Note
Click here to download the full example code
ifrs17sim
IFRS waterfall chartΒΆ
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 Simulation (Baseline).
The live version of the notebook is available online.
from draw_charts import draw_waterfall, get_waterfalldata
import modelx as mx
model = mx.read_model("model")
proj = model.OuterProj[1]
# CSM Amortization
csmrf = get_waterfalldata(
proj,
items=['CSM',
'IntAccrCSM',
'AdjCSM_FlufCF',
'TransServices'],
length=3,
reverseitems=['TransServices'])
draw_waterfall(csmrf, title='CSM Amortization')
# Expected Cashflow Rollforwad
estcf = get_waterfalldata(
proj,
items=['PV_FutureCF',
'EstPremIncome',
'EstIntOnCF',
'EstAcqCashflow',
'EstClaim',
'EstExps'],
length=3,
reverseitems=['EstPremIncome'])
draw_waterfall(estcf, title='Expected Cashflows')
# Actual Cashflow Rollforward
actcf = get_waterfalldata(
proj,
items=['PremIncome',
'IntAccumCF',
'ExpsAcqTotal',
'BenefitTotal',
'ExpsMaintTotal',
'ActualNetCF'],
length=3,
reverseitems=['ExpsAcqTotal',
'BenefitTotal',
'ExpsMaintTotal'])
draw_waterfall(actcf, stocks=[0, 5], title='Actual Cashflows')
# IFRS17 Financial Performance
ifrspl = get_waterfalldata(
proj,
items=['InsurRevenue',
'InsurServiceExps',
'InsurFinIncomeExps',
'ProfitBefTax'],
length=5,
reverseitems=['InsurServiceExps'])
draw_waterfall(ifrspl, stocks=[0, 3], title='IFRS17 Profit/Loss')
Total running time of the script: ( 0 minutes 1.016 seconds)