Concentration Analysis

Basic description

This report shows how the portfolio and non-performing loans are concentrated by customer type, loan value (bands of disbursement or outstanding amount), maturity (original or residual), credit score, currency (if relevant) and business area, group of products or individual product. Portfolio can be expressed by either loan count or total value of loans, and NPL is expressed with a wide range of past due bands. Trends are shown by comparison between the date selected vs. the end of the prior month, and by a 6-month trend graph.

Uses

This report allows managers to assess risks caused by concentrations of the loan portfolio to particular groups of clients, for example to assess the risks to the institution caused by a shock to that group (e.g. farmers, small business traders). While other reports show the concentration by products or credit rating, this report shows the trends in portfolio concentration over time. By selecting different start dates, trends longer than 6 months can be examined.

Options

You can select:-

 The start month for the report

 Whether to breakdown the portfolio by loan count or value of loans

 Whether to examine the portfolio by:-
              •  Product class (business lines, e.g. mortgages)
              •  Product group (usually product types, e.g. fixed rate residential mortgages)
              •  Products (specific named products)

 To show concentration by:-
              •  Customer type
              •  Currency (if relevant)
              •  Maturity (original or residual)
              •  Loan value (disbursed or outstanding)
              •  Product class, product group or product
              •  Credit score

 Past due band