Introduce Locked In CDR and Partner Rating for Technical Margin#323

Merged

nnikolopoulos merged 43 commits into

ExternalStakeholderPostProd4from

Jun 22, 2023

Commits on Jun 2, 2023

First commit
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Implement GetLockedNonPerformanceRiskRate
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Commits on Jun 5, 2023

Improve and fix tests
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Commits on Jun 6, 2023

Sketch ImportStorage Getter and add new CDR amount type
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Commits on Jun 7, 2023

Implement GetAmountTypeDescendants in ImportStorage
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Add EstimateType to the Identity of ValidAmountType scope
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Add TM EstimateType and adjust TechnicalMargin scope
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CDR Applicabilities should also apply for new CDR AmountType
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Commits on Jun 8, 2023

Add TM EstimateType in Dimensions.csv
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Feedback
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Commits on Jun 9, 2023

Properly populate the locked-in dictionaries
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Adjust the ParameterReportsQueries for locked-in Partner Rating and CreditDefaultRates
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Commits on Jun 12, 2023

Feedback
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Slicing in ParameterReports
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Fix tests
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Commits on Jun 13, 2023

All tests green
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ParameterReports adjustments
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Commits on Jun 15, 2023

Undo ParameterReports changes
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Cleanup
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Commits on Jun 16, 2023

Feedback: Refactor GetNonPerformanceRiskRate
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Feedback
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Revert EstimateType TM related changes
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Adjust Dimensions.csv
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Feedback
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Filter out CDRI from Locked and Current BestEstimate in ReportScopes
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Commits on Jun 19, 2023

Exclude CDR from BeAmountTypes in TechnicalMargin scope
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Adapt BM for IfrsVariableTest
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Adapt BM for ReportVariableTest
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Fix PracticalCase-CompareReinsuranceTest
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Commits on Jun 20, 2023

Fix diffs in ReportVariable BMs
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Revert changes in ReportVariableBenchmarks_2020_12_CH__Contractual
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Feedback in BM_CH_2020_12_MTUP10pct_BE
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Feedback in README
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Undo change in BM_CH_2020_12_MTUP10pct_BE
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No need to compute and store CDRI for LIC
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Adjust ParameterReports
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Redo BMs for IfrsVariablesTest
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Cleanup
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Remove EstimateType TM from Consts
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Commits on Jun 21, 2023

Feedback
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Navigation MD in ImportScopeCalculation notebooks
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Optimize GetNonPerformanceRiskRate
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Feedback
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