The risk office of a large Swiss bank had commissioned a program to comply with the risk data aggregation and reporting guidelines of BCBS 239.
Requirement was to analyze & document all data processing pipelines that had embedded complex business rules.
Challenging timelines for compliance.
Solution
Analysed the volumes of technical components.
Based on this we developed a creative parser solution to accelerate the analysis of business rules embedded within the ETL (Informatica) & legacy C++/Java code base.
Configured the documented business rules with the central strategic DQM platform.
Migrated the legacy ETL processing into a custom Java Framework.
Outcome
Rationalized the Front office feeds processing.
Centralized data quality management.
Delivered improved BAU maintenance that resulted in reduced time to deploy change.
Helped the CRO function become BCBS 239 compliant with the defined timeline.
