Regulatory Capital Calculation

In the context of the implementation of a risk-based supervisory methodology known as the Comprehensive Supervisory Framework (MIS for its initials in Spanish), we collaborated with a leading Spanish financial institution to integrate the risks that could affect the institution and enable the construction and full evaluation of its corporate risk profile by bringing together all the information from the local entities that make up the financial group.

The contribution of the bank’s assets is monitored monthly for this purpose. A variety of corporate extraction, transformation and loading processes are performed to do this, providing a solution to budget team reporting times, due to the latent need of users to automate their reporting process, and translating their Excel Macro into a Spark/Scala process. 

Outstanding within the evolution are the performance improvements and upgrading of the corporate Big Data platform for better organisation and management of parameters, transformation of the source tables to dashboards and migration of tables to a common module called “common data”.

This project has its own data governance processes, providing for pre-ingestion approval and a series of technical and functional validations performed in the platform landing layer. The Business layer accessed by users is supplied with two tables (as the numerator and denominator of the budgets). 

Data reporting is performed with MicroStrategy and the ETL process is based on Scala/Spark technology.