Disclosure and Reporting |
Roles |
Reports in the Basel II Disclosure and Reporting Component |
Workbooks |
Recoveries, Specific Provisions, and Charge-Offs |
Queries |
General Queries |
Report 1a: Distribution of Credit Items (Reporting Period) |
Report 1b: Distribution of Credit Items |
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 10a: Provisions, Recoveries, Charge-Offs |
Report 10b: Comparison of the value adjustments and EL |
Report 11: Expected Loss (EL) per EL Band |
Report 12a: Credit Items per Approach |
Report 12b: Credit Items per Approach (Capital requirement) |
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 23a: Retained Securitized Exposures by Risk Weight |
Report 23b: Securitization Exposures with Capital Deduction |
Report 24: Securitized Revolving Exposures |
Report 24a: Securitizations with Early Amortization Clause (EAD) |
Report 24b: Securitizations with Early Amortization Clause (Capi |
Report 25a: Total Amount of Securitized Exposures |
Report 25b: Securitized Exposures and Sponsors |
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 Value and Loan-to-Value 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 |
SAP-Analytics |
SAP Analytics 1: Overview of the Capital Requirement |
SAP Analytics 2: Capital requirement by portfolio |
SAP Analytics 2a: Capital Requirement by Portfolio for Six Month |
SAP Analytics 2b: Comparison of Capital Requirement |
SAP Analytics 3: Overview of Defaults |
SAP Analytics 4: Defaulted Exposures |
SAP Analytics 4a: Defaulted Exposures by Country |
SAP Analytics 5: Overview of Secured and Guaranteed Exposures |
SAP Analytics 5a: Overview of the Secured and Guaranteed Exposur |
SAP Analytics 5b: Overview of Secured and Guaranteed Exposures |
SAP Analytics 6: Secured Exposures |
SAP Analytics 7: Guaranteed Exposures by Guarantee Category |
SAP Analytics 9: Unsecured Exposures |
SAP Analytics 9a: History of Unsecured Exposures |
SAP Analytics 9b: Unsecured Exposures by Date |
Structures |
Key Figure 1 |
Key Figure 2 |
InfoCubes |
Basel II: Disclosure and Reporting MultiProvider |
Basel II: MultiProvider for Comparison of Expected Loss |
Counterparty Risk and Issuer Risk |
Commercial Real Estate Loans |
Equity Holdings |
Securitizations |
ODS Objects |
Counterparty Risk |
Charge-Offs, Recoveries |
Commercial Real Estate Loans |
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 |
Disclosure and Reporting: Assets |
Disclosure and Reporting: Equity Holdings, IRB |
Disclosure and Reporting: Commercial Real Estate Loans, Standard |
Disclosure and Reporting: Credit Risk, Partial Use |
Disclosure and Reporting: Credit Risk, Comprehensive Standardize |
Disclosure and Reporting: Migration |
Disclosure and Reporting: Provisions |
Disclosure and Reporting: Securitizations |