SAP Library - Enterprise Risk Reporting

Start Level 1 Node: Enterprise Risk Reporting

Enterprise Risk Reporting

End Level 1 Node: Enterprise Risk Reporting

Start Level 2 Node: InfoCubes

End Level 2 Node: InfoCubes

Start Level 3 Node: Enterprise Risk

Enterprise Risk

End Level 3 Node: Enterprise Risk

Start Level 3 Node: Credit Risk - Portfolio Result

Credit Risk - Portfolio Result

End Level 3 Node: Credit Risk - Portfolio Result

Start Level 3 Node: Credit Risk - Risk Contributions

Credit Risk - Risk Contributions

End Level 3 Node: Credit Risk - Risk Contributions

Start Level 3 Node: Credit Risk - Loss Distribution

Credit Risk - Loss Distribution

End Level 3 Node: Credit Risk - Loss Distribution

Start Level 3 Node: Operational Risk Loss

Operational Risk Loss

End Level 3 Node: Operational Risk Loss

Start Level 3 Node: Operational Risk Capital, Stress & Provision

Operational Risk Capital, Stress & Provision

End Level 3 Node: Operational Risk Capital, Stress & Provision

Start Level 3 Node: #Basel II: Disclosure & Reporting: Counterparty Risk

#Basel II: Disclosure & Reporting: Counterparty Risk

End Level 3 Node: #Basel II: Disclosure & Reporting: Counterparty Risk

Start Level 3 Node: Limits

End Level 3 Node: Limits

Start Level 2 Node: DataSources

End Level 2 Node: DataSources

Start Level 3 Node: Disclosure and Reporting Data 2

Disclosure and Reporting Data 2

End Level 3 Node: Disclosure and Reporting Data 2

Start Level 3 Node: Operational Risk Loss

Operational Risk Loss

End Level 3 Node: Operational Risk Loss

Start Level 3 Node: Limits

End Level 3 Node: Limits

Start Level 3 Node: Counterparty Default Risk

Counterparty Default Risk

End Level 3 Node: Counterparty Default Risk

Start Level 3 Node: Risk Capital, Stress & Provision

Risk Capital, Stress & Provision

End Level 3 Node: Risk Capital, Stress & Provision

Start Level 3 Node: Enterprise Risk Capital Ratio & RAROC

Enterprise Risk Capital Ratio & RAROC

End Level 3 Node: Enterprise Risk Capital Ratio & RAROC

Start Level 3 Node: Issues and Action Plans

Issues and Action Plans

End Level 3 Node: Issues and Action Plans

Start Level 3 Node: Credit Risk - Loss Distribution

Credit Risk - Loss Distribution

End Level 3 Node: Credit Risk - Loss Distribution

Start Level 2 Node: DataStore Objects

DataStore Objects

End Level 2 Node: DataStore Objects

Start Level 3 Node: #Basel II: Disclosure & Reporting: Counterparty Risk

#Basel II: Disclosure & Reporting: Counterparty Risk

End Level 3 Node: #Basel II: Disclosure & Reporting: Counterparty Risk

Start Level 3 Node: Counterparty Default Risk

Counterparty Default Risk

End Level 3 Node: Counterparty Default Risk

Start Level 3 Node: Operational Risk Issues and Action Plans

Operational Risk Issues and Action Plans

End Level 3 Node: Operational Risk Issues and Action Plans

Start Level 2 Node: MultiProviders

End Level 2 Node: MultiProviders

Start Level 3 Node: Enterprise Risk

Enterprise Risk

End Level 3 Node: Enterprise Risk

Start Level 3 Node: Credit Risk Summary

Credit Risk Summary

End Level 3 Node: Credit Risk Summary

Start Level 3 Node: Operational Risk

Operational Risk

End Level 3 Node: Operational Risk

Start Level 3 Node: Liquidity Risk

End Level 3 Node: Liquidity Risk

Start Level 2 Node: Queries

End Level 2 Node: Queries

Start Level 3 Node: Enterprise Risk Overview

Enterprise Risk Overview

End Level 3 Node: Enterprise Risk Overview

Start Level 3 Node: Credit Risk Default Correlations

Credit Risk Default Correlations

End Level 3 Node: Credit Risk Default Correlations

Start Level 3 Node: Credit Risk Industry

Credit Risk Industry

End Level 3 Node: Credit Risk Industry

Start Level 3 Node: Credit Risk Business Area

Credit Risk Business Area

End Level 3 Node: Credit Risk Business Area

Start Level 3 Node: Credit Risk Business Partner

Credit Risk Business Partner

End Level 3 Node: Credit Risk Business Partner

Start Level 3 Node: Credit Risk KPIs

Credit Risk KPIs

End Level 3 Node: Credit Risk KPIs

Start Level 3 Node: Credit Risk Country

Credit Risk Country

End Level 3 Node: Credit Risk Country

Start Level 3 Node: Credit Risk Economic

Credit Risk Economic

End Level 3 Node: Credit Risk Economic

Start Level 3 Node: Liquidity Risk Limits

Liquidity Risk Limits

End Level 3 Node: Liquidity Risk Limits

Start Level 3 Node: Credit Risk Region

Credit Risk Region

End Level 3 Node: Credit Risk Region

Start Level 3 Node: Liquidity Risk KPIs

Liquidity Risk KPIs

End Level 3 Node: Liquidity Risk KPIs

Start Level 3 Node: Operational Risk Business Area

Operational Risk Business Area

End Level 3 Node: Operational Risk Business Area

Start Level 3 Node: Operational Risk Legal Entity Summary

Operational Risk Legal Entity Summary

End Level 3 Node: Operational Risk Legal Entity Summary

Start Level 2 Node: Characteristics

Characteristics

End Level 2 Node: Characteristics

Start Level 3 Node: Date of Default

Date of Default

End Level 3 Node: Date of Default

Start Level 3 Node: Past Due Band

End Level 3 Node: Past Due Band

Start Level 3 Node: Credit Portfolio Analysis Run ID

Credit Portfolio Analysis Run ID

End Level 3 Node: Credit Portfolio Analysis Run ID

Start Level 3 Node: Credit Portfolio ID

Credit Portfolio ID

End Level 3 Node: Credit Portfolio ID

Start Level 3 Node: Credit Portfolio Model ID

Credit Portfolio Model ID

End Level 3 Node: Credit Portfolio Model ID

Start Level 3 Node: Detection Date

End Level 3 Node: Detection Date

Start Level 3 Node: Determining Method

Determining Method

End Level 3 Node: Determining Method

Start Level 3 Node: Due Date

End Level 3 Node: Due Date

Start Level 3 Node: Financial Instrument ID

Financial Instrument ID

End Level 3 Node: Financial Instrument ID

Start Level 3 Node: Planned Due Date

Planned Due Date

End Level 3 Node: Planned Due Date

Start Level 3 Node: Business Area

End Level 3 Node: Business Area

Start Level 3 Node: Underlying Counterparty

Underlying Counterparty

End Level 3 Node: Underlying Counterparty

Start Level 3 Node: Business Partner

Business Partner

End Level 3 Node: Business Partner

Start Level 3 Node: Property Type

End Level 3 Node: Property Type

Start Level 3 Node: Indicator: Protection Seller/Buyer

Indicator: Protection Seller/Buyer

End Level 3 Node: Indicator: Protection Seller/Buyer

Start Level 3 Node: Comment

End Level 3 Node: Comment

Start Level 3 Node: Confidence Level

Confidence Level

End Level 3 Node: Confidence Level

Start Level 3 Node: Customer Group

End Level 3 Node: Customer Group

Start Level 3 Node: Limit Valid From

Limit Valid From

End Level 3 Node: Limit Valid From

Start Level 3 Node: Limit Valid To

End Level 3 Node: Limit Valid To

Start Level 3 Node: Limit Type

End Level 3 Node: Limit Type

Start Level 3 Node: Issue Description

Issue Description

End Level 3 Node: Issue Description

Start Level 3 Node: Issue Status

End Level 3 Node: Issue Status

Start Level 3 Node: Seniority

End Level 3 Node: Seniority

Start Level 3 Node: Rating

End Level 3 Node: Rating

Start Level 3 Node: Rating of Underlying Counterparty

Rating of Underlying Counterparty

End Level 3 Node: Rating of Underlying Counterparty

Start Level 3 Node: Rating Model

End Level 3 Node: Rating Model

Start Level 3 Node: Region (Federal State, Province, County)

Region (Federal State, Province, County)

End Level 3 Node: Region (Federal State, Province, County)

Start Level 3 Node: Sector

End Level 3 Node: Sector

Start Level 3 Node: Scenario

End Level 3 Node: Scenario

Start Level 3 Node: Responsible

End Level 3 Node: Responsible

Start Level 3 Node: Securitization Category

Securitization Category

End Level 3 Node: Securitization Category

Start Level 3 Node: Loss Distribution ID

Loss Distribution ID

End Level 3 Node: Loss Distribution ID

Start Level 3 Node: Provision

End Level 3 Node: Provision

Start Level 2 Node: Key Figures

End Level 2 Node: Key Figures

Start Level 3 Node: Coverage Ratio % (EADnet/Specific Provision for Credit Default)

Coverage Ratio % (EADnet/Specific Provision for Credit Default)

End Level 3 Node: Coverage Ratio % (EADnet/Specific Provision for Credit Default)

Start Level 3 Node: Fraction

End Level 3 Node: Fraction

Start Level 3 Node: Number of Exposures

Number of Exposures

End Level 3 Node: Number of Exposures

Start Level 3 Node: Number of Losses

Number of Losses

End Level 3 Node: Number of Losses

Start Level 3 Node: Number of Business Partners

Number of Business Partners

End Level 3 Node: Number of Business Partners

Start Level 3 Node: Number of Days Past Due

Number of Days Past Due

End Level 3 Node: Number of Days Past Due

Start Level 3 Node: Regulatory VaR

End Level 3 Node: Regulatory VaR

Start Level 3 Node: Default Correlation

Default Correlation

End Level 3 Node: Default Correlation

Start Level 3 Node: Lending Value

End Level 3 Node: Lending Value

Start Level 3 Node: Insured Amount

End Level 3 Node: Insured Amount

Start Level 3 Node: Gross Loss Amount

Gross Loss Amount

End Level 3 Node: Gross Loss Amount

Start Level 3 Node: Risk Adjusted Return On Capital

Risk Adjusted Return On Capital

End Level 3 Node: Risk Adjusted Return On Capital

Start Level 3 Node: Capital Ratio

End Level 3 Node: Capital Ratio

Start Level 3 Node: Credit Value at Risk

Credit Value at Risk

End Level 3 Node: Credit Value at Risk

Start Level 3 Node: EAD Amount

End Level 3 Node: EAD Amount

Start Level 3 Node: Expected Shortfall

Expected Shortfall

End Level 3 Node: Expected Shortfall

Start Level 3 Node: Credit Equivalent Amount

Credit Equivalent Amount

End Level 3 Node: Credit Equivalent Amount

Start Level 3 Node: Critical Utilization %

Critical Utilization %

End Level 3 Node: Critical Utilization %

Start Level 3 Node: Limit

End Level 3 Node: Limit

Start Level 3 Node: Market Value

End Level 3 Node: Market Value

Start Level 3 Node: Maturity M

End Level 3 Node: Maturity M

Start Level 3 Node: Net Loss Amount

Net Loss Amount

End Level 3 Node: Net Loss Amount

Start Level 3 Node: Economic Exposure Amount

Economic Exposure Amount

End Level 3 Node: Economic Exposure Amount

Start Level 3 Node: Economic Capital (CVaR - EL)

Economic Capital (CVaR - EL)

End Level 3 Node: Economic Capital (CVaR - EL)

Start Level 3 Node: Economic VaR

End Level 3 Node: Economic VaR

Start Level 3 Node: Percentage Limit

Percentage Limit

End Level 3 Node: Percentage Limit

Start Level 3 Node: Risk Contribution to ECap

Risk Contribution to ECap

End Level 3 Node: Risk Contribution to ECap

Start Level 3 Node: Risk Contribution to CVaR

Risk Contribution to CVaR

End Level 3 Node: Risk Contribution to CVaR

Start Level 3 Node: Risk Contribution to Expected Shortfall

Risk Contribution to Expected Shortfall

End Level 3 Node: Risk Contribution to Expected Shortfall

Start Level 3 Node: Risk Contribution to Unexpected Loss

Risk Contribution to Unexpected Loss

End Level 3 Node: Risk Contribution to Unexpected Loss

Start Level 3 Node: Risk Weight [%]

Risk Weight [%]

End Level 3 Node: Risk Weight [%]

Start Level 3 Node: Saddle Point

End Level 3 Node: Saddle Point

Start Level 3 Node: Economic Capital

Economic Capital

End Level 3 Node: Economic Capital

Start Level 3 Node: Amount of Collateral Agreement

Amount of Collateral Agreement

End Level 3 Node: Amount of Collateral Agreement

Start Level 3 Node: Stress Test Value

Stress Test Value

End Level 3 Node: Stress Test Value

Start Level 3 Node: Unexpected Loss

Unexpected Loss

End Level 3 Node: Unexpected Loss

Start Level 3 Node: Loss Amount

End Level 3 Node: Loss Amount

Start Level 3 Node: Loss Probability

Loss Probability

End Level 3 Node: Loss Probability

Start Level 3 Node: Provision Value

Provision Value

End Level 3 Node: Provision Value