Note
Click here to download the full example code
ifrs17sim IFRS waterfall chart¶
The script draws multiple waterfall charts, each of which depict sources of changes in balances related to IFRS17. The script is broken down into pieces of code, and explained in a Jupyter notebook, IFRS17 waterfall chart notebook.
The live version of the notebook is available online.
Launch this notebook online!
import matplotlib.pyplot as plt
from draw_charts import draw_waterfall
try:
import ifrs17sim.ifrs17sim as ifrs17sim
except ImportError:
import ifrs17sim
model = ifrs17sim.build()
proj = model.OuterProj[1]
# %% CSM Amortization
csmrf = proj.cells['CSM_Unfloored',
'IntAccrCSM',
'AdjCSM_FlufCF',
'TransServices'].to_frame(range(3))
csmrf['TransServices'] = -1 * csmrf['TransServices']
draw_waterfall(csmrf, title='CSM Amortization')
# %% Expected Cashflow Rollforwad
estcf = proj.cells['PV_FutureCF',
'EstPremIncome',
'EstIntOnCF',
'EstAcqCashflow',
'EstClaim',
'EstExps'].to_frame(range(3))
estcf['EstPremIncome'] = -1 * estcf['EstPremIncome']
plt.figure()
draw_waterfall(estcf, title='Expected Cashflows')
# %% Actual Cashflow Rollforward
actcf = proj.cells['AccumCF',
'PremIncome',
'IntAccumCF',
'ExpsAcqTotal',
'BenefitTotal',
'ExpsMaintTotal'].to_frame(range(3))
for outflow in ['ExpsAcqTotal',
'BenefitTotal',
'ExpsMaintTotal']:
actcf[outflow] = -1 * actcf[outflow]
plt.figure()
draw_waterfall(actcf, title='Actual Cashflows')
# %% IFRS17 Financial Performance
ifrspl = proj.cells['NetBalance',
'InsurRevenue',
'InsurServiceExps',
'InsurFinIncomeExps'].to_frame(range(5))
ifrspl['InsurServiceExps'] = -1 * ifrspl['InsurServiceExps']
plt.figure()
draw_waterfall(ifrspl, title='IFRS17 Profit/Loss')
Total running time of the script: ( 0 minutes 12.548 seconds)