Reinsurance csm

ifrs17-template/Files/DataNodes/DataNodeParameters_CH_2020_12.csv

@@ -1,28 +1,28 @@
-@@Main,,
-ReportingNode,Year,Month
-CH,2020,12
-,,
-@@SingleDataNodeParameter,,
+@@Main,,,,,,,,,
+ReportingNode,Year,Month,,,,,,,
+CH,2020,12,,,,,,,
+,,,,,,,,,
+@@SingleDataNodeParameter,,,,,,,,,
 DataNode,PremiumAllocation,CashFlowPeriodicity,InterpolationMethod,EconomicBasisDriver,ReleasePattern0,ReleasePattern1,ReleasePattern2,ReleasePattern3,ReleasePattern4
-GicComplex,0.8,Monthly,
-DT1.1,0.8,Monthly,
-DT1.2,0.8,Monthly,
-DT1.3,1,Monthly,
-DT1.4,0.8,Monthly,
-DT1.5,0.8,Monthly,
-DT2.1,0.8,Monthly,
-DT2.2,0.8,Monthly,
-DT3.1,0.8,Monthly,
-DT4.1,0.8,Monthly,
-DT10.1,0,Yearly,Uniform,
-DT10.2,0,Yearly,Uniform,N,1.41,1.14,0.87,0.58
-,,
-@@InterDataNodeParameter,,
-DataNode,LinkedDataNode,ReinsuranceCoverage
-DT1.1,DTR1.1,1
-DT1.2,DTR1.2,1
-DT1.4,DTR1.3,1
-DT1.5,DTR1.4,1
-DT2.1,DTR2.1,1
-DT2.2,DTR2.2,1
-GricComplex,GicComplex,1
+GicComplex,0.8,Monthly,,,,,,,
+DT1.1,0.8,Monthly,,,,,,,
+DT1.2,0.8,Monthly,,,,,,,
+DT1.3,1,Monthly,,,,,,,
+DT1.4,0.8,Monthly,,,,,,,
+DT1.5,0.8,Monthly,,,,,,,
+DT2.1,0.8,Monthly,,,,,,,
+DT2.2,0.8,Monthly,,,,,,,
+DT3.1,0.8,Monthly,,,,,,,
+DT4.1,0.8,Monthly,,,,,,,
+DT10.1,0,Yearly,Uniform,,,,,,
+DT10.2,0,Yearly,Uniform,N,1.41,1.14,0.87,0.58,
+,,,,,,,,,
+@@InterDataNodeParameter,,,,,,,,,
+DataNode,LinkedDataNode,ReinsuranceCoverage,,,,,,,
+DT1.1,DTR1.1,0.5,,,,,,,
+DT1.2,DTR1.2,0.5,,,,,,,
+DT1.4,DTR1.3,0.5,,,,,,,
+DT1.5,DTR1.4,0.5,,,,,,,
+DT2.1,DTR2.1,0.5,,,,,,,
+DT2.2,DTR2.2,0.5,,,,,,,
+GricComplex,GicComplex,0.5,,,,,,,

ifrs17-template/Report/ReportEyCases.ipynb

@@ -589,15 +589,6 @@
             "execution_count": 0,
             "outputs": []
         },
-        {
-            "cell_type": "markdown",
-            "source": [
-                "**TODO** Example is wrong, as the Loreco is not properly calculated --> Fix Loreco"
-            ],
-            "metadata": {},
-            "execution_count": 0,
-            "outputs": []
-        },
         {
             "cell_type": "code",
             "source": [
@@ -680,15 +671,6 @@
             "execution_count": 0,
             "outputs": []
         },
-        {
-            "cell_type": "markdown",
-            "source": [
-                "**TODO** Example is wrong, as the Loreco is not properly calculated --> Fix Loreco"
-            ],
-            "metadata": {},
-            "execution_count": 0,
-            "outputs": []
-        },
         {
             "cell_type": "code",
             "source": [

ifrs17-template/Report/Reports.ipynb

@@ -74,6 +74,16 @@
             "execution_count": 0,
             "outputs": []
         },
+        {
+            "cell_type": "code",
+            "source": [
+                "var reportingNode = \"CH\";",
+                "\nvar reportingPeriod = (2021, 3);"
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        },
         {
             "cell_type": "markdown",
             "source": [
@@ -96,8 +106,8 @@
             "cell_type": "code",
             "source": [
                 "var pv = ifrs17.PresentValues;",
-                "\npv.ReportingNode = \"CH\";",
-                "\npv.ReportingPeriod = (2021, 3);",
+                "\npv.ReportingNode = reportingNode;",
+                "\npv.ReportingPeriod = reportingPeriod;",
                 "\npv.CurrencyType = CurrencyType.Contractual;",
                 "\npv.ColumnSlices = new string[]{};//\"GroupOfContract\", \"AmountType\", \"Scenario\", \"ServicePeriod\"",
                 "\npv.Scenario = null; //\"All\";",
@@ -125,8 +135,8 @@
             "cell_type": "code",
             "source": [
                 "var ra = ifrs17.RiskAdjustments;",
-                "\nra.ReportingNode = \"CH\";",
-                "\nra.ReportingPeriod = (2021, 3);",
+                "\nra.ReportingNode = reportingNode;",
+                "\nra.ReportingPeriod = reportingPeriod;",
                 "\nra.ColumnSlices = new string[]{};//\"GroupOfContract\", \"EconomicBasis\"",
                 "\nra.DataFilter = null;//new [] {(\"GroupOfContract\", \"DT1.2\")};",
                 "\n(await ra.ToReportAsync)"
@@ -153,8 +163,8 @@
             "cell_type": "code",
             "source": [
                 "var writtenActual = ifrs17.WrittenActuals;",
-                "\nwrittenActual.ReportingNode = \"CH\";",
-                "\nwrittenActual.ReportingPeriod = (2021, 3);",
+                "\nwrittenActual.ReportingNode = reportingNode;",
+                "\nwrittenActual.ReportingPeriod = reportingPeriod;",
                 "\nwrittenActual.ColumnSlices = new string[]{};//\"GroupOfContract\"",
                 "\nwrittenActual.DataFilter =  null; //new [] {(\"GroupOfContract\", \"DT1.1\")};",
                 "\n(await writtenActual.ToReportAsync)"
@@ -181,8 +191,8 @@
             "cell_type": "code",
             "source": [
                 "var accrualActual = ifrs17.AccrualActuals;",
-                "\naccrualActual.ReportingNode = \"CH\";",
-                "\naccrualActual.ReportingPeriod = (2021, 3);",
+                "\naccrualActual.ReportingNode = reportingNode;",
+                "\naccrualActual.ReportingPeriod = reportingPeriod;",
                 "\naccrualActual.ColumnSlices = new string[]{};//\"GroupOfContract\", \"AmountType\"",
                 "\naccrualActual.DataFilter = null; //new [] {(\"EstimateType\", \"AA\")};",
                 "\n(await accrualActual.ToReportAsync)"
@@ -206,8 +216,8 @@
             "cell_type": "code",
             "source": [
                 "var deferrableActual = ifrs17.DeferralActuals;",
-                "\ndeferrableActual.ReportingNode = \"CH\";",
-                "\ndeferrableActual.ReportingPeriod = (2021, 3);",
+                "\ndeferrableActual.ReportingNode = reportingNode;",
+                "\ndeferrableActual.ReportingPeriod = reportingPeriod;",
                 "\ndeferrableActual.ColumnSlices = new string[]{};//\"GroupOfContract\", \"AmountType\"",
                 "\ndeferrableActual.DataFilter = null;//new [] {(\"GroupOfContract\", \"DT1.1\")};",
                 "\n(await deferrableActual.ToReportAsync)"
@@ -235,8 +245,8 @@
             "cell_type": "code",
             "source": [
                 "var fulfillmentCashflows = ifrs17.FulfillmentCashflows;",
-                "\nfulfillmentCashflows.ReportingNode = \"CH\";",
-                "\nfulfillmentCashflows.ReportingPeriod = (2021, 3);",
+                "\nfulfillmentCashflows.ReportingNode = reportingNode;",
+                "\nfulfillmentCashflows.ReportingPeriod = reportingPeriod;",
                 "\nfulfillmentCashflows.ColumnSlices = new string[]{};//\"EstimateType\"",
                 "\nfulfillmentCashflows.DataFilter = null;// new [] {(\"GroupOfContract\", \"DT1.1\")};",
                 "\n(await fulfillmentCashflows.ToReportAsync)"
@@ -260,8 +270,8 @@
             "cell_type": "code",
             "source": [
                 "var experienceAdjustments = ifrs17.ExperienceAdjustments;",
-                "\nexperienceAdjustments.ReportingNode = \"CH\";",
-                "\nexperienceAdjustments.ReportingPeriod = (2021, 3);",
+                "\nexperienceAdjustments.ReportingNode = reportingNode;",
+                "\nexperienceAdjustments.ReportingPeriod = reportingPeriod;",
                 "\nexperienceAdjustments.ColumnSlices = new string[]{};//\"GroupOfContract\", \"AmountType\"",
                 "\nexperienceAdjustments.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};",
                 "\n(await experienceAdjustments.ToReportAsync)"
@@ -286,8 +296,8 @@
             "cell_type": "code",
             "source": [
                 "var technicalMargins = ifrs17.TechnicalMargins;",
-                "\ntechnicalMargins.ReportingNode = \"CH\";",
-                "\ntechnicalMargins.ReportingPeriod = (2021, 3);",
+                "\ntechnicalMargins.ReportingNode = reportingNode;",
+                "\ntechnicalMargins.ReportingPeriod = reportingPeriod;",
                 "\ntechnicalMargins.ColumnSlices = new string[]{};//\"GroupOfContract\", \"AmountType\"",
                 "\ntechnicalMargins.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};",
                 "\n(await technicalMargins.ToReportAsync)"
@@ -313,8 +323,8 @@
             "cell_type": "code",
             "source": [
                 "var allocatedTechnicalMargins = ifrs17.AllocatedTechnicalMargins;",
-                "\nallocatedTechnicalMargins.ReportingNode = \"CH\";",
-                "\nallocatedTechnicalMargins.ReportingPeriod = (2021, 3);",
+                "\nallocatedTechnicalMargins.ReportingNode = reportingNode;",
+                "\nallocatedTechnicalMargins.ReportingPeriod = reportingPeriod;",
                 "\nallocatedTechnicalMargins.ColumnSlices = new string[]{};//\"GroupOfContract\", \"EstimateType\"",
                 "\nallocatedTechnicalMargins.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};",
                 "\n(await allocatedTechnicalMargins.ToReportAsync)"
@@ -338,8 +348,8 @@
             "cell_type": "code",
             "source": [
                 "var actuarialLrc = ifrs17.ActuarialLrc;",
-                "\nactuarialLrc.ReportingNode = \"CH\";",
-                "\nactuarialLrc.ReportingPeriod = (2021, 3);",
+                "\nactuarialLrc.ReportingNode = reportingNode;",
+                "\nactuarialLrc.ReportingPeriod = reportingPeriod;",
                 "\nactuarialLrc.ColumnSlices = new string[]{};//\"GroupOfContract\"",
                 "\nactuarialLrc.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};",
                 "\n(await actuarialLrc.ToReportAsync)"
@@ -363,8 +373,8 @@
             "cell_type": "code",
             "source": [
                 "var lrc = ifrs17.Lrc;",
-                "\nlrc.ReportingNode = \"CH\";",
-                "\nlrc.ReportingPeriod = (2021, 3);",
+                "\nlrc.ReportingNode = reportingNode;",
+                "\nlrc.ReportingPeriod = reportingPeriod;",
                 "\nlrc.ColumnSlices = new string[]{};//\"GroupOfContract\",",
                 "\nlrc.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};",
                 "\n(await lrc.ToReportAsync)"
@@ -388,8 +398,8 @@
             "cell_type": "code",
             "source": [
                 "var actuarialLic = ifrs17.ActuarialLic;",
-                "\nactuarialLic.ReportingNode = \"CH\";",
-                "\nactuarialLic.ReportingPeriod = (2021, 3);",
+                "\nactuarialLic.ReportingNode = reportingNode;",
+                "\nactuarialLic.ReportingPeriod = reportingPeriod;",
                 "\nactuarialLic.ColumnSlices = new string[]{};//\"GroupOfContract\", \"AmountType\"",
                 "\nactuarialLic.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};",
                 "\n(await actuarialLic.ToReportAsync)"
@@ -413,8 +423,8 @@
             "cell_type": "code",
             "source": [
                 "var lic = ifrs17.Lic;",
-                "\nlic.ReportingNode = \"CH\";",
-                "\nlic.ReportingPeriod = (2021, 3);",
+                "\nlic.ReportingNode = reportingNode;",
+                "\nlic.ReportingPeriod = reportingPeriod;",
                 "\nlic.ColumnSlices = new string[]{};//\"GroupOfContract\", \"AmountType\"",
                 "\nlic.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};",
                 "\n(await lic.ToReportAsync)"
@@ -440,8 +450,8 @@
             "cell_type": "code",
             "source": [
                 "var financialPerformance = ifrs17.FinancialPerformance;",
-                "\nfinancialPerformance.ReportingNode = \"CH\";",
-                "\nfinancialPerformance.ReportingPeriod = (2021, 3);",
+                "\nfinancialPerformance.ReportingNode = reportingNode;",
+                "\nfinancialPerformance.ReportingPeriod = reportingPeriod;",
                 "\nfinancialPerformance.ColumnSlices = new string[]{};//\"GroupOfContract\"",
                 "\nfinancialPerformance.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};",
                 "\n(await financialPerformance.ToReportAsync) with {GroupDefaultExpanded = 3}"
@@ -465,8 +475,8 @@
             "cell_type": "code",
             "source": [
                 "var financialPerformanceAlternative = ifrs17.FinancialPerformanceAlternative;",
-                "\nfinancialPerformanceAlternative.ReportingNode = \"CH\";",
-                "\nfinancialPerformanceAlternative.ReportingPeriod = (2021,3);",
+                "\nfinancialPerformanceAlternative.ReportingNode = reportingNode;",
+                "\nfinancialPerformanceAlternative.ReportingPeriod = reportingPeriod;",
                 "\nfinancialPerformanceAlternative.ColumnSlices = new string[]{};//\"GroupOfContract\"",
                 "\nfinancialPerformanceAlternative.DataFilter = null;//new [] {(\"GroupOfContract\", \"DTR1.1\")}; //new [] {(\"GroupOfContract\", \"DT1.1\")};",
                 "\n(await financialPerformanceAlternative.ToReportAsync) with {GroupDefaultExpanded = 3}"

ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12_MTUP10pct_C.csv

@@ -3,11 +3,11 @@ Month,ReportingNode,Scenario,Year
 12,CH,MTUP10pct,2020
 @@C
 AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0
-,,AM,DT1.1,,C,C,-42.67021
-,,EOP,DT1.1,,C,C,22.35306
-,,BOP,DT1.1,,C,N,80.0332
-,,IA,DT1.1,,C,N,-0.00993
-,,AM,DTR1.1,,C,C,26.28586
-,,EOP,DTR1.1,,C,C,-13.77001
-,,BOP,DTR1.1,,C,N,-40.06074
-,,IA,DTR1.1,,C,N,0.00487
+,,AM,DT1.1,L,C,C,-42.67021
+,,EOP,DT1.1,L,C,C,22.35306
+,,BOP,DT1.1,L,C,N,80.0332
+,,IA,DT1.1,L,C,N,-0.00993
+,,AM,DTR1.1,L,C,C,26.28586
+,,EOP,DTR1.1,L,C,C,-13.77001
+,,BOP,DTR1.1,L,C,N,-40.06074
+,,IA,DTR1.1,L,C,N,0.00487