Credit Line Reconciliation Report

In addition to the preceding report, the reconciliation feature also caters to the quantitative disclosure requirements of the undrawn amount but with more details or granularity.

The report shows the roll forward of Expected Credit Loss and Undrawn amount values, from the beginning period balance, through the various parameters or values affecting the ECL and Undrawn amounts to the ending balances of the current period. The report is designed in a manner that allows you to view it in a detailed format.

The following table explains the list of reporting lines that are part of this report and the corresponding factors associated with it.

Table 13-7 The list of reporting lines

List of Major Factors	Description
Beginning Balance	Displays the balance of ECL and Undrawn amount, based on Date 1 Run (Run 1).
Credit Line Facility that has been Newly Added	Displays the ECL and Undrawn amount of accounts that have been newly recognized.
Accounts that have been Derecognized	Displays the ECL and Undrawn amount of accounts that have been closed or derecognized.
Change in Undrawn Amount	Displays the change in ECL due to changes in the Undrawn amount and change in the Undrawn amount
Changes in Credit Conversion factors	Displays the change in ECL due to CCF, This will not result in a change in the Undrawn amount.
Changes in Probability of default	Displays the change in ECL due to PD, This will not result in a change in the Undrawn amount.
Changes in Loss given default	Displays the change in ECL due to LGD, This will not result in a change in the Undrawn amount.
Mitigant Effect	Displays the change in ECL due to the Mitigant effect, This will not result in a change in the Undrawn amount.
Changes in Exchange Rate	Displays the change in ECL and Undrawn amount due to changes in the Exchange rate.
Other Changes or Multiplier Effect	Displays the changes in ECL due to the multiplier effect. No changes in the Undrawn amount.
Ending Balance post Cumulative changes (as above)	Displays the balance of ECL and Undrawn amount, based on Date 2 Run (Run 2).

Use the ReconciliationID drop-down list filter and select a value.

For every Credit Line Reconciliation report, a unique Reconciliation ID is generated for the selected Base Run or Run1 Date and run_skey and Inspect Run or Run2 Date and run_skey.

To know the Run 1 and Run 2 details for a Reconciliation ID, execute the following script in the atomic schema:

Select distinct N_RECONCILIATION_ID,BR.FIC_MIS_DATE BASE_RUN_MIS_DATE, N_BASE_RUN_SKEY, IR.FIC_MIS_DATE INSPECT_RUN_MIS_DATE, N_INSPECT_RUN_SKEY from FCT_LLFP_CREDIT_LINE_RECON CLR INNER JOIN DIM_RUN BR ON BR.N_RUN_SKEY = CLR.N_BASE_RUN_SKEY INNER JOIN DIM_RUN IR ON IR.N_RUN_SKEY = CLR.N_INSPECT_RUN_SKEY;

Figure 13-7 The Reconciliation ID Filter

The following is a screenshot of the Credit Line Reconciliation Report:

Figure 13-8 The Credit Line Reconciliation Report