Margin Data Validation, Comparison & Reporting
The Impact
TRUSTWORTHY DATA PILAR
Bringing accurate calculations from various sources and easy data investigation.
The Client
Japan Securities Clearing Corporation (JSCC), Japan’s leading clearing house, performing key financial markets operations for Japan and the global economy.
The Challenge
JSCC needed to validate cleared OTC derivatives initial margin data of its clearing members and member‘s clients portfolios. The objective was to generate comparison reports and performing data analysis on aggregated and detailed VaR P&L vector data delivered by two (production and validation) risk systems.
The Solution
Taking advantage of icCube's easy configuration of multiple data sources and programmable data transformation (ETL) functionality, JSCC was able to create analytic schemas to view, compare and analyze data between risk systems.A set of interactive report templates was built, which users can utilize in their web browsers to visualize and analyze various critical data measures.
