8.1.3.4 Placed Collateral Summary

This pre-built report, based on the Placed Collateral subject area, provides a comprehensive overview of collateral posted against derivative exposures. It includes details about the type, value, and distribution of collateral across counterparties, enabling effective counterparty risk monitoring and collateral management.

Product Risk Coverage Analysis

Purpose: Assesses the extent of mitigant coverage across various product types.

Figure 8-64 Product Risk Coverage Analysis

Insights Provided:

• Identification of uncovered exposures
• Effectiveness of applied mitigants
• Strategic input for risk-based resource allocation

Branch Collateral Coverage Analysis

Purpose: Analyzes how collateral is distributed across different branches.

Figure 8-65 Branch Collateral Coverage Analysis

Insights Provided:

• Detection of under-collateralized or high-risk branches
• Valuation trends and anomalies
• Inputs for targeted audit planning and risk control

Branch Product Coverage Dashboard

Purpose: Displays product-wise collateral coverage at the branch level.

Figure 8-66 Branch Product Coverage Dashboard

Insights Provided:

• Performance analysis of individual branches
• Product popularity and coverage efficiency
• Data to support product-specific strategies and investments

Branch-wise EOP Balance vs. Collateral Market Value

Purpose: Compares End-of-Period (EOP) loan balances to collateral market values at each branch.

Figure 8-67 Branch-wise EOP Balance vs. Collateral Market Value

Insights Provided:

• Detection of over-leveraged branches
• Adequacy of collateral coverage
• Performance benchmarking across the branch network

Types of Collateral Received

Purpose: Tracks usage and value of different collateral types over time.

Figure 8-68 Types of collateral placed

Insights Provided:

• Trends in collateral preference and effectiveness
• Changes in exposure and coverage adequacy
• Improved strategy development for managing counterparty and liquidity risk