On the Analysis tab on the Current Expected Credit Loss (CECL)
Summary page, you can analyze your expected and discounted loan losses.
CECL Summary Loan
Columns
- Report
- This column lets you select if you want to generate and view the
DFA-generated CECL Forecast report as a PDF or an Excel® file.
- # Included
- This column lists a number for a specific month that represents the
number of active loans from the Validation tab
excluding closed and charged-off loans. Active loans with exception errors are
also excluded. Select the link in the column to drill down to the DFA results by
loan category.
- Included Balance
- This column shows the total month-end balance for all the loans
included in the # Included count.
- # Excluded
- This column lists a number for a specific month that represents the
number of closed and charged-off loans from the Validation tab. Active loans with exception errors are also
represented in this number. Select the link in the column to drill down to the
DFA results by loan category.
- Excluded Balance
- This column shows the total month-end balance for all the loans
represented by the # Excluded count.
- Expected Loss
- This column shows the anticipated loss amount for the selected
month's loan portfolio based on the CECL Analysis calculations. When the
Fed Severe forecast is selected, this amount
represents the worst-case loan loss scenario.
- Expected Loss %
- This column shows the percentage for the Expected Loss column amount divided by the Included Balance column amount.
- Q Factor Adjustment
- This column shows the cumulative dollar amount of all the inputs to
the Expected Loss, which includes the category, factor,
and individual numbers.
- Expected Loss with Q Factors
- This column shows the cumulative dollar amount of all
Expected Loss with Q Factors values.
- Expected Loss % with Q Factors
- This column shows the cumulative percentage derived from all the
Expected Loss % with Q Factors percentages.
CECL Summary Unfunded Commitments Columns
Note: The LOC Cancelable field must be mapped to determine
which lines are non-cancelable and included in this view.
- # Included
- This column lists a number for a specific month that represents the
number of active non-cancelable line-of-credit loans from the Validation tab excluding closed and charged-off
loans. Active non-cancelable line-of-credit loans with exception errors are also
excluded. Select the link in the column to drill down to the DFA results by loan
category.
- Month End Balance
- This column shows the remaining balance at the end of the month.
- LOC Limit
- This column shows the line-of-credit (LOC) limit.
- Unfunded Amount
- This column shows the unused portion of a line of credit by showing the
difference between the LOC Limit and the Month
End Balance amounts.
- Utilization %
- This column shows the percentage of funds that are used as compared to the
LOC Limit amount for the month.
- Average Utilization %
- This column shows the average utilization percentage for a month. The formula to
calculate the Average Utilization % for each month is: (1
- [Sum of Expected Losses for All Categories / (Sum of Unfunded Amount for All
Categories * Weighted Average Expected Loss % for All Categories)]).
- Expected Loss %
- This column shows the weighted average Expected Loss
% for all categories.
- Expected Loss
- This column shows the anticipated loss amount for all categories.