bcbs risk data aggregation 239 infographic

Risk data aggregation: P3 - P6

Risk reporting: P7 - 11

Governance and infrastructure: P1, P2

on theriskreportingprinciplesthan they

generally assignedthemselveshigherratings

did onriskdataaggregationprinciples

[BIS progress report: Dec 2013]

Only

6%GSIBs can provide firm wide reports on risk profile intraday

[EY: Oct 2014]

BIS report Dec 2013:principles with lowest reported complianceP2 - Data architecture /

IT infrastructureP6 - AdaptabilityP3 - Accuracy / integrity

Bank principles for BCBS 239 are built around:

Profiling Bank Risk DNA

Banks profits penalised by up to 10%

as a result of poor data[Oliver Wyman: Sep 2014]

Risk data profiling: How well do bankers understand their

risk data universe

Moderate

Quite complete

Verybad

Not sure

40%

12%

[Markit survey: Nov 2014]

36%

12%

25% Not at all

58% Yes, partially

17% Yes, fully

Data lineage: who touched what when where

Bank’s confidence in ability to track data charges

[Markit survey: Nov 2014]

BCBS 239 AT A GLANCE

Illustration: Mark S

amb

rook

To download the full report visit www.markit.com/BCBS239