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Treasury Data


Common Treasury Data Source

The engagement was to align a capital planning model with a common Treasury data source in the Group Treasury function of Tier 1 global bank.

Background

  • Capital planning model developed to address immediate needs after financial crisis. Data sourcing was not originally in scope as development dependencies on source systems would slow implementation.
  • Initial data sourcing heavily dependent on manual ETL and reconciliation processes.
  • Treasury data strategy to leverage common data source wherever possible.

Approach

  • Granular data requirements analysed across Treasury functions to define common data requirement. This involved listing required data attributes with definitions and Treasury uses.
  • Gap analysis of current data feeds against data requirements.
  • Target source data agreed.
  • Defined plans for data remediation.
  • Defined workaround and exceptions process.
  • Design, build and test of feeds and data warehouse extension.
  • Service level agreements with source data providers.

Agreed Solution

Treasury common data would be enhanced to enable capital planning:

  • Legal and management hierarchy.
  • Credit risk weighted asset feeds.

Feeds from common data warehouse to capital planning application built:

  • Hierarchy.
  • Credit risk weighted asset feeds.
  • Granular Treasury issuance data.

Although capital planning required financial planning data, it was excluded from the common Treasury data framework for the following reasons:

  • Near term implementation of new planning solution would render development work obsolete.
  • Planning data was to be summarised for use by other applications e.g. new business was not in enough detail to enable NII modelling.

Realised Benefits

Treasury issuance consistent between financial forecasting, ALM and capital planning applications.

  • Consistent RWA’s between Risk, capital planning and regulatory reporting systems.
  • Consistent hierarchies between Finance systems and those Treasury applications using common data warehouse.
  • Reduced reconciliation and data input effort.
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For more information about how we can help you please contact us

Ian Monahgan

Ian-Monaghan
Partner Finance and Treasury Solutions

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