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RESI DATA WAREHOUSE

ROADMAP

ML RESI DATA WAREHOUSE


ROADMAP
DW Objectives and Drivers

Maintain a single verified “System of Record” for all data transactions


Deliver accurate,
accurate timely and consistent data across LOBs

Historical Data Record


Mandate standardized analytical data definitions across systems

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Current Data Structure

The Current Data Structure is in the following state

1. Multiple data sources storing data in various formats and to multiple unrelated standards
2. Multiple non-standardized processes to provide data to Data Customers (Manual, Automated, Undefined)
3. Multiple un-related ‘source of truth’ (Sometime Conflicting) data definitions, source locations and
organizational purposes /requirements
4. Multiple duplicated/unrelated reporting needs across various business units
5. System wide duplication of data
6. Multiple points of manual intervention/Multiple manual intervention processes
a) Reporting
b) EDI
c) Data Validation/Correction

Results – System wide Data Inconsistency


Delayed/Late Data Reports
Delays across Enterprise/Multiple Initiatives

Types of Costs
• Operational – Issues causing interruption or delay in business operations
• Time – Time dedicated by Trade desk, Surveillance, Research, and other related business away from primary
tasks.
• Resource – Resources must be pulled from other projects and/or tasks, resulting in delays elsewhere in the
enterprise
• Opportunity – Missed Opportunities (acquisition and/or execution) or non-maximized profit.
• Risk – Incorrect Risk Grading or Pricing
• Collateral – Valuation of Loan/Note place on Warehouse line
• Goodwill – Degree of confidence by 3 rd parties (Regulatory Agencies, Investor, Rating Agencies
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Current Data Structure and Data Flows
Manual Intervention
FirstAM Loan Perf.
data not always
consistent
Formats are not always
consistent with ABS
Fields
Data variances
Data changes as it
comes from , FF and
HLS (Current UPB)
Data Standards
Formats
Rounding
Time Delay
Manual Interv. due to
resource availability &
complexity of manual
intervention
Different points in time
where data was
collected
Multiple Data Flows
 FF Data goes directly
to Trade Desk
 FF Data goes to Trade
Desk Via HLS
 FF Data goes to Trade
Desk via QC
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Option 1
Federated Data Warehouse

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Master Data Management (Meta and Master Data)

• Master data (a.k.a. “reference data”) represents a company’s business vocabulary—the


business entities, terminology, definitions and classifications used to describe business
information. Master data provides the context for recording transaction data—facts
about events in the business

• The management of master (reference) data is crucial. Master Data is data about
products, customers, collateral, the organization, geography etc and any common rules
and definitions for calculated data. This focuses on managing the taxonomy of common
business definitions and descriptors.

• Master data should ideally be stored separately from transaction data to allow for
differing coding structures in disparate source systems and more easily accommodate
change in the master data (ie: recognize that master data is not static).

• When it is properly and consistently managed, master data provides a consistent


context within which business performance can be measured and monitored. It enables
management of the link between disparate definitions, aggregation hierarchies and
mappings.

• In the absence of well-managed master data, data warehouses deliver unreliable


results at the reporting stage, which reduces their credibility and value to the business.
Also, as we noted, master data management is key to the successful design and
operation of a collection of linked data stores/warehouses.

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Option 2
Central Data Warehouse

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Comparative Analysis

Pros Cons
• Centralized Master Data • Increased Efforts to manage Master Data
• Lower TCO • Need for Strong enterprise Data
• Increased LOB Flexibility Governance entity
Federated Data
• Local performance optimization
Warehouse
• Leverage existing architecture and
infrastructure

• Centralized Master Data • Higher TCO


• Simpler Design • Longer Implementation duration
Central Data • Low Entry Cost • Inflexible to change
Warehouse • Least duplication of Data • ‘Local’ vs ‘Global’ tensions. business units,
(Clean Slate each with their own ‘local’ demands. Aligning
Approach) them to corporate needs and vice versa
continues to be a key challenge

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Comparative Analysis

Federated DW - Option 1 Central DW – Option 2


SCALABILITY High Medium
FLEXIBILITY High Low

PERFORMANCE High Medium*

COMPLEXITY Medium Low


RE-USE High Low
TCO Medium High

ALIGNMENT High Low


Green means Positive Attribute

SCALABILITY: This metric pertains to the Scalability of the ML Resi DW proposed options in terms of how the DW will scale as data grows
over time
FLEXBILITY: This metric refers to the Design Flexibility in order to be able to accommodate multiple LOBs as well as overall Change
Management
PERFORMANCE: This metric refers to the overall Performance of the DW with BI, Reporting and Analytics
COMPLEXITY: This metric refers to the Complexity of the Architectural Design, Overall Complexity of Data Flows & Processes
RE-USE: This metric refers to the degree to which existing DW/Databases can be used. For e.g. re-use of FF DW data model to retro fit
into the overall ML Resi Data store
TCO: This metric refers to the Total Cost of Ownership for the ML Resi DW based on overall Software, Hardware & Service Costs
ALIGNMENT: This metric refers to the issue of Alignment between Corporate Needs (Cap Markets/Desk) vs. LOB (Origination/Servicing)
Operational needs.

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Data Segmentation
Reference Data Servicing Origination Risk/Performance
Borrower Information Payment Histories Original Credit Profile Risk Ratings (S&P,
Property Information (Credit Scores, Debt Fitch, Moody’s, etc)
Current Balances
Loan Products Offered Ratios, etc)
(Escrow, UPB, Loan Performance Data
Advances) Original Insurance
Basic Loan Data Pool Information (CUSIP
Information (MI,
- Loan Numbers (Svc, REO/Default #, etc)
Hazard, Flood, ARM
Orig and association if Management Status
Change Investor Data
applicable)
ARM Change
- Key Loan Attributes Pricing
(Documentation Type,
(Loan Type, Loan Current Credit Profile
LTV, Term, Lien Pos.)
Product, Original Loan
Amt, Term, Funding
1008/1003 Data
Date, etc)

History (Changes to
these primary
attributes)

 Collateral Risk Exposure Visibility


 Pipeline and Inventory
 Pricing Optimization (Competitive Analysis, Operational Capacity Measurements, Cost Model)
 Pricing Elasticity
 Pricing Analysis

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Servicing Data Segmentation
Subject Area
Bankruptcy
Data Points
387
Current WCC Data Points
Borrower_Info 42
Claims 187
Collections 66
Delinquency 7 Risk/Performance Data
Escrow 181
Finance 129
will contain
Foreclosure 281
HR 5 MISMO Servicing Data Sets*
Investor 216 • Investor Reporting ~100
Legal 141
Loan_Core_Data 355
• Servicing Loan Set ~600
Loan_tracking 17
Loan_Workout 342
Loss 84
Payment_Info 316
* MISMO Defines 3 Servicing Data
Payoff 86
Sets
Property_Info 171 • Investor Reporting
REO 646 • Servicing Loan Set
Repurchase_LoanSale 344 • Servicing Transfer
Risk_Management 18
Valuations 54
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Coordinated Team

Provansys SME & Data Architect (NY) Tech Lead/PM (NY)

Cap Markets Team WCC Team HLS Team FF Team


- BAs - DA - DA - BA
- ETL Developers - BAs/PM - BAs/PM - DA
- ETL Developers - ETL Developers
- ML Resources
- ML Resources - ML Resources

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Leverage WCC DW Efforts

• WCC data model for the Servicing DW


– Reuse for HLS Integration
– Reuse for Trustee integration
– Reuse for Third party integration
– Reuse DW Architecture and Infrastructure framework
– Use the WCC model as a base for RESI DW model
• Analysis of Data Requirements
– Use as baseline for HLS
– Use as baseline for Capital Markets servicing data requirements
• Implementation of ARM Administration Data Mart
– Reuse Data Model for HLS
• Meta Data Dictionary
– Single Meta Data dictionary across RESI DW

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Work Streams and Deliverables
Implementation Stage Time Line SEP OCT NOV DEC JAN
RESI DW Initial Analysis 3 Weeks
HLS Integration 3 Months
WCC Implementation 3 Months
Capital Markets Implementation 3 Months
FF Analysis 2 Months

Analysis Phase

• Master Data Set Definition (Reference Data Points)


• Workflow Rules, Validation and Change Propagation Specification
• Gap Analysis of FF, HLS, WCC and External Data sources
• Data Flow streams – Clearly defining the data flow both from external sources into the
RESI DW as well as within the DW.
• Road map for Data Governance in the RESI DW space.

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Q4 Workstreams and Deliverables contd.
• Capital Markets
– DW Logical Schema for Enterprise Performance Data Set
– Core Loan Data Model + Risk/Perf Data Model
– MISMO Compliant Enterprise Performance Data Set
– Data Integration of Critical Performance Data Set (FF/HLS/WCC)
– External Data Sources Integration (Market Data/Trustee Data/LP First AM/outside Servicers)

• HLS / WCC
– Extend WCC Data model to integrate HLS Data
– Analysis of HLS Data Sources and WCC Integration Plan
– HLS Data Integration of Core Loan Performance Data (Fidelity/DAISY/MS Access )
– Servicing Data Mart for primary loan servicing data set
– WCC Physical Schema Implementation as designed in Phase1
– WCC Prioritized ETL implementation as specified in Phase 1 (Not all ETL implementation will be complete in Q4 07)
– WCC Prioritize and Implement Data Marts as specified in Phase 1 (Not all Data Marts will be implemented in Q4 07)

• FF
– Current state Gap analysis (Integration of FF into Resi DW)
– Requirements Analysis

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Capital Markets
Objectives
• Analyze the entire enterprise performance data set,
• Consolidate data from HLS, WCC and Trustees
• Identify Trends and Predict Performance of Loan Portfolio including pre-payment models..
• Enhanced consolidated view of loan performance across all servicers and trustees.
• Early warning indicators
• Timely and accurate availability of data

Phase 1- MISMO Compliance, Rules Framework, Schema Design and Addition of Critical Performance data fields
• Gap Analysis of the Current State
• Master Data Set MISMO Compliance of the entire enterprise performance data set
• DW Logical Schema for the entire enterprise performance data set
• Analysis of the basic loan level validation for the Critical performance data fields
• Data Quality Rules Framework Design & Implementation
• Data integration of the Critical Performance Dataset for FF/HLS, WCC, TRUSTEE
• Migration of the existing data into the new schema
• Enhancement for UI & Reports/Model (to be performed by ML resources)
• QA/QC of the Rules Framework, loan level rules, data integration, enhancements, migration, enhancements (ML Resources)

Phase 2 –Addition of the remaining Enterprise Performance Data set

• Analysis of the basic loan level validation for the remaining components of the entire enterprise performance data set
• Implement data quality rules for the remaining components of the entire enterprise performance data set
• Rules & Exception Framework Enhancements
• Data integration of remaining Enterprise Performance data set for FF/HLS, WCC, TRUSTEE, LMS, CAS, etc
• Migration (if any)
• DW Model Optimization
• Enhancement - UI & Reports/Model (if any) (ML Resources)
• QA/QC of the Rules Framework enhancement, loan level rules, data integration, migration due to the addition of the remaining fields (ML Resources)

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Capital Markets – Implementation, Resources
& Budget
Implementation Stages & High Level Timelines - Phase 1

Implementation Stage Time Line W0 W4 W8 W12

User requirements Analysis 8 Weeks


DB Modeling 8 Weeks
Physical Design. 6 Weeks
Technical Infrastructure 12 Weeks
Data Staging & Data Transfer 10 Weeks
Development
BI development 10 Weeks
Budget

Budget Item Resources Budget

Phase 1* 1 Lead Data Architect


Calendar Duration 16 Weeks 1 Technical Lead/PM
1 Business Analyst
3 ETL Developers (2.5 Months)
1 BI Developer (Leverage Cognos or MicroStrategy)

Phase 2* 1 Data Architect


Calendar Duration 20 Weeks 1 Technical Lead/PM
1 Business Analyst
2 ETL Developers

Note: As there are some unknowns for the phase 2, in the mid or end of phase 1 the timelines and efforts for the phase 2 will be
reviewed, which could revise the above budget.
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HLS/WCC Integration
Objectives
• Integrated view of both servicing businesses
• Combine & Enhance Management/Investor reporting
• Single data warehouse and reporting platform
• Increase technology ROI by utilizing WCC architecture and infrastructure

Phase 1 – Analysis of HLS integration into WCC DW and initial core loan data implementation
• Modifications to WCC data model to fit HLS Data
• Analyze HLS data sources and provide integration solution plan
• Create HLS Operational Data Store logical model
• Analyze all data sources and create ETL strategy
• Integrate Core Loan Performance Data from Fidelity/DAISY & Multiple MS Access Databases
• MISMO compliant data transfer model (Will be reused to provide data to Capital Markets)
• Data mart for primary loan servicing data set (~100-150 data points), e.g. UPB, next due date, delinquency data,
collateral attributes, borrower attributes, investor attributes etc.

Phase 2+ – Implement Integration of all data sources


• Complete HLS Data integration into DW.
• Implement ETL for all data sources and subject areas
• Implement ETL for all Data Marts identified

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HLS/WCC Integration
Implementation Stages & High Level Timelines - Phase 1 (Duration 12 weeks)

Implementation Stage Time Line W0 W4 W8 W12

User requirements Analysis 8 Weeks


DB Modeling 6 Weeks
Technical Infrastructure 6 Weeks
Physical Design. 6 Weeks
Data Staging & MISMO Data 8 Weeks
Transfer Development
Data Mart Development 8 Weeks

Budget

Budget Item Resources Budget

Phase 1 1 Data Architect


Calendar Duration 16 Weeks 1 Technical Lead
1 Business Analyst/PM
2 ETL Developers (2.5 Months)

Phase 2 1 Data Architect


Calendar Duration 24 Weeks 1 Program Manager
1 Business Analyst
2 ETL Developers

Note: As there are some unknowns for the phase 2, in the mid or end of phase 1 the timelines and efforts for the phase 2 will be
reviewed, which could revise the above budget.

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WCC DW Phase 2
Objectives
- Complete implementation of DW specifications created in Phase 1

Deliverables
- Physical Schema implementation as designed in Phase 1
- ETL implementation as specified in Phase1
- Full DW implementation
- DW model enhancements as necessary

Implementation Stage Time Line W0 W8 W16 W24

Data Mart Requirement Analysis and 16 Weeks


Design

ETL Implementation 16 Weeks

Physical Design and Implementation 18 Weeks

Resources Budget

1 Data Architect
1 Business Analyst/PM
3 ETL Developers (Assumes 1 ML Resource)

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Origination (FF & Nationpoint) Objectives &
Phases
Objectives
Integrate Origination Data points into Resi DW
• Revenue and sales growth
• Performance of new products
• Cost and profitability analysis
• Pricing and price sensitivity
• Productivity, performance and turn times of employees
• Relationship analysis with correspondents, channels, brokers and investors
• Investor and Broker commitment variance
• Pipelines, fallouts and expected production
• Pipeline history and trending
• Risk and hedging analysis
• Portfolio quality analysis
• Loan conditions and resolution effort

Initial Tasks
• Current state Gap analysis (Integration between FF & Nationpoint)
• Requirements Analysis
• Feeds and Reporting Requirements
• Logical Data Modeling

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Origination (FF & Nationpoint)

Deliverables
- Gap Analysis of current FF DW
- Integration plan with Nation-point
- Source System and Data requirements/availability Analysis
- OTHERS (TBD After GAP Analysis)

Implementation Stage Time Line W0 W4 W8

Current State Analysis 4 Weeks


Gap Analysis of FF DW 4 Weeks
Source System Analysis 6 Weeks
Data Integration Strategy and 6 Weeks
Plan

Logical Data Models TBD


Resources Budget

1 Data Architect (Same as Lead Data Architect)


1 Business/Data Analyst

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The Provansys Advantage
• Single Team Approach
– Single Lead Data Architect for all work streams
– Leverage resources across LOBs – Reduces cost
– Knowledge sharing and common technical approach
– Analysis with larger picture in mind
• Reuse components and Data Structures across WCC, HLS and Capital Markets
– MISMO Data Transfer Model (HLS, WCC, Trustee Data)
– Data Quality Framework
– Data Marts Across LOBs
• Leverage knowledge gained at WCC to expedite analysis
– Assign resources with WCC knowledge
– Leverage Analysis performed within Capital Markets earlier in the year
– Reuse methodology and documentation standards
• Significant Relevant Industry Experience
– Provansys derives significant amount of Revenues from Capital Markets, Mortgage & Retail Banks.
– Experience working with majority of Wall Street Banks as well as Traditional Banks (Lehman Brothers,
Wachovia Securities, Credit Suisse, Deutsche Bank, Washington Mutual, Impac etc)
– Relevant experience in building DW and Business Intelligence Solutions for Mortgage Banking & Capital
Markets Clients including Lehman Brothers, Key Bank & Wachovia Securities

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