Developed data-sourcing and reporting processes that migrated LOB risk-reporting into a single group which oversaw auditing and regulatory data quality governance issues. Provided key components in the risk control production for this major money center bank, across several SAS 9.2 metadata information portals connected to Teradata, DB2, Oracle, SASPlex and SBIL enterprise repositories.
Supporting Regulatory Enterprise Credit Risk Reporting
Audited and optimize all legacy SQL-table creation code by developing a CASE-Condition DB with OCC compliant metrics, across all consumer credit products (Card, UNS, Auto, Small Business, International, MTG, and HE). Created an EG 4.3 reporting system of specific CASE-Condition and aliases that helped establish a “common coded definition” across the enterprise. These defined key metrics (outstanding balance, active/open accounts, APR-outstanding balances, and OCC indicators) were collected monthly across all consumer credit product origination and portfolio tables. Produced optimized re-writes of production SQL resulting in up to 80% reduction in runtime and spool space utilization.
Data-sourced all tables and produced dashboards for the BOD of the total risk exposure and credit utilization, reporting enterprise wide geographic concentrations. Aggregating across all LOBS with multiple SLA’s, the current monthly total outstanding exposures used standardized CASE-Conditions listed above. Created several production run libraries that migrated all processes into EG4.2 projects.
Used EM6.2 “Rule-Based Technique” to investigate drivers of impaired mortgage accounts.
Supporting portfolio credit performance trend tracking by LOB
Used credit bureau samples to define peer and total market segments of dealer based auto and specialty brokered loans. These were profile by geographic concentration risk, calculated share of business with current estimated losses and volatility adjusted losses reported at an origination and portfolios level.
Supporting Bank Risk Policies monitoring
Produced delinquency rates wedges for all enterprise credit risk policy and geographic concentration limits by tracking actual performance against portfolio target levels within domestic and international markets. Rolling historical MTD-QTD-YTD by account open date with total outstanding available, and delinquent balances with reporting delivered on a monthly SLA to all LOB management.
Supporting Bank Loan Quality and New Acquisitions
Produced monthly source analysis of new credit card acquisitions by geographic and FICO bands. Current VS Previous Month Source Dashboard providing target geography and credit risk indicators measured against a set of credit policy levels.
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