Bank Analyzer
Disclosure and Reporting
Roles
Reports in the Basel II Disclosure and Reporting Component
Workbooks
Recoveries, Specific Provisions, and Charge-Offs
Queries
General Queries
Report 1: Distribution of Credit Items
Report 1a: Distribution of Credit Items (Reporting Period)
Report 2: Geographical Distribution
Report 3: Distribution by Sector/Counterparty Type
Report 4: Distribution by Residual Maturity
Report 5: Portfolio Report
Report 6: LGD Results
Report 7: EAD Results
Report 8: Risk Mitigation Effects
Report 9a: Non-Performing Credit Items by Country
Report 9b: Non-Performing Credit Items by Sector
Report 10: Provisions, Revenues, Charge-Offs
Report 11: Expected Loss (EL) per EL Band
Report 12: Credit Items per Approach
Report 13: Outstanding Items per Risk Category
Report 14: Default Probability per Segment
Report 15: Comparison of Expected and Actual Defaults
Queries for Equity Holdings
Report 16: Comparison of Equity Holdings
Report 17: Profit/Loss from Equity Holdings
Report 18: Capital Requirement by Equity Grouping
Report 19: Equity Holdings Subject to Transition Regulations
Queries for Securitizations
Report 20: Total Amount by Type of Securitized Exposure
Report 21: Non-Performing Securitized Exposures
Report 22: Retained Securitized Exposures by Exposure Type
Report 23: Retained Securitized Exposures by Risk Weight
Report 24: Securitized Revolving Exposures
Report 25: Total Amount of Securitized Exposures
Queries for Operational Risk
Report 26: Operational Risks
Queries for Commercial Real Estate
Report 30: Display of Total and Losses from Commercial Real Esta
Report 31: Market Values and Lending Values for Real Estate
Queries for Migration Matrixes
Report 32: Display of Migrations as a Number (Percentage)
Report 33: Display of Migrations as a Volume (Absolute)
Report 34: Display of Migrations as a Number (Absolute)
Report 35: Display of Migrations as a Volume (Percentage)
Single Transaction Level
Single Transaction Level (Equity Holdings)
Single Transaction Level (Commercial Real Estate Loan)
Single Transaction Level (Securitizations)
Single Transaction Level (Counterparty Risk)
Financial Transaction Level
Structures
Key Figure 1
Key Figure 2
InfoCubes
Basel II: Disclosure and Reporting MultiProvider
Counterparty Risk and Issuer Risk
Commercial Real Estate Loans
Equity Holdings
Securitizations
ODS Objects
Counterparty Risk
Depreciation, Revenues
Commercial Real Estate Loan
Commercial Real Estate (Collateral)
Equity Holdings
Securitizations
Migration Matrices
Operational Risk
InfoSources
Counterparty Risk and Issuer Risk
Charge-Offs, Recoveries (Report 10)
Commercial Real Estate Loans
Commercial Real Estate (Collateral)
Equity Holdings
Securitizations
Migration Matrices
Operational Risks
DataSources
Basel II: Disclosure and Reporting
The IAS solution
IAS-Reporting
Roles
Run all Reports in Balance Analyzer
Queries
Financial Statements in Accordance with IAS
P&L Positions in Accordance with IAS
IAS Notes: Transaction types according to residual maturity
InfoCubes
IAS Reporting
InfoSources
IAS Reporting
Queries
Financial Statement Items as Characteristics
Financial Statement Items as Items in the Item Catalog
Using a Selection Hierarchy with the Financial Statement Items
Branching from Queries
Restricted/Calculated Key Figures
Key Figures in Reporting Currency for a Period
Key Figure in Reporting Currency for Last Period of Prior FY
Key Figure in Reporting Currency for Period in Prior Year
Period-Based Delta on Prior Year
Pro Rata Delta on Prior Year
SAP Exit Variables
Prior Year Period
Last Period of Prior Fiscal Year
Prior Period from 0P_FPPER
InfoCubes
Financial Statement Items
Multiple Financial Statement Items
Profit Analyzer
Connection of Feeder Systems to the Financial Database (FDB)
ODS Objects
Basic Data for a Financial Transaction
Partner Data
Line Data
Key Figures: Amounts
Object Hierarchies
Flow Data
Credit Exposure
Object Relationships
Cash Flow (Header)
Cash Flow (Items)
Financial Conditions: Categories
Financial Conditions: Individual Conditions
Financial Conditions: Amount Items
Financial Conditions: Interest Rates and Reference Interest Rate
Financial Conditions: Amount Data
Key Figures
Number of Base Days in a Period
Number of Days
Amount
Amount in Position Currency
Nominal Amount
Percentage for Condition Item
Characteristics
Settlement Account
Asset/Liability Indicator
Number of Base Days in a Period
Document Number for Document Header
Position Currency
Business Date
Flow Type
Flow Type Group
Flow Category
Rating Grade
Rating Model
Posting Date in Document
External Number
Number of External Target Object
Start of Fixed Interest Period
End of Fixed Interest Period
Maturity
Business Partner
Business Partner Role
Origin of Cash Flow
Category of Identification Number for Business Partner
Identification of a Node in a Tree Structure
Individual Approach
Calendar
Calendar for Working Day Shift
Key Figure Category
Indicator for Purchase/Sale
Classification for Risk Basis
Period of Notice
Condition Group
Condition Group Type
Sequential Number of Entry
Sequential Number for Service Module (MAPI/BAPI)
Start of Term
End of Term
Line Category
Number of a Node in a Tree Structure
Portfolio
Primary Object Category
Product Type
Rating Agency (Business Partner)
Reference Flow Category
Key 1
Key 2
Key Field 3
Key 4
Status
Status of a Data Record
Key Date
Category of a Cash Flow
Value Date
Contract Type
Contract Number (Loan)
Transaction Type
Transaction Number
Template
Template Variant for Cash Flow Generation
Template Version
Plus/Minus Sign: Operator for Reference Interest Rate
Time Unit for Notice Period Field
Interest Calculation Method
Basic Data for Interest Calculation Method
Interest Rate Fixing Date
Reference Interest Rate
'Valid From' Date for Reference Interest Rate
Mark-Up Component
Key Figures
Charge-Offs
Alpha Factor
Acquisition Costs
Number of Defaulted Entities in the Current Period
Number of Defaulted Entities in the Prior Period
Number of Entities in the Current Period
Number of Entities in the Prior Period
Default Rate in Percent
Probability of Default (PD)
Lending Value
Balance Sheet Value
Gross Exposure
EAD of the Revolving Portion
EAD Before Haircut
EAD at the Time of Default
Capital Requirement
Capital Requirement after Capital Relief
Capital Requirement Before Capital Relief
Specific Provisions
EL Amount
Recoveries
Expected Loss
Fair Value
Exposure at Default (EAD)
Free Line
Auxiliary Key Figure for EAD x LGD
Auxiliary Key Figure for Actual LGD
Auxiliary Key Figure for Actual LGD * EAD
Auxiliary Key Figure for Actual LGD x EAD (Defaulted)
Drawing
Credit Conversion Factor (CCF)
Market Value
Number of Migrated Business Partners
Volume of Migrated Business Partners
Unrealized Profit
General Provisions
Ratio of Exposure Portions
Realized Profit
Risk-Weighted Assets After Risk Mitigation
Risk-Weighted Assets Before Risk Mitigation
Non-Semantic Key Figure in Reporting Currency
Collateral Agreement Amount
Loss given default (LGD)
Loss Rate
Loss RatePreferential Risk Weight
Senior Liens
Volatility of Loss
Volatility of Loss Preferential Risk Weight
Recovery Rate in Percentage
Characteristics
Approach
Category of Off-Balance-Sheet Securitization
Report Category
Equity Grouping
Type of Equity
Business Date
Balance Sheet Process Number
Sector of the Business Partner
Sector Category
Posting Category
Equity Category
Financial Statement Item
Expected Loss Band
Indicator for Financial Transaction
Exposure Type
Guarantee ID
Guarantee/Credit Derivative Category
Business Area
Trading Book#Banking Book
Type of Real Estate
Range for Loss Given Default (LGD)
Range for Number of Days in Arrears
Range for Default Probability
Range for Residual Maturity
Calculation Subapproach
Indicator for Listed Transaction
Indicator for Equity Capital Deductions
Indicator: First Year of Securitization
Indicator for Commercial Real Estate Loan
Grandfathering Indicator
Indicator for Revolving Exposure
Indicator for Risk-Free Securitization
Indicator for Transition Regulation
Indicator: Securitized
Indicator for Reduced Risk Weight
Indicator for Drawing
Conversion Factor Grade (CCF)
Account Number
Counterparty Category
Credit Category
Sovereign of the Business Partner
Run Type in the Financial Statement Items
Legal Entity
Master Rating Class
ID of Model
Portfolio
Item ID
Product Class
Product Category
Rating Agency 1
Rating Agency 2
Rating Class at the Start of Migration
Rating Class at the End of Migration
Accounting System
Risk Type
Risk Weight
Risk Weight Band
Risk Class
Risk Category
Role of Bank in Securitization Transactions
Balance Subobject Type
Segment ID
Semantic of the Key Figure
Collateral ID
Collateral Category
Specialized Lending Category
Subportfolio Class
UOID of Asset
UOID of Financial Transaction/Position
UOID of a Guarantee
UOID of a Guarantee Portion
UOID of Collateral
UOID of a Collateral Portion
Securitization Category
Currency
Value Type
Default on Payment
Delinquency
Time Stamp Showing when the Data Source Was Accessed
Examples of Custom Characteristics
Holding Category
Segment