Project Description

Led the demonstration of E2E data lineage within the BASEL 2 capital calculators. This evaluation was initiated as a result of a specific Regulator inquiry and used as the primary evidence to demonstrate and support the various data transformations and compliance of Bank’s BASEL 2 FFIEC 101 reports.

Business Case

Large banking institutions are mandated under Basel rules to report capital results within the various BASEL 2 FFIEC schedules. As with many externally mandated compliance requirements, a financial institution should maintain a reasonable and sufficient level of evidence to demonstrate their compliance with these reporting requirements. This includes identifying and justifying key data transformations. The current state BASEL calculators had a multi-staged data processing design.

Project Objectives

Lead the demonstration of E2E data lineage within the BASEL 2 capital calculators. This evaluation was initiated as a result of a specific Regulator inquiry and used as the primary evidence to demonstrate and support the various data transformations and compliance of Bank’s BASEL 2 FFIEC 101 reports.

Services Provided

Managed and executed the following:

  • Project management over the assessment
  • SME advisory on reporting requirements and gap identification
  • Documented E2E data lineage
  • Documented an E2E use case to demonstrate the E2E flows.
  • Supported Bank associates in the summary and presentation of relevant findings to the Regulators