Counterparty Risk Reporting Warehouse Solution

Project Overview

The Counterparty Risk Reporting Warehouse was a comprehensive enterprise data warehousing solution designed to support counterparty and country risk management across the organization. This complex project involved building a full-stack data warehouse using SQL Server, implementing sophisticated ETL pipelines with SSIS, and developing advanced reporting capabilities with MicroStrategy. The solution included extensive business logic for risk pattern segregation and comprehensive data quality assessments.

Key Achievements

• Led development team of 5 developers for comprehensive counterparty risk warehouse
• Implemented full-stack solution with ETL pipelines, staging region, and formal data warehouse
• Developed snowflake schema for optimal data warehouse performance
• Created MicroStrategy schema and semantic model using complex functionality
• Learned MicroStrategy specifically for this solution implementation
• Expanded solution to include country risk reporting capabilities
• Implemented data quality assessments using stored procedures and business logic
• Developed extensive business logic for risk pattern segregation and processing
• Built comprehensive ETL pipelines with sophisticated data transformation
• Developed real-time dashboards for presenting live risk data and analytics
• Delivered enterprise-scale counterparty and country risk reporting solution

Technical Architecture

Core Components

1. SQL Server Data Warehouse

   • Formal data warehouse using snowflake schema design
   • Optimized for counterparty and country risk analytics
   • High-performance data storage and query capabilities
   • Scalable architecture for enterprise-wide reporting

2. ETL Pipeline Development

   • Comprehensive SSIS packages for data extraction and transformation
   • Staging region for data processing and validation
   • Complex business logic for risk pattern segregation
   • Automated data loading and scheduling processes

3. MicroStrategy Implementation

   • Complex schema and semantic model development
   • Advanced MicroStrategy functionality implementation
   • Interactive reporting and data visualization
   • Real-time dashboard development for live risk data
   • Automated report scheduling and distribution

4. Data Quality & Business Logic

   • Stored procedures for data quality assessments
   • Extensive business logic for risk pattern processing
   • Data validation and cleansing processes
   • Risk segregation and pattern analysis

Business Impact

• Risk Management: Comprehensive counterparty and country risk reporting
• Data Quality: Enhanced data accuracy through quality assessments and validation
• Operational Efficiency: Streamlined risk reporting processes and reduced manual effort
• Business Intelligence: Advanced analytics and reporting capabilities
• Compliance: Improved regulatory compliance through systematic risk reporting
• Decision Support: Enhanced visibility into counterparty and country risk exposure

Implementation Results

Before Warehouse Solution

• Limited counterparty risk reporting capabilities
• Manual risk assessment and reporting processes
• Scattered risk data across multiple systems
• Limited country risk reporting functionality
• Inconsistent data quality and validation

After Warehouse Solution

• Comprehensive counterparty and country risk reporting platform
• Automated risk assessment and reporting processes
• Centralized risk data warehouse with unified reporting
• Advanced country risk reporting capabilities
• Standardized data quality and validation processes

Technology Stack

• SQL Server: Primary data warehouse database platform
• SSIS: ETL development and data integration
• MicroStrategy: Business intelligence and reporting platform
• Stored Procedures: Data quality assessments and business logic
• Data Warehousing: Snowflake schema design and implementation

Key Features

Data Warehouse Architecture

• Snowflake schema design for optimal query performance
• Staging region for data processing and validation
• Formal data warehouse with enterprise-grade architecture
• Scalable solution for counterparty and country risk reporting

ETL Pipeline Development

• Comprehensive SSIS packages for data extraction and transformation
• Complex business logic for risk pattern segregation
• Automated data loading and scheduling processes
• Data quality validation and cleansing procedures

MicroStrategy Implementation

• Complex schema development for unified data access
• Semantic model with advanced MicroStrategy functionality
• Interactive reporting and data visualization
• Real-time dashboards for live risk data presentation
• Automated report scheduling and distribution

Risk Analytics

• Counterparty risk reporting with comprehensive analytics
• Country risk reporting for geographic risk assessment
• Risk pattern segregation and analysis
• Data quality assessments for risk data validation