Industry Models And Assets Lab

BDW physical Model

Scoping the Model

July 2007

2005 IBM Corporation

Industry Models And Assets Lab

What should the Warehouse contain? - Approach 1. Stand-alone Scoping.

04 BDW Physical Model | Isbank

2005 IBM Corporation

Industry Models And Assets Lab

What should the Warehouse contain? - Approach 2. FSDM Scoping

04 BDW Physical Model | Isbank

2005 IBM Corporation

Industry Models And Assets Lab

What should the Warehouse contain? - Approach 3. BST Scoping via FSDM

04 BDW Physical Model | Isbank

2005 IBM Corporation

Industry Models And Assets Lab

What should the Warehouse contain? - Approach 4. AST Scoping

04 BDW Physical Model | Isbank

2005 IBM Corporation

Industry Models And Assets Lab

What should the Warehouse contain? - Approach 5. BST Scoping

04 BDW Physical Model | Isbank

2005 IBM Corporation

Industry Models And Assets Lab

BDW Physical Model

History In The BDWM

July 2007

2005 IBM Corporation

Industry Models And Assets Lab

History In The BDWM

One of the principle functions of a data warehouse is the storage of historical facts. For example:
The balance on an account at a given point in time Transaction Details What was the Total Income from a Product for a given month? The complete list of Relationship Managers dealing with a Customer over time The variances in prices of Financial Instruments Rate fluctuations

BDW implementation experience has shown that several different forms of structure are required to store different types of history:
- Invariant facts - Snapshot History - Periodic History - Fixed periods - Ad Hoc periods
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- Episodic History - Continuous Relationship History - Continuous Value History

2005 IBM Corporation

Industry Models And Assets Lab

History In The BDWM Invariant Facts

In a warehouse, some values will not be subject to change. For example: A Customers Date Of Birth The initial amount deposited for a savings account There will also be values for which a change has no business significance for the Financial Institution E.g. not interested in tracking marital status
Name Sex Date Of Birth Marital Status Smith, John Male 20 March 1956 Separated

Judgement required as to "business significance in the context of given scope.

For the types of value above, there is no need to track any history. (Assuming that if an error occurs, then there is no need to track the original wrong value)
For such values, the BDWM usually records the current value and the date on which it was assigned (where appropriate), directly on the entity concerned. This enables a quick and easy lookup of the values.

04 BDW Physical Model | Isbank

2005 IBM Corporation

Industry Models And Assets Lab

History In The BDWM Snapshots

Some entities will require that certain values be captured at material points in time. For example:
When a change in a Financial Instrument price occurs When a change in general market conditions occurs

For such cases, the BDWM uses Snapshot tables Values in a Snapshot table are taken at a given point-intime and relate only to that point-in-time

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04 BDW Physical Model | Isbank

2005 IBM Corporation

Industry Models And Assets Lab

History In The BDWM Periodic History

Some entities will require that values be captured that relate to a period. For example:
Opening and Closing values for the period Statistical values (averages, maximums, minimums, ) Aggregations (totals, counts, )
.
Results Financial Financial Results Financial Results

1993 1994 -94 1995 -95 -96

The period may be fixed i.e. a specific month, quarter or year

The BDWM uses Summary Tables for such values Keyed on MEASUREMENT PERIOD.

The period may be ad hoc i.e. between any two relevant dates
The BDWM uses Profile Tables for such values

Keyed on an Effective Date and End Date pair

The Date pair may span past, present or future periods

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04 BDW Physical Model | Isbank

2005 IBM Corporation

Industry Models And Assets Lab

History In The BDWM Episodic History

1 3 1 0 4 1 1 1 8 2 5 5 1 2 1 9 2 6 6 1 3 2 0 2 7 7 1 4 2 1 2 8 8 1 5 2 2 2 9 2 9 1 6 2 3 3 0

Some entities are intrinsically historical

In the BDWM, such entities are stored as Event and its subtypes. For example:
Transaction
Communication

1 7 2 4 3 1

These are recorded in the warehouse in a completed non-volatile state i.e. once the Event occurs, the details of it can not change.

No need to track changes, as changes cannot occur

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04 BDW Physical Model | Isbank

2005 IBM Corporation

Industry Models And Assets Lab

History In The BDWM Continuous Relationships

Variations in relationships holding between different concept instances will vary over time. For example:
Relationships between Involved Parties Relationships between Involved Parties and Arrangements Relationships between Arrangements and Resource Items Relationships between Arrangements and Classifications

In the BDWM, such relationships are held in Associative entities. These are principally keyed on:
The two relevant concepts The Type of the relationship An Effective Date / End Date pair

By convention, a NULL End Date implies a current relationship Gives full historical tracking of relationships

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04 BDW Physical Model | Isbank

2005 IBM Corporation

Industry Models And Assets Lab

History In The BDWM Continuous Values

Certain entities in the BDWM require that significant related numerical values are tracked fully over time General approach is to use the generic Accounting Unit structures
Accounting Unit defines the semantics of the number Accounting Unit Balance records (historical) variations of the number

For certain entities, a specific value is so commonly required and subject to change that specific attributive History tables have been provided. For example:
The worth of a Resource Item The values of a Rate Quotes for Financial Instruments

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04 BDW Physical Model | Isbank

2005 IBM Corporation

Industry Models And Assets Lab

History In The BDWM

Different types of data have different historical storage requirements e.g.
Values at a point in time Values relating to a period Changes in relationships over time

For each different type of data, the BDWM provides appropriate data structures to record the relevant type of history The sets of attributes provided can be customized to suit the exact needs of the Financial Institution

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04 BDW Physical Model | Isbank

2005 IBM Corporation

Industry Models And Assets Lab

BDW Physical Model

Logical / Physical

July 2007

2005 IBM Corporation

Industry Models And Assets Lab

Logical / Physical Entities

Involved Party
Involved Party Id Population Date (FK) Population Time (FK) Source System Id (FK) Unique Id In Source System (FK) Involved Party Type Id (FK) Primary Relationship Type Id (FK) Customer Life Cycle Status Type Id (FK) Customer Life Cycle Status Effective Date Financial Legal Status Id (FK) Financial Legal Status Effective Date Legal Competency Status Id (FK) Legal Competency Status Effective Date Involved Party Credit Risk Rating Id (FK) Involved Party Credit Risk Rating Date Involved Party Risk Exposure Type Id (FK) Involved Party Risk Exposure Effective Date Probability Of Default Category Id (FK) Probability Of Default Category Effective Date Operational Risk Approach Type Id (FK) Operational Risk Approach Type Effective Date Market Risk Approach Type Id (FK) Market Risk Approach Type Effective Date Counterparty Credit Risk Approach Type (FK) Counterparty Credit Rsk Approach Effective Date Involved Party Skill Type Id (FK) Involved Party Name Financial Institution Flag Financial Institution Investor Flag Relationships Incomplete Flag Basic Data Incomplete Flag Address Incomplete Flag Advertising Flag Suspect Monitor Status Id (FK) Suspect Monitor Status Date Previous Refusal Flag Unconsolidated Regulatory Capital Coverage Flag Blacklist Flag Fiscal Year Start Date Fiscal Year End Date Effective Date End Date Description

IP
IP_ID: INTEGER IP_TP_ID: SMALLINT PRIM_RLN_TP_ID: SMALLINT CST_LCS_TP_ID: SMALLINT CST_LCS_TP_EFF_DT: DATE FNC_LGL_ST_ID: SMALLINT FNC_LGL_ST_EFF_DT: DATE LGL_CMPNC_ST_ID: SMALLINT LGLCMPNC_ST_EFF_DT: DATE IP_CR_RSK_RTG_ID: SMALLINT IP_CR_RSK_RTG_DT: DATE IP_RSK_ESR_TP_ID: SMALLINT IP_RSK_ESR_EFF_DT: DATE PDFT_CGY_ID: SMALLINT PDFT_CGY_EFF_DT: DATE ORSK_APRC_TP_ID: SMALLINT OPSKAPRC_TP_EFF_DT: DATE MKT_RSK_APRC_TP_ID: SMALLINT MKTRSKAPRCTP_EFFDT: DATE CNTPR_CR_RISK_APRC_TP_ID: SMALLINT CNTPR_CR_RSK_APRC_EFF_DT: DATE IP_SKL_TP_ID: SMALLINT NM: CHAR(64) FI_F: SMALLINT FI_IVSR_F: SMALLINT RLTNP_INCOM_F: SMALLINT BSC_DATA_INCOM_F: SMALLINT ADR_INCOM_F: SMALLINT ADVG_F: SMALLINT SSP_MON_ST_ID: SMALLINT SSP_MON_ST_DT: DATE PREV_RFS_F: SMALLINT UCNSLD_RCPTL_CVR_F: SMALLINT BLIST_F: SMALLINT FSC_YR_STRT_DT: DATE FSC_YR_END_DT: DATE EFF_DT: DATE END_DT: DATE DSC: VARCHAR(256)

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2005 IBM Corporation

Industry Models And Assets Lab

Logical / Physical Attributes

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2005 IBM Corporation

Industry Models And Assets Lab

BDW Model

Subject Area

July 2007

2005 IBM Corporation

Industry Models And Assets Lab

Subject Areas

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04 BDW Physical Model | Isbank

2005 IBM Corporation

Industry Models And Assets Lab

BDW Model

Erwin Walkthru

July 2007

2005 IBM Corporation

Industry Models And Assets Lab

9 Major Subject Areas

01. Involved Party, Location 02. Product, Condition 03. Arrangement, Accounting Unit 04. Event 05. Resource Item 06. Classification Family 07. Associative Relationships 08. Summary And Profile Area 09. Analysis Area

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2005 IBM Corporation