FlexFinance provides data marts with values that entirely cover the calculation of risk provisions. For more information on the calculation options, please have a look at the section Workbenches for risk provisioning.
The data marts include:
- Calculated results
- PD (Probability of Default)
- LGD (Loss Given Default)
- EAD (Exposure at Default)
- ECL (Expected Credit Loss)
- Accounting-specific results based on the financial year
- Risk provisions
- Impairment expense
- Write-off expense
- Impairment income
- Detailed information regarding calculations
- Recovery cash flow plan for deals in default
- Drilldown to ECL calculations for each set date LGD (PIT) (= point in time)
- Sensitivity analysis: difference compared to current ECL due to changes in macroeconomic parameters
Below are some examples of reports on risk provisioning in FlexFinance based on these data marts:
The following standard functions are also available for reports defined in FlexFinance:
- extensive drilldown possibilities
- possibility to compare the report for different posting dates
- proof of rule for reporting contents
- manual editing combined with consistency check