Dashboard Analytics

Portfolio Performance Analytics

Navigation: All Segments Corporate Banking North Region
Portfolio RAROC
?
Risk-Adjusted Return on Capital - measures profitability after adjusting for credit risk, operational risk, and economic capital requirements.
RAROC = (Expected Revenue - Expected Loss - Operating Expenses) / Economic Capital
Target: 15% minimum for loan approval
Above Target
16.8%
Target: 15% | +1.2% vs last quarter
Total Portfolio
?
Total outstanding loan portfolio value across all segments and facilities. Includes term loans, credit lines, and other funded exposures.
Excludes unfunded commitments and derivatives
Growing
$2.5B
+8.3% growth | Risk-Adj. Return: $420M
Target Achievement
?
Percentage of RAROC targets achieved across all relationship managers and business segments. Targets are set annually based on risk appetite and business strategy.
100% = All targets met, >100% = Exceeded expectations
Exceeded
112%
Target: 100% | 23 of 25 RMs above target
Risk Concentration
?
Percentage of portfolio concentrated in the largest sector exposure. High concentration increases portfolio volatility and systemic risk.
Regulatory limit: 25% per sector, Internal limit: 30%
Monitor
34%
Manufacturing sector | Recommended: <30%
RAROC Performance by Segment
?
Historical RAROC performance trends across business segments. Shows monthly evolution and comparative performance to identify outperforming and underperforming segments.
Used for: Resource allocation, target setting, strategic planning
Corporate Banking
18.5%
Trade Finance
21.3%
SME Banking
15.2%
Project Finance
12.8%

Top Performers

SJ
Sarah Johnson
Portfolio: $180M | Target: 18%
24.3%
DP
David Park
Portfolio: $220M | Target: 16%
22.1%
AM
Anna Martinez
Portfolio: $165M | Target: 17%
20.8%

Needs Attention

MC
Mike Chen
Portfolio: $95M | Target: 15%
11.2%
LW
Lisa Wong
Portfolio: $150M | Target: 15%
13.8%
RK
Raj Kumar
Portfolio: $120M | Target: 16%
14.1%
AI Insights
?
Real-time AI-powered insights using machine learning models trained on historical performance data, market indicators, and risk patterns.
Confidence Level: 85-95% | Updated: Every 4 hours
RAROC Trending Upward
Portfolio showing 1.2% improvement driven by better risk pricing
Manufacturing Sector Risk
23 customers showing stress signals. Consider exposure reduction
Optimization Opportunity
Rate review for 12 facilities could improve RAROC by 50-75 bps
AI Summary
Portfolio shows resilience but manufacturing concentration needs attention. Consider diversification strategies.
Historical RAROC Tracking & MCC Repository
?
Comprehensive repository for tracking simulated vs actual RAROC performance and maintaining MCC (Management Credit Committee) presentation archives with version control.
Features: Deal tracking by CID, correlation analysis, MCC audit trail

Simulation vs Actual RAROC Comparison
?
Scatter plot analysis showing correlation between simulated RAROC (at deal origination) vs actual RAROC (post-booking). Used to improve simulation accuracy.
Perfect correlation = 45° diagonal line
Target correlation: >85% | Current: 94%

Quick Deal Lookup
?
Search and retrieve historical deal information by Customer ID or Deal Number. Provides instant access to simulated vs actual RAROC comparison for performance analysis.
Search formats: CUST001234, DEAL-2024-001, CID12345678

Recent Searches
CID: 12345678
Simulated: 18.5% | Actual: 17.2%
CID: 87654321
Simulated: 16.8% | Actual: 19.1%

AI Historical Analysis Insights
?
Machine learning analysis of historical RAROC performance patterns, deal correlations, and predictive insights based on 5+ years of data.
Model accuracy: 94% | Updated: Real-time

Simulation Accuracy Improving
ML model shows 94% correlation between simulated and actual RAROC. Variance reduced by 23% over last 6 months.
Deal Pattern Recognition
AI identified 12 deals with similar profiles that outperformed by 150+ bps. Consider replicating structure.
System Integration & Data Workflows
?
Real-time integration status with upstream systems including FTP, IFRS9 ECL engine, and Economic Capital systems. Monitors data quality and processing workflows.
Updates every 15 minutes | SLA: 99.5% uptime

FTP System Integration

Last Sync 2 hours ago
Status Connected
Records Processed 2,847

IFRS9 ECL Engine

Last Calculation Today 06:00
ECL Coverage 0.74%
Stage 2 Assets $125M

Economic Capital

Basel III Ratio 14.2%
RWA $1.8B
Capital Req. $125M
Advanced Portfolio Analytics
?
Comprehensive analytics for complex instruments including multi-year RAROC projections for project finance and derivatives valuation adjustments (XVA).
XVA = CVA + DVA + FVA + KVA + MVA
Used for: Project finance, derivatives trading, capital optimization

Multi-Year RAROC Projection (Project Finance)

Year 1 RAROC
12.8%
Year 3 RAROC
16.2%
Year 5 RAROC
18.5%

Derivatives & XVA

CVA (Credit Valuation Adj.) -$2.3M
DVA (Debit Valuation Adj.) +$0.8M
FVA (Funding Valuation Adj.) -$1.1M
Net XVA Impact -$2.6M
Derivatives Portfolio
Interest Rate Swaps $450M
FX Forwards $180M
Credit Derivatives $75M

AI Portfolio Optimization
?
Advanced analytics using machine learning to optimize portfolio composition, identify arbitrage opportunities, and predict market movements.
Models: Random Forest, Neural Networks, Time Series Analysis

Optimal Allocation
AI suggests reducing manufacturing exposure by 8% and increasing technology sector by 12% for optimal risk-return.
XVA Optimization
Derivatives portfolio could save $1.2M annually through CVA netting and collateral optimization.
Multi-Year Projection
5-year RAROC forecast shows 18.5% achievable with current strategy plus recommended adjustments.