FÓRUM ABBC: INTEGRAÇÃO DA GESTÃO DE RISCOS NO NEGÓCIO

Transcrição

FÓRUM ABBC: INTEGRAÇÃO DA GESTÃO DE RISCOS
NO NEGÓCIO
ASPECTOS TECNOLÓGICOS
Fausto Novaes
[email protected]
04 fevereiro 2014
AGENDA
•
Necessidade de um processo estruturado para
acompanhamento da Gestão Integrada de Riscos
•
•
•
•
Ambiente Tecnológico Atual das Instituições
Financeiras (IF)
•
•
Dispersão dos dados – Efeito “Spaghetti”
Arquitetura de Referência para Análise Integrada
de Riscos
•
•
•
Forças internas e externas: o mercado e a regulamentação
Ambiente Tecnológico nas IF’s
Estudo sobre os desafios encontrados nas IF’s
Componentes para integração da visão única para risco e finanças
Arquitetura funcional de financas/riscos
Cases
AGENDA
•
•
•
•
•
Financeiras (IF)
•
•
de Riscos
•
•
•
Cases
Forças internas e externas : mercado, regulamentação
e tecnologia
Mercado
Regulamentação
Pressão para manter as receitas
Crescimento orgânico e otimização de
portfólio
Pressão para redução dos custos
Aumento de competição no segmento
Cenário de crescimento econômico global
desfavorável
Basiléia II – Pilar 1 / Pilar 2 -Appropriate
Management Information Systems - MIS
(Supervisory Risk Processes)
Basiléia III - Principles for effective risk
data aggregation and risk reporting +
Liquidity and Capital Requeriments
Convergência dos padrões contábeis
internacionais (IAS/IFRS/Multi-GAAP)
Principles for effective risk data aggregation and risk
reporting
2007.....lacked the ability to aggregate risk exposure and identify
concentrations quickly and accurately at the bank group level, accross BU and
legal entities.....
2013.....observed that risk aggegation practices remains a challenger for
banks, and supervisors would like to see more progress.....
.....”risk data aggregation” means defining, gathering and processing......This
includes sorting, merging or breaking down sets of data.
14 Principles for effective risk data aggregation and risk
reporting
Governance & Infrastructure
Principle 1 – Governance
Principle 2 – Data Architeture & IT Infrastructure
Risk Data Aggregation Capabilities
Principle 3 – Accuracy & Integrity
Principle 4 – Completeness
Principle 5 – Timeliness
Principle 6 – Adaptability
Risk Reporting Practices
Principle 7 – Accuracy
Principle 8 – Comprehensiveness (Risk Reporting Practices)
Principle 9 – Clarity & Usefulness (Risk Reporting Practices)
Principle 10 – Frequency (Risk Reporting Practices)
Principle 11 – Distribution (Risk Reporting Practices)
Supervisory Review, Tools and Cooperation
Principle 12 – Review the 11 principles above
Principle 13 – Remedial Actions & Supervisory Measures
Principle 14 – Home/Host Cooperation
Pontos relevantes sobre os “Principles for effective
risk data aggregation and risk reporting
Principle 1 – Governance
Principle 2 – Data Architeture & IT Infrastructure
Principle 4 – Completeness
Estudos sobre os desafios encontrados nas IFs
Implicações com Basiléia III - Perspectiva Tecnológica
Risk management progress has been small, says banking
study. A Global Deloitte Survey w/ 86 financial institutions
(july 28, 2013)
...banks also continue to struggle to improve the quality of their data, even
though getting a better handle on counterparty exposures and other data has
been a top priority since at least the September 2008 collapse of Lehman
Brothers…..40 per cent of survey respondents said they were “extremely or very
concerned” about the data management capabilities at their institution. “Data
are one of the biggest challenges for a lot of these institutions,” survey
said..The Deloitte survey also found that less than one-third of the banks
surveyed were fully prepared to meet the requirements of the new Basel III bank
capital and liquidity reforms, which started phasing in this year.
Prudential Practice Guide CPG 235 – Managing Data
Risk - September 13
(APRA) - Australian Prudential Regulation Authority
About
This PPG aims to assist regulated entities in managing data risk. It is designed to
provide guidance to senior management, risk management and technical
specialists (both management and operational)......
Introduction
The management of data and associated risks is important for a broad range of
business objectives including meeting financial and other obligations to
stakeholders, effective management and proper governance. This prudential
practice guide (PPG) provides guidance on data risk management where
weaknesses continue to be identified as part of APRA’s ongoing supervision
activities….
….Data is essential for a regulated entity to achieve its business objectives.
Furthermore, reliance on data has increased as a result of process automation
and greater reliance on analytics and business intelligence to support decisionmaking. Consequently, stakeholders including the Board of directors (Board),
senior management, shareholders, customers and regulators have heightened
expectations regarding the effective management of data. This trend has
enhanced the importance of treating data as an asset in its own right.
Ambiente Tecnológico nas IFs
Silos de informação, proporcionando vários
impactos negativos:
• incapacidade de visão única do cliente
• altos custos de manutenção da tecnologia
(HW/SW)
Situação
do Ambiente
Governança dos dados deficiente
Detalhamento e/ou enriquecimento de dados
insuficiente para os processos de rentabilidade
• Falta de flexibilidade para incorporar novas
demanda de dados
Deficiência dos modelo de referência de dados
para visão única do negócio
Herança dos sistemas legados:
• Não foram preparados para atender as
novas demandas do negócio e
regulamentares
• Dificuldade em ajustá-los na velocidade
requida pelas diferentes áreas do negócio
• Alto custo de adapatação destes sistemas
para as novas demandas
AGENDA
•
•
•
•
•
Financeiras (IF)
•
•
de Riscos
•
•
•
Cases
Situação:Proliferação de Análises Fragmentadas
Redundância de dados, altos custos e decisões inconsistentes
Centenas de Sistemas Fontes
Milhares de Users/Departamentos
Data Marts
Cadastro
Clientes
Cadastro
Produtos
Gestão de Riscos
Finanças
Contabilidade
Contratos
Canais
Orçamento
Contabilidade
Garantias
Relacionamento
com Clientes
Recursos
Humanos
Auditoria
Compliance
Modelagem
Agências
CRM
Situação encontrada nas IFs
Problemas comuns: Emaranhado de Dados, Infra-Estrutura Complexa
• Desafios Comuns:
• Relatórios financeiros e de riscos necessitando de dados mais detalhados sobre as
operações (visão cliente/produto/contrato)
• Nem todos os dados estão disponíveis de forma consistente no legado ou ERP
• Ferramentas de modelagem e análises gerenciais buscando dados / informações em
diferentes sistemas fonte (multiplas visões sobre o negócio)
• Relatórios baseados em multiplos sistemas fontes resultam em diferentes respostas
elaboradas por diferentes areas (finanças / riscos / gerencial)
• Problemas com qualidade de dados e muito tempo dispendido para validação e
reconciliação de dados
• Demora na distribuição de relatorios estratégicos para tomada de decisões
AGENDA
•
•
•
•
•
Financeiras (IF)
•
•
de Riscos
•
•
•
Cases
Características de um ambiente analítico apropriado a
integração de riscos e finanças
Capacidade de integração com os sistemas legado
Capacidade de gerenciamento dos processos de carga, acessos
multiplos, execuções ad-hoc, processamento de dados
estruturados e multi-estruturados
Visão Única do Negócio: Modelo de Dados de Referência
(Cliente / Produto / Segmento)
In-Database Processing (Modelagem)
Definição, criação e implementação dos “Eventos de Negócios”
e Governança dos Dados
Big Data
Teradata Enterprise Risk Intelligence
Three Tier Reference Architecture
Business Intelligence
Applications
Intra Core
OLTP
www
EAI
Bus
Data Mining
Downstream
Results
Set Loop
Export
Files*
Integrated Information Environment
ROLAP Reportin Ad hoc Dashboard
g
External
Appln OLTP
Integration Layer
Oracle
Sybase
SAP
SQL Server
Source
Export
Files*
DB2
CDC
EAI
Bus
PeopleSoft
www
Siebel
Big Data
Modelo Lógico de Referência dos Dados
BALANÇO
CONTRATOS
EVENTOS
GENERALLEDGER
CONTACTLIST
ADVERTISEMENT
NUMBERPORTABILITY
CAMPAIGN
EVENT
EVENTCONTACT
WEBVISIT
SURVEY
EQUITY
ASSET
LIABILITYACCOUNT
REVENUEACCOUNT
COLLECTION
EXPENSE JOURNALENTRY
SERVICEORDER
FIXEDASSET
CANAL
ACCOUNT
ADDRESS
OTHERREVENUE
SETTLEMENT
COST
BILLING
PAYMENT
PROFILE
COLATERAL
CLIENTE
SEGMENT
ANALYTICMODEL
CHANNEL
PARTY
PRIVACY
PRODUTO
AWARD
OFFERING
CONTRACT
INCENTIVE
ASSOCIATE
PROFILE
PRODUCT
SUBSCRIPTION
SHOPPINGTRANSACTIONTYPE
FRAUDPROFILE
COVERAGEAREA
CALLHISTORY
EQUIPMENT
CELLSITE
ACCESSMETHOD
ROUTE
SIMCARD
NUMBERINGPLAN
TECHNOLOGY
WEBSERVER
PREPAID
IPUSAGE
CAMPANHAS
Customer Becomes Past Due and is Assigned to a Work Group;
Customer not able to pay, bank repossesses the house and sells
on open market
Copyright ©1995- 2007 by TERADATA
Corporation.
All Rights Reserved
Teradata Confidential and Trade Secret
ACCOUNT ABUS E HISTORY
Account Num (FK)
Account Modifier Num (FK)
S ys tem Abus e Type Cd (FK)
Account Abus e Dt
Abus e Occurred Currency Cd (FK)
Account Abus e Amt
Acct Crncy Abus e Amt
Occurred Crncy Acct Abus e Amt
ACCOUNT S TATUS HIS TORY
Account Num (FK)
Acct S tatus S tart Dttm
Acct S tatus Type Cd (FK)
Acct S tatus Reas on Cd (FK)
Acct S tatus End Dttm
COLLECTION COST
Account Num (FK)
Collection Cos t Dttm
Cos t Type Cd (FK)
Collection Cos t Amt
Time P eriod Cd (FK)
has collection cos t of
has s tatus his tory of
AGREEMENT TO CHART OF ACCOUNT
Account Num (FK)
Chart Of Account Id (FK)
Agreement GL Acct S tart Dt
Agreement GL Acct End Dt
is accounted for in
has legal his tory of
ACCOUNT LEGAL HIS TORY
Account Num (FK)
Legal Action Id (FK)
J udgment Amt
J udgment Dt
Court J udgment Appl Dt
involves
ACCOUNT COLLECTION S TATUS
AGREEMENT
LEGAL ACTION
P as t Due Amount Type Cd (FK)
Account Num
Collection S tatus S tart Dttm
Legal Action Id
Account
Modifier
Num
may have s ys tem abus e of
Account Num (FK)
Legal Action Des c
Account Type Cd (FK)
Legal Action S uit Num
Account S ource Cd (FK)
Collection S tatus End Dttm
Legal Action S tart Dt
Acct
Current
S
tatus
Type
Cd
(FK)
has
collection
his
tory
of
has remediation plan
Collection S tatus Type Cd (FK)
Legal Action End Dt
Acct S tatus Reas on Cd (FK)
AGREEMENT REMEDIATION P LAN
Collection P as t Due Amt
Court Location Locator Id (FK)
Account
Open
Dt
Account Num (FK)
Acct
Crncy
Collec
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as
t
Due
Amt
Legal Action Type Cd (FK)
Account Clos e Dt
Days P as t Due Cnt
Acct
Obtained
Cd
(FK)
has s tatus of
Remediation P lan Type Cd (FK)
Agreement
Categ
Cd
(FK)
Agmt Remediation P lan S t Dttm
AGREEMENT S TATEMENT
Fund S ource Type Cd (FK)
is as s ociated with
is for
Account Num (FK)
Agmt Remediation P lan End Dttm
Account P roces s ing Dt
Account S igned Dt
AGREEMENT REMEDIATION S TATUS
S tatement Document Id (FK)
has default occurrence of
Contract Name
Account Num (FK)
Agreement Categ Cd Contract Expiration Dt
As s et Liability Cd (FK)
Remediation Plan Type Cd (FK)
Balance Sheet Cd (FK)
DEFAULT OCCURRENCE
COLLATERAL ITEM
Agmt Remediation P lan S t Dttm (FK)
S tatement Cycle Cd (FK)
Account Num (FK)
Remediation Plan S tatus Dttm
Collateral Item Id
S tatement Mail Type Cd (FK)
FINANCIAL AGREEMENT
P
ropos
al
Id
(FK)
Remediation Plan S tatus Cd (FK)
Collateral Item Type Cd (FK)
Default Dttm
Account Num (FK)
External Agreement Ind
Collateral Item Hos t Id
Default Outcome Type Cd (FK)
Agreement Objective Type Cd (FK)
has credit limit of
Default Reas on Type Cd (FK)
Financial Agreement Categ Cd (FK)
Default Expos ure Amt
Market Ris k Type Cd (FK)
was an item recovered during
has recovery of
Acct Crncy Expos ure Amt
Original Maturity Dt
ACCOUNT CREDIT LIMIT
Ris k Exps r Mitigant Type Cd (FK)
may res ult in
Bank Trade Book Cd (FK)
AR COLLECTION ACTIVITY
Account Num (FK)
Pricing Method Cd (FK)
P ayment S chedule Id (FK)
Limit Type Cd (FK)
DEFAULT RECOVERY ITEM
Financial Agreement Type Cd (FK)
AR Collect Activity Type Cd (FK)
Credit Limit S tart Dttm
DEFAULT RECOVERY
Account Num (FK)
AR Collect Activity S tart Dttm
Account
Modifier
Num
(FK)
Credit Limit End Dttm
Financial Agreement Categ Cd
Account Num (FK)
Collateral Item Id (FK)
AR Collect Activity End Dttm
Limit Change Reas on Cd (FK)
Default Dttm (FK)
AR Collect Activity Txt
Credit Limit Amt
Default Dttm (FK)
AR Collect Activity Ref Num
Acct Crncy Credit Limit Amt
Recovery
Amt
Event Id (FK)
CREDIT AGREEMENT
AR Collect Activity P arty Id (FK)
Credit Auth Origin Type Cd (FK)
Recovery Currency Cd (FK)
Account Num (FK)
AR Collect S tatus Type Cd (FK)
Recovery S top Value Amt
Deed
in
Lieu
Of
Foreclos
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Ind
LOAN REVIEW HIST
S eniority Level Cd (FK)
Account Num (FK)
may be for
has review his tory of
Reaging Cnt
Financing Agmt P as t Due Amt
has s tatus of
Loan Review Categ Cd (FK)
Acct
Crncy
P
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t
Due
Amt
Loan Review P arty Id (FK)
Financing Agmt Charge Off Amt
Account Review Dt
Acct Crncy Agmt Charge Off Amt
FUNDS TRANS FER EVENT
Loan Review Res ult Cd (FK)
Financing Agmt Las t P mt Dt
Event Id (FK)
DEFAULT RECOVERY ITEM S TATUS
Loan Review Comment Txt
Financing Agmt Las t P mt Amt
Account Num (FK)
Funds Trans fer Hos t Num
Acct Crncy Las t P mt Amt
Funds
Trans
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Dt
Credit Agreement Categ Cd (FK)
Collateral Item Id (FK)
Funds Trans fer Reference Num
Obligor Borrowing P urpos e Cd (FK)
OVERDRAFT EXCES S HIS TORY
Default Dttm (FK)
Funds Trans fer Method Type Cd (FK)
Account Num (FK)
Default Recovery S tatus Dttm
Funds Trans fer Type Cd (FK)
has overdraft his tory of
Bank Trans fer Event Type Cd (FK)
Recovery S tatus Chg Reas on Cd (FK)
Overdraft Exces s S tart Dttm
Recovery S tatus Cd (FK)
Overdraft Exces s End Dttm
S TATEMENT
Statement Document Id (FK)
Statement Mail Type Cd (FK)
Statement Type Cd (FK)
Envelope Mes s age Type Cd (FK)
Statement Data Dt
Statement Is s ue Dt
Invoice Ind
Invoice Ind
INVOICE
Invoice Id (FK)
Invoice Dttm
Invoice Des cription Txt
Hos t Invoice Num
Invoice P ayment Term Cd (FK)
Invoice Currency Cd (FK)
Invoice Freight Term Cd (FK)
Trans mittal Mode Type Cd (FK)
Invoice S ource Type Cd (FK)
Invoice Type Cd (FK)
Cons olidated Inv Id (FK)
has payment s chedule of
P AYMENT S CHEDULE
P ayment S chedule Id
P ayment S chedule Term Cd (FK)
Cons olidated Inv Id (FK)
Invoice Id (FK)
has activity of
AR Collect Activity Type Cd
DUNNING LETTER
P ayment S chedule Id (FK)
AR Collect Activity Type Cd (FK)
AR Collect Activity S tart Dttm (FK)
Dunning Level Cd (FK)
Map Internal Rating (“20”) to Probability of
Default (“.03%”)
us ed method of
RIS K RATING METHOD
Ris k Rating Method Id
Financial Services Logical Data Model Release
08.00.00
Copyright c 1995-2006 by NCR Corporation.
All Rights Reserved.
NCR CONFIDENTIAL AND TRADE SECRET
ACCOUNT RIS K GRADE RELAT
Account Num (FK)
Ris k Grade Id (FK)
Account Ris k Grade S tart Dt (FK)
Related Ris k Grade Id (FK)
Related Ris k Grade S tart Dt (FK)
Ris k As s es s ment Relat Cd (FK)
Account Ris k Override S tart Dt
Account Ris k Override P arty Id (FK)
Ris k Grade Override Rs n Cd (FK)
Account Ris k Override End Dt
is related with
relates to
ACCOUNT RIS K GRADE
Account Num (FK)
k grading for
Ris k Gradeis Idris(FK)
Account Ris k Grade S tart Dt
Reporting
arty Id (FK)
desPcribes
Analytical Model Id (FK)
RIS K RATING P URP OS E TYP E
Ris k Rating P urpos e Cd
Analytical Model End Dttm
Analytical Model Value Des c
Analytical Model Allowed Val
Analytical Model Low Range Val
Analytical Model Hi Range Val
Ris k Rating P urpos e Des c
P arent Ris k Rating P urpos e Cd (FK)
is grouped into
des cribes
ACCOUNT GROUP RIS K GRADE
Account Group Id (FK)
Ris k Grade Id (FK)
Account Group Ris k S tart Dt
RIS K GRADE S CHEME
Ris k Grade S cheme Id
Ris k Rating Method Id (FK)
Ris k Rating P urpos e Cd (FK)
has grading values of
is value for
Account Group Ris k End Dt
Account Group Next Review Dt
Account Group Ris k Rate Dt
ANALYTICAL MODEL VALUE
Model Id (FK)
Analytical Model Value Id
Analytical Model S tart Dttm
maps to
ANLY MODEL VAL TO RIS K GRD VAL
Model Id (FK)
Analytical Model Value Id (FK)
Ris k Grade Id (FK)
Analytical Model S tart Dttm (FK)
Anly Model Ris k Grd Map Str Dt
Anly Model Ris k Grd Map End Dt
maps to
P RODUCT RIS K GRADE
Product Id (FK)
Ris k Grade Id (FK)
Product Ris k Grade S tart Dt
RIS K GRADE VALUE
Ris k Grade Id
Model Status Cd (FK)
Model Name
Model Des c
Model Type Cd (FK)
Model Purpos e Cd (FK)
Model Algorithm Type Cd (FK)
Model Source P arty Id (FK)
Data S ource Cd (FK)
P ARTY S CORE DD
Party Id (FK)
Model Run Id (FK)
Party S core Val
us es criteria of
is related with
is related to
has
MODEL RUN
Model Id (FK)
generates Model Run Id
MODEL CALCULATION CRITERIA
S election Criterion Id (FK)
MODEL RELATIONSHIP
Related Model Id (FK)
S core Model Role Cd (FK)
S core Model Relations hip Dt
Overriding P arty Id (FK)
S core Model Relat End Dt
has revie w his tory of
is s core for
Model Run Dttm
ACCOUNT S CORE DD
Account Num (FK)
was us ed to calculate
was us ed to calculate
Model Id (FK)
Model Run Id (FK)
BAS EL II S TD S UP HAIRCUT P ARAM
S td S upervis ory Adj Rule Id
Account S core Val
S td S up Adj Rule S tart Dttm
Internal Rating
(“20”)
ANALYTICAL MODEL RUN REVIEW
Model Run Id (FK)
Analytical Model Review Dt
Model Review Finding Cd (FK)
Reviewer P arty Id (FK)
is rating for
Internal rating
assigned to
obligor
PRODUCT S CORE DD
P roduct Id (FK)
Model Run Id (FK)
P roduct S core Val
ACCOUNT GROUP S CORE DD
Account Group Id (FK)
Account Group Score Calc Dt
Model Run Id (FK)
S cheme Id (FK)
S td S up Adj Rule End Dttm
Des c
P arty As s et Value Cd (FK)
RIS K GRADE TYP E AS S OC
is related with
From Des c
Account Group Score Val
P arty As s et Clas s Cd (FK)
Ris k Grade Id (FK)
To Des c
is ris k grade for
is related to
From Maturity Time P eriod Cd (FK)
Related
Ris
k
Grade
Id
(FK)
Rate
Product Ris k Grade End Dt
From
Maturity
Time
P
eriod
Num
Ris k Grade Relation Type Cd (FK)
Level Num
Product Ris k Grade Rate Dt
To Maturity Time P eriod Cd (FK)
Ris k Grade As s oc S tart Dt
is as s igned to
Num
To Maturity Time P eriod Num
is credit rating for
Id S ta rt Dttm
Ris k Grade As s oc End Dt
S overeign Haircut Rate
P RODUCT GROUP RIS K GRADE
GEOGRAP HY RIS K GRADE
Id End Dttm
RIS K GRADE RELATION TYP E
Other Is s uer Haircut Rate
P roduct Group Id (FK)
Ris k Grade Id (FK)
Ris k Grade Relation Type Cd
Ris k Grade Id (FK)
Ris k Grade Id (FK)
AGREEMENT CLAS S RISK GRADE
Geographical Area Id (FK)
P roduct Group Ris k Grade S t Dt
Ris k Grade Relation Type Des c
Agreement Clas s Value Cd (FK)
Geography Ris k Grade S tart Dt
INVES TMENT S ECURITYdesRIS
cribes
K GRADE
Agreement Clas s ification Cd (FK)
P roduct Group Ris k Grade En Dt
Inves tment P roduct Id (FK)
Geography Ris k Grade End Dt
Ris k Grade Id (FK)
P roduct Group Ris k Grade Rt Dt
Ris k Grade Id (FK)
Geography
Ris
k
Grade
Rate
Dt
Agmt Clas s Ris k Grade S tart Dt
P ARTY RISK GRADE RELAT
Inves tment Ris k Grade S tart Dt
is value for
AGREEMENT CLAS S VALUE
Agmt Clas s Ris k Grade End Dt
P arty Id (FK)
Inves tment Ris k Grade End Dt
Agreement Clas s Value Cd
P ARTY RIS K GRADE
Agmt
Clas
s
Ris
k
Grade
Rate
Dt
Ris k Grade Id (FK)
has ris k grade of
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P arty Id (FK)
P arty Ris k Grade S tart Dt (FK)
is
related
to
is
ris
k
grading
for
is as s igned to
Ris k Grade Id (FK)
Related Ris k Grade Id (FK)
P arent Agmt Clas s Value Cd (FK)
P arty Ris k Grade S tart Dt
Related Ris k Grade S tart Dt (FK)
P ARTY CLAS S RIS K GRADE
P arent Agmt Clas s ification Cd (FK)
is related with
Ris k As s es s ment Relat Cd (FK)
Agreement Clas s Value Des c
Party Clas s Value Cd (FK)
P arty Ris k Grade End Dt
P arty Ris k Override S tart Dt
Agreement Clas s From Meas
Party Clas s ification Cd (FK)
P
ROD
FEAT
RIS
K
GRADE
ELIG
RULE
P arty Ris k Grade Next Rev Dt
Agreement Clas s To Meas
Ris k Grade Id (FK)
P arty Ris k Grade Rate Dt
P arty Ris k Override P arty Id (FK)
P roduct Id (FK)
Unit Of Meas ure Cd (FK)
Party Clas s Ris k Grade S t Dt
Ris k Grade Override Rs n Cd (FK)
Feature Id (FK)
Agmt Cla s s Value S tart Dttm
P arty Ris k Override End Dt
P rod Feat Rel Type Cd (FK)
is eligibility for
Party Clas s Ris k Grade End Dt
Agmt Cla s s Value End Dttm
P roduct Feature S tart Dt (FK)
Party Clas s Ris k Grade Rate Dt
FEATURE RIS K GRADE ELIG RULE
Ris k Grade Id (FK)
is parent of
is eligibility for
Feature Id (FK)
P rod Feat Ris k Grade S tart Dt
has ris k grade of
Ris k Grade Id (FK)
AS SET RISK GRADE is ris k grade for
PARTY CLAS S VALUE
P rod Feat Ris k Grade End Dt
Feature Credit Rating S tart Dt
P arty As s et Id (FK)
P arty Clas s Value Cd
Eligibility Res trict Type Cd (FK)
Ris k Grade Id (FK)
P arty Clas s ification Cd (FK)
Feature Credit Rating End Dt
As s et Ris k Grade S tart Dt
is
eligibility
for
P arent P arty Clas s ification Cd (FK)
As s et Ris k Grade End Dt
P arent P arty Clas s Value Cd (FK)
As s et Ris k Grade Rate Dt
P arty Clas s Value Des c
P RODUCT RIS K GRADE ELIG RULE
P arty Clas s ification From Meas
P roduct Id (FK)
P arty Clas s ification To Meas
Ris k Grade Id (FK)
Unit Of Meas ure Cd (FK)
P roduct Elig Ris k Grade S t Dt
P arty Clas s Value S tart Dttm
P arty Clas s Value End Dttm
P roduct Elig Ris k Grade End Dt
is parent of
Account Ris k Grade End Dt
Acct Ris k Grade Next Rev Dt
Account Ris k Grade Rate Dt
Ris k Grade
Ris k Grade
Ris k Grade
Ris k Grade
Ris k Grade
Ris k Grade
Ris k Grade
Ris k Grade
Ris k Grade
is us ed for
has value of
ANALYTICAL MODEL
Model Id
Map
internal
rating
(“20”) to
PD value
(.3%)
PD Rating
.3 %
PD assigned to obligor
Estrutura Integrada de Dados
Visão Única do Cliente
Centenas de Sistemas Fontes
Milhares de Users/Departamentos
Cadastro
Clientes
Gestão de Riscos
Cadastro
Produtos
Contratos
Canais
Finanças
Contabilidade
Visão Única
do
Negócio
Orçamento
Contabilidade
Garantias
Auditoria
Compliance
Relacionamento
com Clientes
Recursos Humanos
Modelagem
CRM
Big Data
Ganhando Agilidade, Velocidade e Qualidade
Implementação
do Modelo
Valor para o Negócio
Extração
de Dados
Desenvolvimento
do Modelo
Area
Modelagem
Preparação
de Dados
Extração
de Dados
Production
Training
ADS
ADS
Teradata
Entendimento
do Negócio
Production
ADS
Entendimento
dos Dados
Training
ADS
Valor no Tempo
70% do processo de modelagem
Tempo para Construir e Implementar Modelos:
Horas / Dias !
Desenvolvimento e Implementação de
Modelos Estatísticos - In-Database Processing
Estrutura Tradicional
Modeling
Estrutura In-Database
Model
Model
M
M
Scoring
Modeling
Modeling
ADS
Scoring
Modeling
ADS
ADS
Analytical
Data
Preparation
Data
Extracts
Data
Warehouse
Model
Translation
Scoring
Data
Preparation
Data
Extracts
Data
Warehouse
Analytical Data
Preparation
Sandbox
Modeling
ADS
Scoring Data
Preparation
Production Data
Scoring
ADS
SAS
Model
Teradata Data Warehouse
Model Development
Model Deployment
Model Development
Model Deployment
Big Data
Definição, criação e implementação dos “Eventos
Financeiros”
Inicio do processo através da identificação dos componentes/campos
dos contratos de um produto financeiro
Uma vez identificados e definidos os campos do produto financeiro, inicia-se o
detalhamento dos lançamentos contábeis do produto
Eventos Financeiros
Exemplo para Crédito Hipotecário
Os Eventos Contábeis são específicos de cada Instrumento e são
usados para descrever o ciclo de vida do produto.
Podemos verificar como reutilizar os components contábeis numa grande
variedade de eventos, de forma a criar diferentes ciclos de vida de produto.
Exemplo das Dimensões de Postagem
A postagem é formada por três tipos de campos:
• Bloco de códigos – referência ao detalhamento GL e outros, por
exemplo, método contabilístico
• Bloco de códigos estendido – atributos necessários para relatórios
• Outros campos de registro diário – necessários para a execução
de relatórios, mas não mantêm saldos
Obrigatóri
o
Configurável
pelo cliente
Bloco de códigos * 10 (Exemplo)
Pessoa
Jurídica
Conta
Centro
de
Custo
Esquema
de
Postage
m
GAAP
Base
Conta de
Origem
Contra
Parte
Tipo do
produto
Moeda
Data
Bloco de códigos estendido * 5
(Exemplo)
Ref.
Interna
Segment
o
Exemplo dos detalhes da contraparte FDR
Cidade
País
Setor de
Mercado
Rua
Estado
Classificaçã
o de Risco
Sistema
de
Origem
Situação
Canal
Fluxo do dado considerando todo o processo
Aquisição de dados, eventos de negócio, acesso dos usuários com
flexibilidade/escalabilidade
Next Generation Finance Infrastructure
Operational
Systems
Accounting
Hub
Financial Systems
Accounting
Rules
Consolidation
HR
General Ledger
PR
Contract
Calculation
Engines &
Applications
HR
Financial Reporting
Planning
Treasury
Sub-Ledger
AP
Purch
AR
FA
PA
Reporting
& Analytics
Profitability
Other
CRM
Rating
Management Reporting
Risk Mngt
Loans
Regulatory Reporting
Channels
Operational
Analytics
Mortgages
Data Warehouse
Reference
Data Management
Product
Tactical Info Delivery
Pu t custom er
state to
A CTIV E
Set Sta tus to
Cha rge
Upload Cu stomer s
Logi stics
System
Customer Introduction & Life-Cycle Maintenance Pr ocess
Update logistics
infor mation
yes
Finan ce /
Overall Data
Stewa rd
Sale s Rep /
DSD Rep
yes
Update Cu stome r
P rofile Infor mation
Review A lerts
Duplicate
resolutio n
re qd?
yes
Resolve
Du plicates
Cr edit A ppr oval
Re qd?
no
Up date B illing
Infor matio n
Update Hie rar chy
In form ation
Hie rar chy,
Chann el,
Ad dress in fo
complet e?
no
A ler t
respect ive role
Sales
no
Hierarchy
Management
Security
Management
Metadata
Management
Data Quality
& Governance
Master Data
Management
Up date Tra de
Cha nnel
Infor matio n
Workflow
Management
Rules
Management
Simplificação, Padronização e Consolidação
• A simplificação do fluxo dos dados possibilita redução de custos com estruturas de bases de dados replicadas.
• Visão única da operação e consistëncia nos dados eleva a capacidade de análises e tomada de decisão da IF.
• Integração e automação da aquisição dos dados possibilita maior tempo para análises e comentários sobre o
negócio.
• Granularidade do dado armazenado permite análises mais aprofundadas, possibilitando melhores insights sobre o
negócio (Riscos/Financas/Negócios)

FÓRUM ABBC: INTEGRAÇÃO DA GESTÃO DE RISCOS NO NEGÓCIO

Transcrição

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