This is a Credit Risk Metric Dashboard (Diamond) Report, it is one of reports that Balanced Scorecard Designer can generate for Credit Risk KPI. With this software you can also design your own scorecards, KPIs and metrics.

Credit Risk

Report includes: 1 day(s), from 28.10.2008 to 28.10.2008

Name

Start value

End value

Dynamic

Contains

Credit Risk

51,37 %

0 %

Company Perspective	(42,8%, 0%)
Customer Perspective	(49,3%, 0%)
Expected Loss (EL)	(40%, 0%)
Economic Capital (EC)	(73,4%, 0%)

Graph for Credit Risk

Data for Credit Risk

Dates	Value
28.10.2008	51,37

Company Perspective

Name

Start value

End value

Dynamic

Parent

Contains

Company Perspective

42,83 %

Credit Risk

Indicators

Capital Adequacy

Gross Debt Service Ratio (GDS)

Customer Credit Quality *

* - Information for this metric is limited in sample report

Graph for Company Perspective

Data for Company Perspective

Dates	Value	Weight
28.10.2008	42,83	1

Capital Adequacy

	Name	Start value	End value	Dynamic	Measure units	Optimization method	Parent
	Capital Adequacy	157,12	157,12	0	%	Maximize	Company Perspective

Description The actual amount of capital (shareholders equity) divided by the calculated amount of EC, multiplied by 100

Graph for Capital Adequacy

Data for Capital Adequacy

Dates	Weight	Min	Max	Value
28.10.2008	1	110	300	157,12

Gross Debt Service Ratio (GDS)

	Name	Start value	End value	Dynamic	Measure units	Optimization method	Parent
	Gross Debt Service Ratio (GDS)	33,91	33,91	0	%	Maximize	Company Perspective

Description Annual Loan Payments plus Property taxes, divided by Gross Customer Income, multiplied by 100

Graph for Gross Debt Service Ratio (GDS)

Data for Gross Debt Service Ratio (GDS)

Dates	Weight	Min	Max	Value
28.10.2008	1	5	40	33,91

Customer Perspective

Name

Start value

End value

Dynamic

Parent

Contains

Customer Perspective

49,27 %

Credit Risk

Indicators

Debt-Service Coverage Ratio (DSCR)

Loan-to-value (LTV)

Combined Loan To Value (CLTV) *

Debt-To-Income Ratio (DTI) *

* - Information for this metric is limited in sample report

Graph for Customer Perspective

Data for Customer Perspective

Dates	Value	Weight
28.10.2008	49,27	1

Debt-Service Coverage Ratio (DSCR)

	Name	Start value	End value	Dynamic	Measure units	Optimization method	Parent
	Debt-Service Coverage Ratio (DSCR)	267,6	267,6	0	%	Maximize	Customer Perspective

Description Net Operating Income divided by Total Debt Service multiplied by 100

Graph for Debt-Service Coverage Ratio (DSCR)

Data for Debt-Service Coverage Ratio (DSCR)

Dates	Weight	Min	Max	Value
28.10.2008	1	0	300	267,6

Loan-to-value (LTV)

	Name	Start value	End value	Dynamic	Measure units	Optimization method	Parent
	Loan-to-value (LTV)	95,73	95,73	0	%	Minimize	Customer Perspective

Description The Value of Loan divided by Appraised Value of Property multiplied by 100

Graph for Loan-to-value (LTV)

Data for Loan-to-value (LTV)

Dates	Weight	Min	Max	Value
28.10.2008	1	65	100	95,73

Expected Loss (EL)

Name

Start value

End value

Dynamic

Parent

Contains

Expected Loss (EL)

40,02 %

Credit Risk

Indicators

Probability of Default (PD)

Expected Exposure (EE) rate

Loss Given Default (LGD) *

Unexpected loss *

* - Information for this metric is limited in sample report

Graph for Expected Loss (EL)

Data for Expected Loss (EL)

Dates	Value	Weight
28.10.2008	40,02	1

Probability of Default (PD)

	Name	Start value	End value	Dynamic	Measure units	Optimization method	Parent
	Probability of Default (PD)	15,402	15,402	0	%	Minimize	Expected Loss (EL)

Description Customer’s credit quality measurements (agency debt ratings)

Graph for Probability of Default (PD)

Data for Probability of Default (PD)

Dates	Weight	Min	Max	Value
28.10.2008	1	1	20	15,402

Expected Exposure (EE) rate

	Name	Start value	End value	Dynamic	Measure units	Optimization method	Parent
	Expected Exposure (EE) rate	117	117	0	%	Maximize	Expected Loss (EL)

Description Accounts receivables plus current mark-to-market exposure of contracts plus the Expected Potential Future Exposure of contracts divided by the average EE value, multiplied by 100

Graph for Expected Exposure (EE) rate

Data for Expected Exposure (EE) rate

Dates	Weight	Min	Max	Value
28.10.2008	1	40	150	117

Economic Capital (EC)

Name

Start value

End value

Dynamic

Parent

Contains

Economic Capital (EC)

73,37 %

Credit Risk

Indicators

Return on equity (ROA)

Risk-adjusted return on economic capital (RAROC)

Value-at-Risk (VAR) *

* - Information for this metric is limited in sample report

Graph for Economic Capital (EC)

Data for Economic Capital (EC)

Dates	Value	Weight
28.10.2008	73,37	1

Return on equity (ROA)

	Name	Start value	End value	Dynamic	Measure units	Optimization method	Parent
	Return on equity (ROA)	63,5	63,5	0	%	Maximize	Economic Capital (EC)

Description Company revenue minus expenses, divided by Company equity, multipled by 100

Graph for Return on equity (ROA)

Data for Return on equity (ROA)

Dates	Weight	Min	Max	Value
28.10.2008	1	5	80	63,5

Risk-adjusted return on economic capital (RAROC)

	Name	Start value	End value	Dynamic	Measure units	Optimization method	Parent
	Risk-adjusted return on economic capital (RAROC)	46,31	46,31	0	%	Maximize	Economic Capital (EC)

Description Company revenue minus expenses minus expected loss, divided by Company equity, multipled by 100

Graph for Risk-adjusted return on economic capital (RAROC)

Data for Risk-adjusted return on economic capital (RAROC)

Dates	Weight	Min	Max	Value
28.10.2008	1	5	50	46,31

Created by: AKS-Labs
Report created with Balanced Scorecard Designer at 20.11.2008 17:09:39