Advanced Analytics & Data Visualization Solutions for Banks

  • 500+

    Market indicators & time series data pulled from source providers through third party API integration

  • 1+

    Centralized repository exposed through APIs storing firm wide scenario definitions

  • 40%

    Reduced cost by deploying highly skilled technology and quant professionals offshore

CLIENT CHALLENGES

  • Limited market data visibility for informed decision making
  • Inaccessible scenario definitions leading to inconsistencies
  • Higher operational costs for technology and resources

OUR APPROACH

  • Data Consolidation
    • Combined data from multiple sources (Internal & External data providers) into a single, unified dataset
    • Data cleansing and verifying the data to remove errors and inconsistencies, and then storing it in a central database
  • Scenario definition with Shocks, Narratives, Metadata and Risk Factor classes
    • Supports multiple states of scenarios based on analysis
    • Managing multiple version/release of scenarios
    • Calibration of shocks for any scenario release
      • Shock definition visualization
      • Forecasting by transformation of shocks based on historical data
    • Supports access rights for different set of users for scenarios
  • Process definition with integration of scenario and routine with models
    • Expansion of scenario definition by using R-based model execution framework on a distributed R platform engine through API’s
    • Advanced analytics by performing scenario comparison between base and expanded shocks
    • Scenario release mechanism based on processed shocks
  • Model Management
    • Management of different set of models with their defined parameters and values
  • Scenario Visualization
    • Visualization of the scenario definition expended job output
    • Shock Translation Interface & Shock Generator Run Screen
    • Scenario Analysis Visualization (Impact Analysis & What-If Analysis)

IMPACT DELIVERED

  • Developed a scalable solution considering existing infrastructure and models.
  • Robust solution with high quality output, driven by subject matter experts and rigorous quality check process.
  • Deployed highly qualified and experienced resources at several client locations in fraction of the cost
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