day 1 - implementing ofsaa application configuration design.pdf

7/24/2019 Day 1 - Implementing OFSAA Application Configuration Design.pdf

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Copyright 2012, Oracle and/or its affiliates. All ri ghts reserved.1 Proprietary and Confidential

Implementing OFSAA Application Configuration &Design


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The following is intended to outline our ge

product direction. It is intended for informpurposes only, and may not be incorporated int

contract. It is not a commitment to deliver

material, code, or functionality, and should n

relied upon in making purchasing decis

The development, release, and timing offeatures or functionality described for Or

products remains at the sole discretion of Oracl


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Agenda

Understanding the Requirements use case

Identifying configuration areas

Metadata Design

Metadata Configuration

Question and Answers


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Understanding the Business RequiremUnderstand the requirement (Example 1)

The exposure at default for loans and mortgages is equivalent to

amount, accrued interest, undrawn amount. Provision amount is to be ethe same. The undrawn amount has to be multiplied with credit conversi

The exposure at default for OTC derivatives is based on the following fo

(MTM amount + notional amount* add on percent)

Reiterate the business understanding using a formula

For OTC derivative EAD = (MTM Amount + (Notional Amount * Ad

Percent))

For Other products EAD = (Outstanding Principal Amount + Accru

Specific Provision + (Undrawn Amount * CCF))


5/19Copyright 2012, Oracle and/or its affiliates. All ri ghts reserved.5 Proprietary and Confidential

Understanding the business requireme Example-2: Allocation of communication expense booked in Head

different business units like Retail banking, IT, HR, Treasury and

banking based on headcount(HC) . Headcount data to be provided as

interface to OFSAA as per prescribed format.

Reiterate the business understanding using a formula:

Retail Banking: [(Total Communication Expense) / ( Retail BNK HC/ Total HC)]

IT : [ (Total Communication Expense) / ( IT HC/ Total HC)]

HR : [(Total Communication Expense) / ( HR HC/ Total HC)]Treasury : [(Total Communication Expense) / ( Treasury HC/ Total HC)]

Corporate BNK: [(Total Communication Expense) / ( Corp BNK HC/ Total HC)]


6/19Copyright 2012, Oracle and/or its affiliates. All ri ghts reserved.6 Proprietary and Confidential

Solution Development MethodologyAnalytical Solut ion Development Methodology

# Phase Typical Activities

1 Solution

Conceptualization

a) Identify Strategic Business Questions that need to be answered by

b) Identify Analytical Domains - e.g. for a cards analytics domains like

Analysis, Concentration Analysis etc

c) Identify typical reports/dashboards sought by Business users in ea

domain

2 Functional Design a) Breakup each analytical domain into Business Dimensions, Measu

Attributes involved

b) Determine attributes that are (i)typically available from input system

institution (ii) need to be captured through a workflow

c) Determine business rules needed to compute the measures and stto be used for estimations


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Requirements Analysis Phase-Objectiv

This phase deals with the gathering of information on the ban

requirements for the OFSAA applications to be implemented

These business requirements are collated either through questinterviews/meetings or through previously prepared Business

Documents

The output of this process forms the basis for the implementa

configure the OFSAA applications as per scope and comprises:

Business Requirement Study

Gap Analysis Data Requirement Study

The objective of the Gap Analysis is to identify the gap based on th

and the out of the box features of the solutions.


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Configuration Phase - Objectives

This phase focus on configuration of OFSAA product as per banks

requirements. The outputs from the previous phase will form the ba

activities in this phase.

The activities performed in this phase are:

Business Solution Harmonization

Data Model Harmonization

Information process Design

Batch Design

Meta data Configuration


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Testing Phase

Data Certi fication Testing

Source Data Certification refers to the Data Load & Data Quality Checking at ththe ETL Module ON the files received from Data Sources

Objective of Source Data Certification is to ensure a Quality set of Data from SouFunctionality Testing of the Solution

Standard Checks Header Trailer Validity

Checks Loading Threshold Checks

Quality Checks Business Quality Checks

Predefined Data Qualitychecks

Value Code Mapping Checks

/ List of Values (LOV)

Checks

Duplicate Checks

Referent

Null Valu

Zero Ch Range C

Distinct V

(Spread

expected

Types of DQ Checks


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Testing Phase .contd..

Pre-fulfillment Testing

Complete Internal Testing prior to start of UAT

No User Involvement

Will use actual source extracts

Will also include some amount of

performance Validations

Prepare Pre-Fulfillment Test Plan with Test

Cases for different logical days

This is full E2E (end to end) Testing of thefinal delivery to the customer without

Business User Involvement

Will use actual source data of different logical

periods Use Certified Source Data from the

Source Data Certification Testing which has

been signed off

User Acceptance Testing

The Actual Acceptance Tes

user

User Training of OFSAA a

testing process MUST preced

User Acceptance Plan should

USERS in advance and Acc

should be agreed & documen

Finalize a schedule for the UA

A Support team to be in

Global Support will be informe


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Analytical ProcessingAPPLICATION-SPECIFIC

PROCESSING AREA

Step 5: Create MetadataTechnical Metadata

Business Metadata

Rule Change

Batch Modification

Step 6: Execute the batch to

process dataRun is executed to process data

Rules are executed one by one based on the

precedence

RES

Step 7: Repo

Ensure data moto results area

Update the OBIE

requirement of th

STAGING AREA

Step 1: Identify the new data

elementsIdentify the tables and columns which needs

to be modified

Use ERWIN to update the data modelUpload the data model into

Step 2: Modify the data requirement

stepsUpdate the data model dictionary

Step 3 : Run Data Quality checksDefine DQ rules for the additional data

elements

Create the same using the DQ Framework

Step 4: Move Data via T2T to

Processing & ResultsUse data integrator to modify the T2T

definition to add the data elements


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Analytical ProcessingMetadata

FrameworkInstructions

Frame-

worksT2T

DQ

T2T

T2T

Ru

le

Eng

ine

Etc

Processing

Process

Steps

Step1

Step2

Step3

Step4

Step5

Step6

Step7


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Metadata Configuration

Define data model change entities, attributes, length, type

Define table to table mapping source, destination, transformation

Define business metadata - measures, hierarchies, dataset and business

Define data transformations

Define rule source, target, mapping

Define process rules, predecessors

Define run process

Define reporting layer changes


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Decomposing the Business RequiremeOFSAA Metadata Sample Case

# Calculation Step Co

1 Exposure data load from staging to the central fact tables Type

2 Create join condition between the required dimension and the central fact

table

D

3 Basel II Product Type Classification

3a. Define the tree structures based on Bank Products and Basel II Products H

3b. Build the mapping between the Bank Products and Basel II Product Types Ty

(Reclas

4 Define Business Objects4a. Define EAD M

4b. Define Marked to Market Amount M

4c. Define Add-on M

4d. Define Notional Principal Amount M


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Decomposing the Business RequiremeOFSAA Metadata Sample Case

Sl.No Calculation Step Com

5 Define Transformation Logic

5a Define expression for the EAD calculation for OTC Derivative

Products

Busines

5b Define expression for the EAD calculation for non OTC Products Busines

6 Define the EAD calculation

6a Define the logic for EAD calculation for OTC and non-OTC products


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Q & A


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