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Data Management for Market RiskWednesday, April 23, 2014 at 12 pm EST

Brian Sentance, CEO of Xenomorph

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So what’s the problem?

So are the risks we see, the risks we face?

Quick Poll Question #1How best would you describe data quality used in your risk management processes?

a) Poor quality across much of the data usedb) Inconsistent quality, some high with other

areas in need of improvementc) Generally good quality across all asset

classes and data typesd) Verifiably high qualitye) Don't know

So what’s the solution?

D A T AR I S K

Consistent, transparent data for all systems and people

So what kindsof data?...

…and with what kind of process?

Quick Poll Question #2Do you have a formal data management process built around data used in risk management?

a) Not at allb) Supported by risk management systemsc) Recognized only as part of wider data

management initiativesd) Explicitly implemented as a necessary function

within risk managemente) Don't know

When somebody says…

…just what do they mean?

Does IT understand the business, and vice versa?

The only constant is change?

What about complex datasets?...

…and the value in derived data?

…what models did you use?...

Quick Poll Question #3Are derived data sets an integrated part of your data management processes?

a) No not all, these are validated manually then supplement the standard data sets

b) Integrated for some asset classes but not allc) All integrated into our processes along with

simpler data like terms and conditionsd) Don't know

…and be sure to be inclusive offront, middle & back office…

…or they will do their own thing.

So what’s in your workflow?

It’s about time.

Don’t design for one regulation only – you have to be flexible

Quick Poll Question #4How much do spreadsheets feature as part of your risk and data management processes?

a) No not all, using standard integration toolsb) Only used for a few datasetsc) Used widely to integrate different datasets

from different systems and departmentsd) Don't know

ChiefDataOfficer

The good thing about standards is…

The utility of data?

Feedback goes enterprise social

Data content will follow music…

…and apps will follow content.

D A T AR I S K

Summary – Data Management for Market Risk

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Brian Sentance, CEO, XenomorphBrian is CEO of Xenomorph and a member of the steering committee for the New York

Chapter of PRMIA. He is keenly involved in gathering client needs within the field of analytics

and data management in financial markets, with a particular focus on data management for

risk. Prior to joining Xenomorph in 1995, Brian headed the pricing models development team

in the equity derivatives group at JP Morgan, London. This role involved bridging the

requirements of trading, quant and software development staff to deliver new financial

products to market.

In 1993 Brian completed a PhD in interest rate risk optimization at the Centre for

Quantitative Finance, Imperial College, University of London. During this post-graduate study

he was sponsored by British Telecom Group Treasury. Prior to this, Brian was sponsored by

GEC Marconi during his M.Eng in Electronic Engineering. Brian is married with two children.

His interests include cycling, table tennis, tennis, listening to music and reading.

Recent blog posts on PRMIA events:

• Regulatory, Compliance, and Risk Data Technology Challenges – PRMIA

• Innovations in Liquidity Risk Management – PRMIA

• Risk Management in Securities Financing and Money Market Funds – PRMIA

• Risk Data Aggregation and Risk Reporting from PRMIA

• Model Risk Management from PRMIA

• Credit Risk: Default and Loss Given Default from PRMIA

Xenomorph Links

• Web: www.xenomorph.com

• Blog: www.xenomorph.com/blog/

• Case studies: www.xenomorph.com/casestudies/

• White papers: www.xenomorph.com/downloads/whitepapers/