La description :advanced capability solutions (acs) / acap solutions is a consultancy that specialises in delivering business, data and technology solutions. our rapid growth to date is based on the results we delive...
Classement Alexa Global: # 12,003,629
L'adresse IP principale: 199.79.62.231,Votre serveur United States,Austin
ISP:Confluence Networks Inc. TLD:com Code postal:us
Ce rapport est mis à jour en 10-Aug-2018
Created Date:
2014-09-16
Changed Date:
2016-08-17
Données techniques du acapsolutions.com
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home services case studies about us contact global site delivery that inspires. a new and refreshing approach. (acs) is a consultancy that specialises in delivering business, data and technology solutions. our rapid growth to date is based on the results we deliver and the thought leadership we hold across a host of industry issues. we are functional experts in finance, risk, treasury and compliance. learn more -- services our comprehensive range of business services, technology services and data solutions will help you navigate the complex headwinds you face and harness the opportunities you see. our business services span strategy, finance, risk, treasury, compliance and analytics verticals across all industries and geographies. -- business services business transofrmation, risk management, treasury solutions, finance transformation, regulatory compliance. -- technology services technology transformation, programme delivery, application development,quality assurance, managed services -- data services big data, collaboration, interconnectivity, data quality framework, business and data analytics basel iii liquidity basel iii calculation and liquidity risk reporting background the tier 1 wholesale banking client engaged acs to calculate and report: • short term liquidity - measured by liquidity coverage ratio - maintain liquid asset buffer equal to total net cash outflow over a 30 day stressed period; and • long term liquidity - measured by net stable funding ratio - available amount of stable funding to exceed funding requirements over a one year stressed period consideration • focus on tier 2 capital • utilise common data for management reporting and regulatory reporting solution • design incorporates credit value adjustment measures as applied to counterparty credit • calculate counterparty credit exposures for derivatives, repo and securities financing • ensure otc derivative contracts cleared through central counterparties • convert loss estimates into capital and liquidity requirements • stress testing results a pre requisite to the calculation process • define and include liquid assets as per policy • calculated cash flow mismatches based on contractual obligations • solution is built on a defined data set comprising stressed results • integrated management and regulatory reporting • provision of dashboard for group and business unit management reporting • summarized management reports output to mobile media benefits • satisfied basel iii calculation and lcr / nsfr regulatory requirements • enable management to plan and manage liquidity requirements more effectively • reduce funding costs for the bank dwh testing end to end data warehouse testing (fdsf) background the pra initiated an industry-wide programme called fdsf (firm data submission framework) - working with the largest uk banks to standardise and automate the cp data collection process and to address common issues identified in previous collection exercises across the industry. for this tier 1 banking client, the pra had raised concerns on submissions around data quality, particularly within the investment banking balance sheet, structured finance and wholesale rwa submissions. the pra had indicated that these issues must be addressed before the next core stress testing programme was to be run and indicated that the bank must have a framework in place to run the cp stress testing programme on a quarterly basis. the reporting solution comprised: • etl: etl processes (using pl/sql) to load the data with the required transformations and aggregations • data: a data model and meta data that represents an accurate picture of the pra - fdsf semantic data model • reporting tools: a set of required reports as specified in the pra data request templates for retail delivered as advanced reporting reports ('ar' - using new obiee reporting toolsets) and in csv format testing approach as part of the agile methodology, acs analyzed the requirements and created a test strategy for fdsf work streams within the strategic risk, finance and treasury transformation using relevant connect4change templates. working in line with the acs best practice test framework, acs delivered a comprehensive test strategy ensuring full test coverage of all components involved in the end to end flow - from data processing through to data presentation. testing solution system testing an automated pl / sql based methodology is adopted to perform system testing in which the process validates records count and high level measures at various phases of etl i.e. staging, relational and presetation layer. the process produces results reported at various logical entity levels including division and data set level which enables the team to identify potential dq issues and hence resolve them quickly. system integration testing the pra have retail specific requirements for fdsf, and these requirements are peculiar to fdsf only. as a result of this, divisional data submissions for retail fdsf are uploaded as new data sets within strategic regulatory platform and there is a need to test the integration of these divisional feeds with existing strategic regulatory platform data. a set of reconciliation dashboards with reconcilable measures were designed for this purpose. these reports were built in obiee so that even the end users could download the reports and review the results. the dashboards were supported by detailed excel based data files which help identify the reasons for differences expedite the resolution process thereon. business acceptance testing providing a testing team with strong retail business expertise, acs proved that business acceptance testing builds customer confidence in the solution provided and smoothens the uat completion process. to this end, the testing team performed functional testing of the data and reports and ensured that all applicable business validations / checks were passed thereon prior to uat commencement. with this testing already completed successfully upfront, the business acknowledged that approximately 40 percent of their test cases had already passed successfully at the initiation of the uat phase. benefits acs believe that the testing phase should not just be used to identify issues, but should be used to correct the root cause of the issue itself. the testing team, with strong business expertise, were able to work with the development team to investigate and resolve root causes of testing problems. other benefits include: • quick and accurate testing as a result of automated testing. • time and cost savings due to early identification of issues. • improved business confidence and a smoothed uat process, with minimal defects. • robust solutions validated by nonfunctional testing including performance, data volume, transformation and negative testing. dq validation data quality validation framework background obtaining adequate data quality (dq) is one of the key challenges the banking industry faces. the tier 1 uk banking client engaged acs to design and implement a suitable data quality validation framework for group risk and regulatory reporting purposes. it is critical that data is generally processed efficiently through appropriate checks and cleansing processes to ensure that the data warehouse is both complete and contains data that reflects the true business facts, thus adequately supporting stakeholders in the decision making process. given the huge number of dq checks that occur in most data warehousing processes, the proposed solutions needed to be both effective and reusable. • etl: etl processes (using pl/sql) to load the data with the required transformations and aggregations • data: a data model and meta data that represents an accurate picture of the pra - fdsf semantic data model • 3. reporting tools: a set of required reports as specified in the pra data request templa
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NAME acapsolutions.com
CHANGED 2016-08-17
CREATED 2014-09-16
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