Volume 4— Credit Risk Management © Copyright 2002, CCRO. All rights reserved. 20 • Upcoming periodic reviews to be scheduled (by business and counterparty) • Aging of overdue periodic reviews (by business and counterparty) Other Reporting • Tracking and aggregation reporting for indirect exposures • Non-liquid collateral tracking, reporting and expiration management • “What If” analysis for tenor analyses at counterparty and portfolio levels • New counterparties/new limits since last report • Watch list: current events monitoring • ROA/ROE trends • Transactions by legal jurisdiction Monitoring and reporting credit risk relates directly back to the risk analysis process and to strategic decision-making. With knowledge of counterparty and transactional information, an analyst can react to changes in counterparties’ creditworthiness and know which counterparties require special attention or actions.
Previous Page Next Page