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


Credit Risk

Report includes: 1 month(s) 49 day(s), from 05.04.2008 to 24.05.2008

  Name Start value End value Dynamic Contains
Root Credit Risk 35,86 % 54,39 % + 18,53 %
Company Perspective(43,3%, 24,5%Up)
Customer Perspective(69,8%, 10,67%Up)
Expected Loss (EL)(36,7%, -7,95%Down)
Economic Capital (EC)(67,7%, 46,9%Up)

Graph for Credit Risk

Graph for Credit Risk

Data for Credit Risk

DatesValue
05.04.200835,86
12.04.200834,7
19.04.200855,54
26.04.200844,12
03.05.200856,79
10.05.200850,32
17.05.200852,14
24.05.200854,39

Company Perspective

  Name Start value End value Dynamic Parent Contains
Root Company Perspective 18,8 % 43,3 % + 24,5% Credit Risk
Indicators
Capital Adequacy
Gross Debt Service Ratio (GDS)
Customer Credit Quality

Graph for Company Perspective

Graph for Company Perspective

Data for Company Perspective

DatesValueWeight
05.04.200818,81
12.04.200854,431
19.04.200859,21
26.04.200839,271
03.05.200859,731
10.05.200846,91
17.05.200854,031
24.05.200843,31

Capital Adequacy

  Name Start value End value Dynamic Measure units Optimization method Parent
Root Capital Adequacy 110,76 160,35 + 49,59 % 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

Graph for Capital Adequacy

Data for Capital Adequacy

DatesWeightMinMaxValue
05.04.20081110300110,76
12.04.20081110300261,81
19.04.20081110300134,51
26.04.20081110300240,53
03.05.20081110300274,16
10.05.20081110300146,29
17.05.20081110300267,32
24.05.20081110300160,35

Gross Debt Service Ratio (GDS)

  Name Start value End value Dynamic Measure units Optimization method Parent
Root Gross Debt Service Ratio (GDS) 7,345 18,265 + 10,92 % 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)

Graph for Gross Debt Service Ratio (GDS)

Data for Gross Debt Service Ratio (GDS)

DatesWeightMinMaxValue
05.04.200815407,345
12.04.2008154016,69
19.04.2008154036,675
26.04.200815408,08
03.05.2008154027,085
10.05.2008154024,705
17.05.200815406,365
24.05.2008154018,265

Customer Credit Quality

  Name Start value End value Dynamic Measure units Optimization method Parent
Root Customer Credit Quality 49,3 65,5 + 16,2 % Maximize Company Perspective
Description Average customer credit quality, according rating reports

Graph for Customer Credit Quality

Graph for Customer Credit Quality

Data for Customer Credit Quality

DatesWeightMinMaxValue
05.04.20081010049,3
12.04.20081010050
19.04.20081010074,2
26.04.20081010040,3
03.05.20081010029,7
10.05.20081010065,3
17.05.20081010075,4
24.05.20081010065,5

Customer Perspective

  Name Start value End value Dynamic Parent Contains
Root Customer Perspective 59,18 % 69,85 % + 10,67% 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

Graph for Customer Perspective

Data for Customer Perspective

DatesValueWeight
05.04.200859,181
12.04.200839,571
19.04.200853,351
26.04.200855,181
03.05.200847,521
10.05.200846,871
17.05.200859,451
24.05.200869,851

Debt-Service Coverage Ratio (DSCR)

  Name Start value End value Dynamic Measure units Optimization method Parent
Root Debt-Service Coverage Ratio (DSCR) 69 192,6 + 123,6 % Maximize Customer Perspective
Description Net Operating Income divided by Total Debt Service multiplied by 100

Graph for Debt-Service Coverage Ratio (DSCR)

Graph for Debt-Service Coverage Ratio (DSCR)

Data for Debt-Service Coverage Ratio (DSCR)

DatesWeightMinMaxValue
05.04.20081030069
12.04.20081030089,7
19.04.200810300279,6
26.04.200810300144,3
03.05.20081030028,8
10.05.200810300161,7
17.05.200810300277,2
24.05.200810300192,6

Loan-to-value (LTV)

  Name Start value End value Dynamic Measure units Optimization method Parent
Root Loan-to-value (LTV) 66,4 66,435 + 0,035 % Minimize Customer Perspective
Description The Value of Loan divided by Appraised Value of Property multiplied by 100

Graph for Loan-to-value (LTV)

Graph for Loan-to-value (LTV)

Data for Loan-to-value (LTV)

DatesWeightMinMaxValue
05.04.200816510066,4
12.04.200816510086,105
19.04.200816510071,125
26.04.200816510083,515
03.05.200816510085,965
10.05.200816510092,965
17.05.200816510067,275
24.05.200816510066,435

Combined Loan To Value (CLTV)

  Name Start value End value Dynamic Measure units Optimization method Parent
Root Combined Loan To Value (CLTV) 100 96,6 -3,4 % Maximize Customer Perspective
Description The total Value of Loan divided by the total Appraised Value of Property multiplied by 100

Graph for Combined Loan To Value (CLTV)

Graph for Combined Loan To Value (CLTV)

Data for Combined Loan To Value (CLTV)

DatesWeightMinMaxValue
05.04.200810100100
12.04.20081010068,1
19.04.20081010022,3
26.04.20081010033,8
03.05.20081010087,5
10.05.20081010032,4
17.05.20081010031,4
24.05.20081010096,6

Expected Loss (EL)

  Name Start value End value Dynamic Parent Contains
Root Expected Loss (EL) 44,62 % 36,67 % -7,95% 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)

Graph for Expected Loss (EL)

Data for Expected Loss (EL)

DatesValueWeight
05.04.200844,621
12.04.200810,771
19.04.200849,321
26.04.200851,821
03.05.200854,421
10.05.200866,771
17.05.200854,91
24.05.200836,671

Probability of Default (PD)

  Name Start value End value Dynamic Measure units Optimization method Parent
Root Probability of Default (PD) 19,791 9,512 -10,28 % Minimize Expected Loss (EL)
Description Customer’s credit quality measurements (agency debt ratings)

Graph for Probability of Default (PD)

Graph for Probability of Default (PD)

Data for Probability of Default (PD)

DatesWeightMinMaxValue
05.04.2008112019,791
12.04.2008112017,093
19.04.200811202,843
26.04.2008112013,92
03.05.200811204,667
10.05.2008112012,191
17.05.200811206,586
24.05.200811209,512

Expected Exposure (EE) rate

  Name Start value End value Dynamic Measure units Optimization method Parent
Root Expected Exposure (EE) rate 115,68 101,16 -14,52 % 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

Graph for Expected Exposure (EE) rate

Data for Expected Exposure (EE) rate

DatesWeightMinMaxValue
05.04.2008140150115,68
12.04.200814015051,55
19.04.2008140150138,78
26.04.2008140150117,33
03.05.2008140150117,88
10.05.2008140150132,18
17.05.200814015067,61
24.05.2008140150101,16

Loss Given Default (LGD)

  Name Start value End value Dynamic Measure units Optimization method Parent
Root Loss Given Default (LGD) 41,1 53,544 + 12,44 % Minimize Expected Loss (EL)
Description Total losses divided by Exposure at default

Graph for Loss Given Default (LGD)

Graph for Loss Given Default (LGD)

Data for Loss Given Default (LGD)

DatesWeightMinMaxValue
05.04.2008127041,1
12.04.2008127068,436
19.04.2008127065,988
26.04.2008127061,092
03.05.2008127067,076
10.05.2008127031,036
17.05.200812706,284
24.05.2008127053,544

Economic Capital (EC)

  Name Start value End value Dynamic Parent Contains
Root Economic Capital (EC) 20,83 % 67,73 % + 46,9% Credit Risk
Indicators
Return on equity (ROA)
Risk-adjusted return on economic capital (RAROC)
Value-at-Risk (VAR)

Graph for Economic Capital (EC)

Graph for Economic Capital (EC)

Data for Economic Capital (EC)

DatesValueWeight
05.04.200820,831
12.04.200834,031
19.04.200860,31
26.04.200830,231
03.05.200865,471
10.05.200840,731
17.05.200840,171
24.05.200867,731

Return on equity (ROA)

  Name Start value End value Dynamic Measure units Optimization method Parent
Root Return on equity (ROA) 11,375 47,9 + 36,52 % Maximize Economic Capital (EC)
Description Company revenue minus expenses, divided by Company equity, multipled by 100

Graph for Return on equity (ROA)

Graph for Return on equity (ROA)

Data for Return on equity (ROA)

DatesWeightMinMaxValue
05.04.2008158011,375
12.04.200815805,225
19.04.2008158072,35
26.04.200815807,85
03.05.2008158076,325
10.05.2008158026,825
17.05.2008158051,725
24.05.2008158047,9

Risk-adjusted return on economic capital (RAROC)

  Name Start value End value Dynamic Measure units Optimization method Parent
Root Risk-adjusted return on economic capital (RAROC) 28,58 26,33 -2,25 % 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)

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

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

DatesWeightMinMaxValue
05.04.2008155028,58
12.04.2008155030,335
19.04.2008155025,88
26.04.2008155023,09
03.05.200815506,215
10.05.2008155043,835
17.05.200815507,07
24.05.2008155026,33

Value-at-Risk (VAR)

  Name Start value End value Dynamic Measure units Optimization method Parent
Root Value-at-Risk (VAR) 49,28 5,63 -43,65 % Minimize Economic Capital (EC)
Description The standard deviation of portfolio value

Graph for Value-at-Risk (VAR)

Graph for Value-at-Risk (VAR)

Data for Value-at-Risk (VAR)

DatesWeightMinMaxValue
05.04.2008155049,28
12.04.2008155029,525
19.04.2008155029,885
26.04.2008155028,985
03.05.200815505,63
10.05.2008155046,94
17.05.2008155025,88
24.05.200815505,63
Created by: AKS-Labs
Report created with Balanced Scorecard Designer at 28.04.2008 23:50:28

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