Risk Adjusted Return

The Risk Adjusted Return tab lets you explore return and exposure across several dimensions. As you explore the graph observe whether different entities are being compensated for the risks they have taken on. What does return distribution look like across regions, states and industries? What do exposure and RAROC distributions look like across lines of business and ratings categories?

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Detailed Risk Exposure

The Detailed Risk Exposure tab gives you more granular exposure information. Where are the hot spots in the bank’s portfolio?

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Counterparty Exposure

Under the Counterparty Exposure tab, note the concentration of counterparties within the bank’s portfolios. Are the concentrations within expected limits? Are they earning sufficient risk-adjusted return (RAROC)? What return and exposure concentration trends do you see over the past four quarters?

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Banking Stress Test

Click on the Banking Stress Test tab to see results that are key for both regulatory and internal purposes. Does the bank have enough capital on hand to survive the stress test? What about each subsidiary or line of business?

Drill into the stress test results of each subsidiary. For each level, what is the exposure, and is the bank holding enough capital?

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