A Credit Risk Data Warehouse for Basel II Compliance

One of the 10 largest and most complex banks in the United States needed to implement the requirements of the New Basel Capital Accord (Basel II). The bank asked BearingPoint to help build a Credit Risk Data Warehouse (CRDW) that incorporated data from 35 source systems. The goal was to facilitate credit risk and economic capital reporting within the bank’s portfolio management division to provide data and Basel II credit and risk capital calculations. Based on the experience and understanding of Basel II and EPM, they identified potential data sources and data gaps, developed a data model and Basel II data mart design, and designed a detailed strategy for implementing the CRDW.

Subscribe to the Daily Tech Insider Newsletter

Stay up to date on the latest in technology with Daily Tech Insider. We bring you news on industry-leading companies, products, and people, as well as highlighted articles, downloads, and top resources. You’ll receive primers on hot tech topics that will help you stay ahead of the game. Delivered Weekdays

Subscribe to the Daily Tech Insider Newsletter

Stay up to date on the latest in technology with Daily Tech Insider. We bring you news on industry-leading companies, products, and people, as well as highlighted articles, downloads, and top resources. You’ll receive primers on hot tech topics that will help you stay ahead of the game. Delivered Weekdays

Resource Details

Provided by:
BearingPoint
Topic:
Banking
Format:
PDF