Margin data validation, comparison & reporting

The Client

Japan Securities Clearing Corporation, Japan’s leading clearing house, performing key financial markets operations for Japan and the global economy.

The Challenge

To validate cleared OTC derivatives initial margin data of its clearing members and member‘s clients portfolios by generating 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
  • Take advantage of icCube easy configuration of multiple data sources and programmable data transformation (ETL) functionality to create analytic cubes to view, compare and analyze data between risk systems.
  • Use icCube built in interactive data and visual reports to create a set of report templates which users can utilize in their web browsers to visualize and analyze various critical data measures.