Market Risk Aggregation and Visualisation Platform
Global investment bank
The bank needed a strategic platform to aggregate fixed income and equities risk and P&L data, at a scale its existing reporting could not support.
Scope of work
Market risk data modelling across asset classes, with requirements gathered from the desks that would consume the output rather than specified centrally.
Ingestion and ETL built from trading and risk systems into a single aggregation layer.
Aggregation cube holding fixed income and equities risk and P&L data together, exceeding ten terabytes and ranking among the largest in financial services.
Multi-dimensional views built for front office and risk users on top of that cube, with a visualisation layer designed for query performance at institutional data volumes.
Technology stack of Oracle Exadata, SQL Server and Analysis Services, rolled out across the covered business lines.
Outcome and value
- One source for risk and P&L reporting across fixed income and equities.
- Query performance maintained at data volumes that had previously constrained reporting.
- A strategic platform positioned to carry future reporting obligations.