{"id":16010,"date":"2021-10-25T14:45:45","date_gmt":"2021-10-25T12:45:45","guid":{"rendered":"http:\/\/szzccmv.cluster031.hosting.ovh.net\/case-szena-irc-treasury-and-market-risk-management-proprietary-software-2\/"},"modified":"2021-11-08T17:44:07","modified_gmt":"2021-11-08T16:44:07","slug":"corporate-nps-mode-and-reporting","status":"publish","type":"post","link":"https:\/\/n.world\/en\/corporate-nps-mode-and-reporting\/","title":{"rendered":"[Case] Corporate NPS Model and Reporting"},"content":{"rendered":"\t\t
Design and build a proprietary solution capable of calculating the incremental risk measure (IRC) to the VaR of the trading book, incorporating default and migration risks.\u00a0<\/span><\/p> The tool had to cover all the requirements of the regulator, specified in the TRIM guide.<\/span><\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t The solution passes the internal controls of the validation area and is approved by the ECB. The stability of the results and the analysis capabilities are improved.<\/span><\/p> Executions are performed on a daily basis, reducing the time spent by users on each calculation.<\/span><\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t During the project time, the volume of the portfolio is considerably increased.<\/span><\/p> Representative Case Industry – Finance & Regulation Corporate NPS Model and Reporting Creation of new NPS models in the company’s Big Data architecture that centralizes the information from the different sources, homogenizes it and allows to calculate the KPIs in a homogeneous way and under a single methodology, and strategic Corporate Data Model to facilitate … Continue<\/a><\/p>\n","protected":false},"author":3,"featured_media":16023,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"inline_featured_image":false,"footnotes":""},"categories":[2],"tags":[124,137,135],"class_list":["post-16010","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-uncategorized","tag-case-en","tag-corporate-en","tag-industry-en"],"acf":[],"yoast_head":"\nResults<\/h2>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t
Do you want to know more finance & regulation?<\/font><\/h2>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t