various stressed asset classes such as: Watchlisted Exposures, Delinquent Exposure- upto 30 days DPD, Delinquent Exposure – 31 to 60 days DPD, Delinquent Exposure- More than 60 days DPD, Total Delinquent Exposures, NPA - Substandard Exposure, NPA - Doubtful exposure, NPA - Loss Exposure and Total Non-Performing Assets.
Reports Covered	This analysis is a combination of tabular and graphical reports, consisting of the following: Stressed Assets Classification Summary: A multidimensional tabular report displaying the spread of the credit exposure across various stressed asset classes. The tabular report also provides drill-down facility where you can click on any cell (measures) on any row for the portfolio and drill-down to Obligor level details. Stressed Assets Classification: A column chart that provides a multidimensional view of the credit quality of the portfolio and its spread across key stressed asset classes such as Watchlisted, Delinquent, and Non-Performing Assets, for the selected combinations of dimensions. The graphical report can be drill down to the obligor level details. Click on any column in the graph and then click on Stressed Assets Classification Detail to view the detailed drill-down report. Delinquent Exposures Classification: A column chart that provides an in-depth analysis of the Delinquent Exposure and its spread across delinquency bands such as Delinquent exposures - up to 30 Days DPD, Delinquent Exposure – 31 to 60 Days DPD, and Delinquent Exposure – more than 60 Days DPD, for the selected combinations of dimensions. The graphical report can be drill down to the obligor level details. Click on any column in the graph and then click on Delinquent Exposures Classifications to view the detailed drill-down report. NPA Exposures Classification: A column chart that provides an in-depth analysis of the Non-Performing Assets and its spread across various NPA subclasses such as NPA – Sub-Standard Exposure, NPA-Doubtful Exposure, and NPA Loss Exposures, for the selected combinations of dimensions. The graphical report can be drill down to the obligor level details. Click on any column in the graph and then click on NPA Exposures Classification Detail to view the detailed drill-down report.
Dimensions	Legal Entity Line Of Business Product Type Product Organization Structure Industry Obligor Rating Customer Type Natural Currency
Drill-down details	In the Stressed Assets Classification Summary (tabular report), click on any measure cell in table to drill-down to the list of Watchlisted, Delinquent and non-performing accounts (based on the combination of dimension representing each row). This report has drill down capabilities to assess Obligor level details such as the Obligor Name, Obligor ID, Gross Credit Exposure, EOP balance Fund based, EOP Balance Non-Fund Based, EOP Balance – Total, Undrawn Balance, Asset Classification, Days Past Due Date, Obligor Rating and ALLL. In the Stressed asset classification graph click on any column and click on stressed asset classification detail to drill down to obligor level details. In theStressed Asset Classification Detailreportthe following metrics are displayed; Obligor, Obligor ID, Gross Credit Exposure, EOP Balance - Fund Based, EOP Balance – Non Fund Based, Total EOP Balance, Undrawn Amount, Overdue, Days Past Due, Allowance for Loan and Lease Losses, Expected Loss, Security Value, Utilization Percent, PD%, Rating, Credit Score, Credit Status, Watchlist Status and Total Delinquent Exposure. In the Delinquent exposures classification graph click on any column and click on delinquent exposure classification detail to drill down to obligor level details. The detailed report is displayed with the following metrics; Obligor, Obligor ID, Gross Credit Exposure, EOP Balance - Fund Based, EOP Balance – Non Fund Based, Total EOP Balance, Undrawn Amount, Overdue, Days Past Due, Allowance for Loan and Lease Losses, Expected Loss, Security Value, Utilization Percent, PD, Rating, Credit Score, Credit Status, Watchlist Status, Delinquent Exposure Upto 30 days DPD, Delinquent Exposure 31 to 60 days DPD and Delinquent Exposure – more than 60 days DPD. In the NPA exposures classification graph click on any column and click on NPA exposures classification detail to drill down to obligor level details. The detailed report is displayed with the following metrics; Obligor, Obligor ID, Gross Credit Exposure, EOP Balance - Fund Based, EOP Balance – Non Fund Based, Total EOP Balance, Undrawn Amount, Overdue, Days Past Due, Allowance for Loan and Lease Losses, Expected Loss, Security Value, Utilization Percent, PD, Rating, Credit Score, Credit Status, Watchlist Status, NPA – Sub -Standard Exposure, NPA -Doubtful Exposure, NPA – Loss Exposure and Total Non-Performing Assets.
Drill-down Path	In the Stressed Assets Classification Summary (tabular report), click the following cells (measures) to view the drill-down reports: 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 Exposure, NPA Sub-standard Exposure, NPA-Doubtful Exposure, NPA-Loss Exposure and Total Non-Performing Assets. In the Stressed asset key classification graph click on any column and click stressed asset classification detail to drill down to obligor level details. In the Delinquent exposures classification graph click on any column and click on delinquent exposure classification detail to drill down to obligor level details. In the NPA exposures classification graph click on any column and click on NPA exposures classification detail to drill down to obligor level details.