Implementation of Risk Provision Calculation with regards to IFRS 9 and redesign of interfaces of SAP Bank Analyzer
Project Goal
Introduction of a new application for the single transaction-based calculation of risk provisioning data in connection with the introduction of the new accounting standard IFRS9.
As-Is Situation
For the bank management processes in accounting and reporting, key figures for risk provisioning were provided at general ledger account level prior to the changeover to the IFRS9 accounting standard.
It was not possible to assign them to individual transactions in the calculation methods of SAP Bank Analyzer.
In order to improve the single-transaction-based calculation basis, this information should be provided in SAP Bank Analyzer in the future.
Challenges
Use of existing single-transaction risk metrics (e.g., PD) as input data for the new application to determine risk provisioning using a new interface from SAP Bank Analyzer at the single-transaction level.
Solution
Iterative approach to the concept of the new interface for earnings ratios from credit risk calculation to the new application for risk provisioning as well as the integration platform involved.
Design phase for interface incl. action alternatives for identified deviations was defined. On the basis of this, technical solution approaches for the necessary implementation and development specifications were carried out.
Development specifications for new interface were taken into account, including requirements for subsequent operation. Test scenarios and cases for necessary test activities were coordinated with the responsible units.
Test data definition and requirements were closely coordinated with the business unit, which was taken into account up to the functional acceptance.
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