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Merged
dtrzesniak merged 5 commits into from
Jul 28, 2023
Merged

Little things on projections #356

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9a95061
Fix bundled projections
Jul 27, 2023
b8b1fd3
Added report
Jul 27, 2023
8e1d809
update BM
Jul 28, 2023
690875b
Update
Jul 28, 2023
8a278cd
Uncomment test
Jul 28, 2023
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60 changes: 30 additions & 30 deletions ifrs17-template/Files/TransactionalData/NominalCashflows_CH_2021_3_Projection.csv
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315 changes: 315 additions & 0 deletions ifrs17-template/Report/ReportProjections.ipynb
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{
"metadata": {
"authors": [],
"id": "Y2xneag7L0C-2tMktaAHBg",
"kernelspec": {
"display_name": "Formula Framework",
"language": "C#",
"name": "C#"
},
"language_info": {
"file_extension": ".cs",
"mimetype": "text/plain",
"name": "C#"
}
},
"nbformat": 4,
"nbformat_minor": 5,
"cells": [
{
"cell_type": "markdown",
"source": [
"<a id='report-production'></a>",
"\n<p style=\"font-weight:bold;\"> <span style=\"font-size: 36px\"> Report for Projections</span> </p>"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"The Reports shown in this notebook illustrate how projections can be displayed in the reports."
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"# Set up data and configuration"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"#!import \"../Initialization/InitSystemorphToMemory\""
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"ProjectionCount = 5;",
"\nvar activity1 = await Import.FromFile(\"../Files/TransactionalData/NominalCashflows_CH_2020_12_Projection.csv\")",
"\n .WithFormat(ImportFormats.Cashflow)",
"\n .WithTarget(DataSource)",
"\n .WithActivityLog()",
"\n .ExecuteAsync();",
"\nProjectionCount = 11;",
"\nvar activity2 = await Import.FromFile(\"../Files/TransactionalData/NominalCashflows_CH_2021_3_Projection.csv\")",
"\n .WithFormat(ImportFormats.Cashflow)",
"\n .WithTarget(DataSource)",
"\n .WithActivityLog()",
"\n .ExecuteAsync();",
"\nProjectionCount = 1;"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"Workspace.InitializeFrom(DataSource);",
"\nifrs17.Reset(Workspace)"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"# Report configuration"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"var reportingNode = \"CH\";",
"\nvar reportingPeriod = (2021, 3);",
"\nvar projection = \"P17\";"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"var pv = ifrs17.PresentValues;",
"\npv.ReportingNode = reportingNode;",
"\npv.ReportingPeriod = reportingPeriod;",
"\npv.Projection = projection;",
"\npv.ColumnSlices = new string[]{\"Projection\"};"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"var ra = ifrs17.RiskAdjustments;",
"\nra.ReportingNode = reportingNode;",
"\nra.ReportingPeriod = reportingPeriod;",
"\nra.Projection = projection;",
"\nra.ColumnSlices = new string[]{\"Projection\"};"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"var experienceAdjustments = ifrs17.ExperienceAdjustments;",
"\nexperienceAdjustments.ReportingNode = reportingNode;",
"\nexperienceAdjustments.ReportingPeriod = reportingPeriod;",
"\nexperienceAdjustments.Projection = projection;",
"\nexperienceAdjustments.RowSlices = new string[]{\"AmountType\", \"EstimateType\"};",
"\nexperienceAdjustments.ColumnSlices = new string[]{\"Projection\"};"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"var allocatedTechnicalMargins = ifrs17.AllocatedTechnicalMargins;",
"\nallocatedTechnicalMargins.ReportingNode = reportingNode;",
"\nallocatedTechnicalMargins.ReportingPeriod = reportingPeriod;",
"\nallocatedTechnicalMargins.Projection = projection;",
"\nallocatedTechnicalMargins.ColumnSlices = new string[]{\"Projection\", \"EstimateType\"};"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"var actuarialLrc = ifrs17.ActuarialLrc;",
"\nactuarialLrc.ReportingNode = reportingNode;",
"\nactuarialLrc.ReportingPeriod = reportingPeriod;",
"\nactuarialLrc.Projection = projection;",
"\nactuarialLrc.ColumnSlices = new string[]{\"Projection\", \"EstimateType\"};"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"var actuarialLic = ifrs17.ActuarialLic;",
"\nactuarialLic.ReportingNode = reportingNode;",
"\nactuarialLic.ReportingPeriod = reportingPeriod;",
"\nactuarialLic.Projection = projection;",
"\nactuarialLic.ColumnSlices = new string[]{\"Projection\", \"EstimateType\"};"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"var financialPerformanceAlternative = ifrs17.FinancialPerformanceAlternative;",
"\nfinancialPerformanceAlternative.ReportingNode = reportingNode;",
"\nfinancialPerformanceAlternative.ReportingPeriod = reportingPeriod;",
"\nfinancialPerformanceAlternative.Projection = projection;",
"\nfinancialPerformanceAlternative.ColumnSlices = new string[]{\"Projection\"};"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"# Reports",
"\n"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"var dataFilter = new [] {(\"GroupOfContract\", \"DTP1.1\")};"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"## Best Estimate",
"\n",
"\nProjections for Best Estimate until run-off."
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"pv.DataFilter = dataFilter; (await pv.ToReportAsync)"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"## Actuarial Experience Adjustment",
"\n",
"\nSince we do not physically store any Actuals, we will see Experience Adjustments"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"experienceAdjustments.DataFilter = dataFilter; (await experienceAdjustments.ToReportAsync)"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"## Contractual Service Margin / Loss Component / Loss Recovery Component",
"\n",
"\nFor CSM/LC/Loreco, we assume Actuals equal to Expected for projections. Since Actuals are not imported in this example, we see Experience Adjustment for the current period."
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"allocatedTechnicalMargins.DataFilter = dataFilter; (await allocatedTechnicalMargins.ToReportAsync)"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"## LRC Actuarial"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"actuarialLrc.DataFilter = dataFilter; (await actuarialLrc.ToReportAsync)"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"## Financial Performance"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"financialPerformanceAlternative.DataFilter = dataFilter; (await financialPerformanceAlternative.ToReportAsync) with {GroupDefaultExpanded = 3}"
],
"metadata": {},
"execution_count": 0,
"outputs": []
}
]
}
6 changes: 4 additions & 2 deletions ifrs17-template/Test/Data/ExportIfrsVariable.ipynb
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Expand Up @@ -71,12 +71,14 @@
"\n .WithTarget(DataSource)",
"\n .WithActivityLog()",
"\n .ExecuteAsync();",
"\nProjectionCount = 11;",
"\nvar activity2 = await Import.FromFile(\"../../Files/TransactionalData/NominalCashflows_CH_2021_3_Projection.csv\")",
"\n .WithFormat(ImportFormats.Cashflow)",
"\n .WithTarget(DataSource)",
"\n .WithActivityLog()",
"\n .ExecuteAsync();",
"\nProjectionCount = 1;"
"\nProjectionCount = 1;",
"\n(Activity1: activity1.Status, Errors1:activity1.Errors, Activity2:activity2.Status, Errors2:activity2.Errors)"
],
"metadata": {},
"execution_count": 0,
Expand Down Expand Up @@ -289,7 +291,7 @@
{
"cell_type": "code",
"source": [
"ifrsVariables"
""
],
"metadata": {},
"execution_count": 0,
Expand Down
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