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Oracle Financial Services Analytical Applications
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The following is intended to outline our general product direction. It is intended for information purposes only, and may not be incorporated into any contract. It is not a commitment to deliver any material, code, or functionality, and should not be relied upon in making purchasing decisions.The development, release, and timing of any features or functionality described for Oracles products remains at the sole discretion of Oracle.
2009 Oracle Corporation Proprietary and Confidential2
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Unified Platform:Analytical Applications Infrastructure
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Oracle Analytical Applications InfrastructureCommon Platform Across Applications
Un
ifie
d A
nal
ytic
al M
eta
dat
a
FINANCIAL SERVICES ANALYTICAL APPLICATIONS DATA MODEL
FINANCIAL SERVICES ANALYTICAL APPLICATIONS INFRASTRUCTURE
FINANCIAL SERVICES BUSINESS INTELLIGENCE
Data
Sources
Reports Alerts Dashboards Embedded
Computations Common Tools Business Rules Stochastic Modeling
Common Objects Common DimensionsPre-Integrated/
ExtensibleHigh Volume
2010 Oracle Corporation Proprietary and Confidential 4
FTP ALM Corporate
Credit Risk
Basel II
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Leveraging the Building BlocksShared Components across Applications
Un
ifie
d A
nal
ytic
al M
eta
dat
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FINANCIAL SERVICES ANALYTICAL APPLICATIONS DATA MODEL
FINANCIAL SERVICES ANALYTICAL APPLICATIONS FRAMEWORK
FINANCIAL SERVICES BUSINESS INTELLIGENCE
Data
Sources
Reports Alerts Dashboards Embedded
Purpose Built Engines Common Tools Business Rules Stochastic Modeling
Common Objects Common DimensionsPre-Integrated/
ExtensibleHigh VolumeBalances, Transactions, Rates, PD, LGD, Exposures, Mitigants
Financial Statements, Reg. Reporting, RAPM, Reg. Capital, Economic Capital, ICAAP
RiskFinance
Allocations, NII, Income Stmt., Variance, EAD, RWA, Reg. Capital, Eco. Capital
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Application-specific processing Area Results Area
Information Process Stages
2009 Oracle Corporation Proprietary and Confidential
Staging Area
Profitability
Market Risk
FTP/ALM
Credit Risk
ICAAP
Basel II
Results for consumption
Common input area
for analytical
apps
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Application-specific processing Area Results Area
Information Process Stages
2009 Oracle Corporation Proprietary and Confidential
Staging Area
Profitability
Market Risk
FTP/ALM
Credit Risk
ICAAP
Basel II
Results for consumption
Common input area
for analytical
apps
Feature
Function Common, granular
model of source data
Working store for analytical applications Multi-grain data (stars,
cubes) designed &
conformed for reporting
Organization Source-aligned
Customer, Product,
Instrument,
Transaction, Contract,
Calendar etc.
Solution-aligned
Market Risk, Retail Credit Risk, Profitability,
ALM etc.
Consumption - aligned
RAPM, ICAAP
Credit Quality Reporting
etc
Detail Granular to
event/transaction level
Depends on application needs Depends on consumption
needs
Staging Area Results AreaProcessing
Area
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Risk Management Functional View of
Architecture
Enterprise Wide Analytics: Risk MIS & Regulatory ReportingRisk Dashboards & Reporting
Advanced Solutions
Portfolio Models ICAAP
RiskMeasurement &
Management
Credit Risk Economic Capital
Corporate & RetailCredit Risk
Risk Modeling
DataPreparation
PD Modeling
G/L Reconciliation, Data Quality, Manual Adjustments
Common Data Repository
Cash Flow Modeling
LGD Modeling
VaR Models
Banks Data Sources
Credit Rating Systems Operational Systems Enterprise Data Warehouse
Stress Testing
Risk Based PricingRAPM - RAROC / SVA
Market Risk (VaR)
Operational Risk Economic Capital
Operational Risk Management
Instrument Pricing Models
Frequency & Severity Models
Basel II Credit Risk Asset LiabilityManagement
2009 Oracle Corporation Proprietary and Confidential
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Unified Business Intelligence Across Analytical Applications
Ad-hoc Analysis
ProactiveDetectionand Alerts
MS OfficePlug-in
Reporting & Publishing
Interactive Dashboards
DisconnectedAnalytics
WebServices
Oracle Financial Services Analytics
Supply Chain
Financials
HumanResources
Oracle BI Apps built onOracle Business Intelligence
Enterprise Edition Suite
Common Enterprise Information Model & Abstraction Layer Pre-built Hierarchies, Drill Paths, Security, dashboards, reports Based on industry and analytic best practices Completely pre-wired to OFS Analytical Applications Metadata
OLTP ApplicationsOracle ERP, SAP, FLEXCUBE, Siebel
Analytical ApplicationsOFS
Custom AppsFilesExcelXML
BusinessProcess
FSI Risk AnalyticsBASEL II, ICAAP, Operational Risk, ALM,
Market Risk
FSI Performance AnalyticsProfitability, Transfer Pricing
Oracle Cross-Industry Analytics
FSI Customer Insight AnalyticsSales, Marketing, Service, Institutional & Retail
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Unified Business Intelligence
2009 Oracle Corporation Proprietary and Confidential
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Risk Solutions Process Flow
ReportingRun
Framework
Common Metadata Layer
Rules Framework
Common Reclassification
Rules
Basel II Computation Rules
Advanced Analytics Infrastructure - Stress Testing
Scenario 1
Downgrade PD/LGD
Data Model
Wholesale/ Retail
Exposures
Common Hierarchies LOB, Asset Class etc
GL Data
MitigantInformation
Asset Correlation
Info
Reconciliation Rules
Advanced Analytics Infrastructure - Modeling
PD/LGD Models
Market Risk VaR
Credit Risk EC Models
Monte Carlo Simulation
Stochastic Processes
Logistic Regression
Partial Differentiation Equations
Distribution Fitting
CashFlow Modeling
Techniques Models
Scenario 3Scenario 2
Mild Recession
Credit Crisis Dashboards -
Stress Testing
Risk Factor Data
Other Historical
Data
Scenario 1
Scenario 2
Scenario 3
Data
Qu
ali
ty C
hecks,
GL
Reco
ncil
iati
on
, A
dju
stm
en
ts
So
urc
e S
yste
ms D
ata
Feed
sM
an
ual D
ata
A
dju
stm
en
ts
PD, LGD
Customer Info
Securitized Exposures
Basel II Runs
Stressed Basel II Runs
Capital Forecast Runs
Baseline EC Runs
Stressed EC Runs
Dashboards -ICAAP, RAPM
FFIEC 101, Pillar 3, Mgt.
Reporting
2009 Oracle Corporation Proprietary and Confidential11
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Performance
Management
Customer
Insight
Governance
& Compliance
Risk
Management
Treasury Risk
Credit Risk
Governance and ComplianceRegulatory Compliance (Financial Crime)
Channel Insight
Analytical CRM
Anti-Money Laundering
Trading ComplianceBroker Compliance
Fraud DetectionOperational Risk
Retail Credit Risk
Corporate Credit Risk
Portfolio Analytics
Marketing Analytics
Service Analytics
Channel Usage
Channel Performance
Customer Profitability
Customer Profitability
Product Profitability
Economic Capital
Regulatory Capital
Liquidity Risk Stress Testing
Economic CapitalAdvanced (Credit Risk)
Operational Risk
Economic Capital
Performance Management
Accounting Hub
Activity-Based Costing
ConsolidationProfitability
Oracle Financial Services Analytical Applications
Budgeting and Forecasting
Hedge ManagementIFRS 9 IAS 32/39
ICAAP
Customer Profitability
Stress Testing
Asset Liability Management
Market Risk
Basel II
Retail PortfolioRisk Models and Pooling
Funds Transfer Pricing
12 2010 Oracle Corporation Proprietary and Confidential
Loan Loss Forecasting
Pricing Management
Balance Sheet Planning
RAPM
Balance Sheet Planning
Jennifer
Risk Based Pricing