This is a Financial Risks Overview Report, it is one of reports that Balanced Scorecard Designer can generate for Financial Risks scorecard. With this software you can also design your own KPIs and Balanced Scorecards.


Debt Default and Allowance Metrics
Indicator Description
Gross Impaired Loan (GIL) Ratio Loans are generally classified as impaired when there is no longer reasonable as...
Allowance for Credit Losses Not available in trial report
Haircut Not available in trial report
Marginal Mortality Rate (MMR) Exposure Not available in trial report
     
Business Loans Metrics
Computed for each counterparty separately
Indicator Description
Probability of Default Probability of default (PD) measures the probability that a given borrower will ...
Loss Given Default Not available in trial report
Expected Loss Not available in trial report
Loan Concentration to Individual Borrower Not available in trial report

 
 

Financial Risks

 
 

Financial Risks scorecard allows to measure and control performance with scoreca...

Created by AKS-Labs

 
 
Concentration Limits
Sets limits to loans to the certain group of borrowers based on geographical and...
Indicator Description
Limit by Country Based on previous experience and macroeconomic forecasts, Institution decides on...
Limit by Industry/Sector Not available in trial report
Limit by Credit Rating Not available in trial report
Limit by Purpose for Consumer Loans Not available in trial report
     
Price Sensitivity Metrics
A Price Sensitivity can be measured by the Contingent Claim Approach (CCA). In C...
Indicator Description
Delta (Price Risk) Delta is the first partial derivative of a portfolio's value with respect to the...
Gamma (Convexity Risk) Not available in trial report
Vega (Volatility Risk) Not available in trial report
Theta (Time Decay Risk) Not available in trial report
Rho (Discount Rate Risk) Not available in trial report

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