Context Sensitive Report On Multiple Entities

In CRM 2011(On-premise) we have these entities(Accounts,Contacts,BankAccounts,loans,mortgages,deals,letter of guarantee,overdrafts).

Accounts - Corporate Clients

Contacts - Individual Clients

Accounts and Contacts have a 1:n relationship with a bank account i.e A client(corporate/individual) can have multiple accounts.

A bank account can belong either to Accounts or Contacts.

And all other entities(loans,mortgages,deals,letter of guarantee,overdrafts) have 1:n relationship with a bank account i.e

A bank account can have many deals,loans,mortgages, letter of guarantee etc.

I want to create a report such that when I pick a certain client I can retrieve all the bank accounts, deals, loans etc that client have.

I tried creating data set for each entity but its pulling all the records in the system.

Any help will be appreciated.

Good is not good enough when best is expected !!!