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