Download
1 / 37
420 likes | 1.09k Vues
PRESENTATION TO BANK NEGARA MALAYSIA (BNM). Capital Adequacy Framework for Islamic Bank (CAFIB)-Data And Reporting System. 10 August 2010. Overview Of CAFIB System System Development Data Flow Preparation & Computation CAFIB Data Preparation Manual Data Preparation
E N D
PRESENTATION TO BANK NEGARA MALAYSIA (BNM) Capital Adequacy Framework for Islamic Bank (CAFIB)-Data And Reporting System 10 August 2010
Overview Of CAFIB System • System Development • Data Flow Preparation & Computation • CAFIB Data Preparation • Manual Data Preparation • Reconciliation, Audit Trail & Security Control • Change Management Process • Data Analysis & Reporting
Overview of CAFIB System • Frequency • Weekly / Adhoc • Monthly • System Comprises of • Data Mart (Oracle 9i Enterprise Data Warehouse) • Parameter Setting Templates • Regulatory Templates Reporting (3 Excel Workbook) • Analysis – (20 Reports)
Capital Adequacy Framework Basel II Standardised Approach Credit Risk Market Risk Operational Risk Financing, Deposits, Money Market, Treasury, Equity, Off-balance sheet items, Computron item (Accounting System) Building Blocks
Data Flow and Computation Reporting & Analysis (STG) Data Files Staging (DWH) Data Warehouse Data Sources Calculation Others Data Mart AMLA, NLF, DFISS, SME, RKP, ROR, PMF, NPL, BASEL 1 Manual (FOREX) Market Risk Template Aggregated Reporting Compass (DM) Data Mart Code Mapping & Reconciliation Relational Reporting IBS Credit Risk Template Risk Management Database Overal RWA Parameter Table (GL Code) ICBA Ops Risk Template User to update Parameter Table through Excel spreadsheets every month ETL Informatica Local Regulator Specifics CTRON • Market Risk • Credit Risk • Operational Risk • Bank Negara Template Data Preparation Data Consolidation Computation Code Mapping Data Analysis & Reporting Other data processes takes place 3rd Of Month Day of the month 2nd Of Month 10th Of Month 10th of Month 10th Of Month 10th Of Month CAFIB Computation only : End to End Process complete within 1 Hour Apply to Daily/Weekly/Ad-hoc Process
Step 1: Data Gap (Availability Data) System Development Example A=Available PA=Partial Available FA=Currently not available but future may made available TBC=To be confirm NA = Not Available; BA=Business Availability, SA=System Availability; DWA=Datawarehouse Availability
Step 2: Data GL Code Mapping Example: Credit risk
Step 3: Insert GL Code into BNM excel template GL Code Security Code
Step 4: Extract data from datawarehouse into BNM excel template
CAFIB Data Preparation Flow of Automated Data Preparation Data Warehouse CAFIB Data Computation Flow Sub systems month end batch process ETL Scripts to copy data from Sub System to Staging Data processing for the Data Warehouse Model Data Computation for CAFIB (from Sub System) Manual Data Preparation Work Flow Risk department generate reports & verify results Population of Risk Data Mart Reconciliations (Code Mapping) Reconciliation Work Flow Informatica ETL Process
Manual Data Preparation • Foreign Exchange • Only applicable for Western Union business line and in USD only • Excel templates to collect data manually by Treasury. • Manual human verification on data performed monthly against hard-copy reports. Respective managers are required to verify the data. • Data warehouse perform data-type checking on the value column. • E.g. No alphabets can be entered to the value column.
Manual File Collection Process (Interim Process) Automated email alert to inform user to send updated templates Risk department gather data from Treasury Verify and submit to Manager for approval Submit data to APKP for processing Yes Encounter data error? APKP Person in Charge transfer file to the ETL server CAFIB Data Computation Workflow End No Note: APKP –Jabatan Aplikasi Korporat
Reconciliation • Automated Reconciliation • Balance sheet item will be matched against GL Accounting System (Computron). • There is a variance report generated to display the discrepancy found. • If discrepancy/large variance found, user need to check the Code Mapping. • The reconciliation is carried out against the Code Mapping parameter that the users enter.
Reconciliation Workflow Automated email alert to inform user to update the GL and Product codes Risk department update code mapping Submit to the APKP for processing APKP Person in Charge transfer file to the ETL server Yes Encounter data processing error? Risk department execute Variance Report to verify variance Manual reconciliation process CAFIB Data Computation Workflow No End Note: APKP –Jabatan Aplikasi Korporat
Sample Reconciliation Sum of all product code must be equal to the respective GL code. A variance report will be generated to display the discrepancy (if any). Example: No Variance
Validation By User Credit Risk Data From Datawarehouse Validation Template (CAFIB Data vs Balance Sheet)
Audit Trail • There will be logging process at each of the ETL process (Computation, Code Mapping) to record the successes and failures of each process. • The logging details includes: • Start Date & Time • End Date & Time • Input and Output Row Count • Database Connection Information • Error reported and its data set
Security Control (Excel) • Only designated workstation in the bank are allowed to access to the CAFIB Regulatory Excel Worksheets Templates. • All templates cell are locked once data is generated for the desired period (Chosen by the user). • Manual data entry is restricted.
Security Control (Analysis) • User Authentication is required before the user is able to enter the system and access data. • Only designated personnel are given the user id and password to access the CAFIB project folder.
Change Management Process IPRO Evaluation Enhancement needs arises. Risk department fill in IPRO form & submit to IPRO committee System development process flow APKP evaluate request and sent to Vendor for development Enhancement request sent to APKP End Note: IPRO –Jabatan Inovasi & Integrasi Proses; APKP –Jabatan Aplikasi Korporat
System Development Process Flow No User Acceptance Sign-Off Data Model Design Review Business Requirement Study and Analysis Technical Requirement Study Yes Testing (UAT & SIT) Deployment & Security Setup System Development / Fixes End Yes No Note: UAT – User Acceptance Test , SIT – System Integration Test
Scalability • The system can be easily extended by adding new components to the Risk Data Mart in the Data Warehouse. • This require normal ETL process to extract data from the Data Warehouse and perform computation to update the Data Mart. • E.g.: From BIA to TSA : Additional code mapping needs to be configured to break the income by business lines. • For IRB: Complex computation can be performed during ETL process as all the exposures data element is ready in data warehouse.
