Liquidity Risk and BCBS 239 Reporting Platform
Global bank
The bank ran several parallel regulatory reporting obligations across liquidity and credit risk, each with its own data requirements. ALP delivered multiple risk data projects covering the modelling, ingestion, rules and reporting layers.
Scope of work
Data modelling across liquidity and credit risk, with requirements gathered directly from the business and risk functions, and a common data layer defined so a single foundation serves several reporting regimes.
Ingestion and ETL built from source systems into that layer, with the data management processes established around it.
Business rules engine built over the data layer, translating regulatory requirements into executable logic rather than leaving them in documentation.
Reporting integration into the bank's regulatory reporting tools, and into third-party credit analytics, so modelled outputs feed the same chain.
Regulatory coverage spanning several regimes from one build:
- IFRS 9 and AnaCredit
- MiFID II and swap dealer reporting
- Basel III and BCBS 239
Technology stack of SQL Server, .NET, Informatica, Oracle and SAP HANA, delivered through agile team management across parallel workstreams.
Outcome and value
- One data layer serving several regulatory regimes in place of one build per obligation.
- Rules applied consistently across reporting produced from governed data.
- Handover to internal teams to run and extend the platform.