EDM Data Modelling in Finance

  • Huge changes are occurring in banking and investments.  New systems need building and old ones need updating.
  • Effective data designs are the core of robust systems and data repositories.
  • We believe that people with a fundamental grasp of data and business are best placed to deliver high quality designs.  
  • Our data modelling course provides extensive business knowledge and proven data design methods.

Data Modelling in Finance is a 3 day training course that will…

  • Explain and contrast relational and dimensional models
  • Describe general design patterns that are essential to any system (lineage, hierarchies etc.)
  • Describe data designs for Master and Transactional data using real business scenarios
  • Describe the extension of core designs to a wide variety of derivative structures
  • Enable you to deal effectively with end users

Course Overview


Entity Relationship Modelling

  • Entities
  • Relationships
  • Domains
  • Attributes
  • Business Uniqueness
  • Types of join operators
  • Relational schema design pros and cons

Dimensional Modelling

  • Choosing the business subject area
  • Selecting the grain
  • Facts
  • Additive, semi-additive and non-additive measures
  • Dimensions
  • Keys and Star Joins
  • Slowly changing dimensions
  • Time dimensions
  • Bridge Tables for M:N and Recursive joins
  • Star Schema design pros and cons

Transforming relational to dimensional structures

  • Identifying source data for facts and dimensions
  • Regular transformations
  • Irregular transformations – dealing with exceptions (e.g. cancellations)

General Business Patterns

  • Hierarchies
  • Aliases
  • Domains
  • Business effectiveness dates
  • System effectiveness dates
  • As-of, As-at date scenarios
  • Generic patterns, pros and cons
  • Look through, drill through techniques

Quality and completeness

  • Checklists for Models
  • Walkthroughs and Peer review processes
  • Getting ‘real’ End-User approval, sign-off and commitment

This course is for: 

Data analysts, modellers, business and systems analysts, business intelligence specialists, project managers and business users needing greater depth of understanding of data designs.


For info and to book

Tanya.Hubbard@edmworks.com +44(0)203 3973461

Instruments

  • Equity; ordinary, preference, Depository receipts, CFD’s
  • Fixed Income; Government Bonds, Corporates and Convertibles
  • Cash and Money Market
  • Options and Futures
  • Swaps, vanilla, interest rate and credit default
  • Identifiers and aliases for Issue and Market level securities (ISIN/SEDOL/RIC etc.)

People, Organisations and Entity Data

  • Investment Clients; Retail, Institutional and Related Parties
  • Shareholders and Unit holders
  • Intermediaries and distributors
  • Regulatory Authorities
  • Issuers, Guarantors and hierarchies
  • Counterparties and Trading Legal Entities
  • Identifiers and aliases for Legal Entities (LEI, BIC etc.)

Key Reference Data:

  • Time and time zones
  • Industrial sectors and hierarchies
  • Credit Ratings
  • Geographic Regions

Funds and Investment Structures

  • Unitised investment structures (Funds, UCITS, SICAVs, Mutual Funds, Hedge Funds etc.)
  • Share classes and Tranches
  • Segregated accounts
  • Multi manager, Fund of Funds

Transaction types and structures

  • Trades
  • Cash
  • Derivatives and swaps
  • Cancellations, reversals, backdated transactions
  • Transaction aggregation and transformation to facts.

Valuations and Positions

  • Current Positions
  • Point-in-time valued holdings
  • Accruals; Posted and Calculated ‘on the fly’
  • Dealing with backdated positions (As-of/As-at)
  • Fund of Funds and ‘look-through’ valuations.
  • Position aggregation and transformation to facts.