Analytics (FS-BA-AN) 

Purpose

This component contains analytical applications that call results data for Processes and Methods from the Results Data Layer (RDL) and, if necessary, continue to process this data.

The Regulatory Reporting Interface, for example, gets data from the RDL and transfers this to the reporting functions in SAP NetWeaver Business Intelligence (BI). The Historical Database gets data from the Source Data Layer (SDL) and processes it as part of data storage based on a time series in accordance with Basel II.

Features

Components Relevant for Accounting

General Ledger Connector (FS-BA-AN-GL)

If you use the subledger scenario, the General Ledger Connector reads the subledger documents from the RDL and transfers results data to a connected general ledger.

Financial Statement Preparation (FS-BA-AN-FSP)

Financial statement preparation includes the Balance Object Manager, Balance Processing, and Aggregated Transactions. In the Balance Object Manager you create balance objects (BO) that define the processing level for processes in Balance Processing, in particularly the object that is to be included in reporting. Balance Processing loads results data from the RDL and prepares the period-end processing for financial products, such as the balance sheet and profit and loss statement including notes to the financial statements.

Merge Scenario (FS-BA-BA)

The merge scenario processes only those financial instruments and transactions whose IAS valuation differs from its valuation according to local GAAP. The merge component transforms local GAAP data to IAS data. The system creates a complete IAS balance sheet, including a profit and loss statement and notes to the financial statements.

The merge scenario stores the results data not in the RDL but in the Result Database (RDB)

Components Relevant for Basel II

Historical Database (FS-BA-AN-HDB)

The Historical Database is a time-based data store and meets the requirements for Basel II regarding managing historical data. The system can provide the HDB with data from the Source Data Layer (SDL), RDL, or another source system.

Disclosure and Reporting (FS-BA-AN-DR)

The Disclosure and Reporting component provides utilities for selecting and extracting reporting data and meets Basel II requirements arising from the Capital Accord. The Disclosure and Reporting component supports external disclosure and internal reporting, and provides support for supervisory investigations and stress test reports.

Regulatory Reporting Interface (FS-BA-RR)

The Regulatory Reporting Interface ensures connection to external reporting tools in accordance with Basel II. It loads data from the SDL and RDL, transforms it into a fixed format, and provides reporting tools.

Additional Components

Limit Manager (FS-BA-AN-LM)

The Limit Manager provides support when determining, analyzing, and limiting counterparty/issuer risks, country risks, or Basel II-specific key figures. By setting different maximum risk amounts, it should be possible to limit the potential harm caused by the insolvency of a business partner. The Limit Manager also provides operational functions and supports both internal and external reporting.

Profit Analyzer (FS-BA-AN-PA)

The Profit Analyzer ensures that costs and revenues are assigned to the single bank transactions, customers, or other segments that gave rise to them. During the profitability analysis, the system updates results as single items and evaluates them in terms of various criteria. You can use the Profit Analyzer to carry out sales planning based on user-defined characteristics.

Strategy Analyzer (FS-BA-AN-STA)

The Strategy Analyzer provides a net present value analysis and a gap analysis for market risk management. The net present value analysis shows the value of a portfolio on a particular key date. You can use the gap analysis to examine your portfolio with regard to interest rate risks by creating incoming and outgoing payments, liquidity, and net interest income for a longer period of time, for example.