Standardised Approach (TSA)
This report, derived from Basel II, gives an estimate of capital amount to be allocated by business line.
For each business line, the report presents:
• The total of gross revenues, by year
• The average gross revenue over the number of years specified as parameter
• The TSA rate adopted for the business line
• The capital amount to be allocated for the business line (percentage of TSA applied to average gross revenue).
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Report parameters
This consists of selecting incidents and losses that will be presented by specifying elements that define their scope: risk types, entities, processes or business lines.
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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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Business lines
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Business lines
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Selection of incidents connected to business lines of list or to their sub-business lines. Not mandatory.
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Result
