Basic Indicator Approach (BIA)
This report gives an estimate of capital amount to be allocated for a business line. For each year of the period defined by parameters, the report presents:
• The total of gross revenues, by year
• The average gross revenue over the number of years specified as parameter
• The BIA defined as parameter
• The capital amount to be allocated for the business line (percentage of BIA applied to average gross revenue).
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Report parameters
This consists of selecting incidents and losses that will be presented in specifying elements that define their scope. In this report, the scope is defined by a single business line.
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Parameters
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Parameter type
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Constraints
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Currency
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Currency
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Currency of reports. Local currency is used by default.
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Gross revenue threshold
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Real
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Minimum amount of displayed losses.
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Begin Date
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Date
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One year before current date by default.
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End date
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Date
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Current date by default.
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Average period
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Integer
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Number of years to which average calculation relates.
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Percentage of BIA
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Real
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Percentage value to be applied.
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Business line
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Business line
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Mandatory.
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Result
