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BW Business Content for Disclosure and Reporting (Modified) ( RELNBW_352_BCT_FS_BA_DR )

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BW Business Content for Disclosure and Reporting (Modified)

Use

BW Business Content for Disclosure and Reporting in BI Content 3.5.2 contains a new ODS object, a new InfoCube, a new InfoSource, and five new queries, which complete the reports required by the Basel Committee. The following new functions are now available:

• 15 queries

• The characteristics and key figures for the queries

• One Multiprovider:

• 0BADRMC01,,Basel II Disclosure & Reporting, MultiProvider

• Two InfoCubes:

• 0BADR_C01,,Basel II Disclosure & Reporting, InfoCube for counterparty risk

• 0BADR_C02,,Basel II Disclosure & Reporting, InfoCube for issuer risk

• Two ODS objects:

• 0BADRDS01,,Basel II Disclosure & Reporting, ODS for counterparty risk

• 0BADRDS02,,Basel II Disclosure & Reporting, ODS for issuer risk

New Queries

• 0BADRMC0011,,Report 11: EL per EL Band (Expected Loss)

• 0BADRMC0012,,Report 12: Credit Items per Approach

• 0BADRMC0013,,Report 13: Outstanding Items per Risk Category

• 0BADRMC0014,,Report 14: Default Probabilities per Segment

• 0BADRMC0015,,Report 15: Comparison of Expected and Actual Defaults

New InfoCube

• 0BADR_C02,,Basel II Disclosure & Reporting, InfoCube for Issuer Risk

New ODS Object

• 0BADRDS02,,Basel II Disclosure & Reporting, ODS for Issuer Risk

New InfoSource

• 0BA_BA_DR_2,,Basel II Disclosure & Reporting: Issuer Risk

New Key Figures

• 0BA_1RISKWK,,Risk Weight (As a Key Figure)

• 0BA_1EADDF,,EAD on Default Date (Exposure at Default = EAD)

• 0BA_1EADP1 ,,EAD Product Class 1

• 0BA_1EADP2,,EAD Product Class 2

• 0BA_1EADP3,,EAD Product Class 3

• 0BA_1EL,,,,EL Value / LGD * PD (Loss Given Default * Probability of Default)

• 0BA_1ELBETR,,EL Amount / LGD * PD * EAD

• 0BA_1HELP4,,Auxiliary Key Figure Actual LGD * EAD

• 0BA_1HELP5,,Auxiliary Key Figure Actual LGD * EAD - Defaulted

New Characteristics

• 0BA_1AGNCY1,,Rating Agency 1

• 0BA_1AGNCY2,,Rating Agency 2

• 0BA_1APPRO,,Approach

• 0BA_1IEL,,,,EL Band

• 0BA_1MASRAT ,,Master Rating Class

• 0BA_1PORTF,,Portfolio

• 0BA_1POSID ,,Item ID

• 0BA_1RISKW ,,Risk Weight

• 0BA_1SEGID ,,Segment ID

The following characteristic was deleted:

• 0BA_1PRODCL ,,Product Class

Effects on Existing Data

Effects on Data Transfer

Effects on System Administration

Effects on Customizing

Further Information

PERFORM Short Reference   General Material Data  
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