Transforming a bank into a dynamic, client centric, value focused organisation is addressed here. Bank wanted to simplify its technology architecture while at the same time uplift it. As it was a SAP house most of the solution was oriented around SAP, SAP HANA. Calypso was reported into the SAP GL and onto SAP HANA for subsequent reporting, analytics and visualisation

1. Digital Transformation
using
SAP, Calypso and SAP HANA
in Capital Markets

2. HELLODavid Broderick
Director, Digital Transformation
AgoActum
David.Broderick@agoactum.com
2

3. Capital Markets
Shares, Bonds, Fixed
Income, Long Term
Investment, Managing Risk
Calypso
Cross Asset Front to back
platform for trading,
processing, risk management
and accounting
Digital Transformation
Regulations, Market changes and
interest rates are changing the whole
operation and capital cost model.
Change is now necessary
Data by Design
The bank needed a design
that worked that enabled
them to get data easily
Insights & Actions
Surface useful information
quickly, that would enable
direct actions from the insights
Risk Management
Consolidate different IT
platforms to provide one view
of the risk the bank faced to the
board to support BCBS 239
SETTING
THE
SCENE
Program
delivered at a
large, global
bank
3
Timeline
Bank needed this
functionality in 4 months to
increase client services
faster
Cloud Potential
The bank sought a solution that
could be implemented either
on premise or on-cloud
Program Governance
The bank had strict program
governance procedures that had to
be followed, no matter what
Key Points from a Digital Transformation for Risk Management
using Calypso in Capital Markets

4. Environment
at the
bank
▸Use of Calypso for trade
processing, risk management
and accounting
▸SAP in use for Enterprise
Applications
▸SAP data stored on ASE
▸Trial use of SAP HANA for
non-production evaluation
4

5. Bank’s
Actual
Experience
of
Common
Trends
▸Up-Time costs rising
▹Managing Complexity
▹Consultants
▹Business Disruptions
▹Energy and Operations
▸H/W Infrastructure costs shrinking
▹Hardware per unit of performance
▹Integration tools
▹Communications Infrastructure
▹Data Storage
▹Data Processing
5

6. Existing
Environment
6
Enterprise Applications
SAP
SAP ASE
Trade Processing and
Risk Management on
Calypso
Oracle
ExaData
EMIR
Reporting
GL ReportingSAP BW
Business
Reporting

7. TRANSFORMATION
7

8. Planned
New
Transformed
State
8 ▸One Source Risk Overview Reporting
▹Easier Compliance with BCBS 239
▸Actionable Insights from the data, fast
▹Ability to explore, visualize and game the data
▸Increased Control
▹Low level unit recording of data for full analysis
▸Ability to introduce new products faster
▹Data driven new product development
▸Reduction in technology risk
▹Using known to work technology - SAP HANA
▸Reduction in number of technologies employed
▹Elimination of Oracle Databases

9. Solution
Estate
9
Enterprise Applications
SAP
SAP ASE Cluster
Trade Processing and
Risk Management on
Calypso
SAP BW
Enhanced
Business Reporting
SAP HANA
Data Analysis
Insights and
Action Plan

10. Integration of
SAP HANA
with
Calypso
and
SAP
10
▸SAP HANA’s core strength (and reason for existence) is a
massive in-memory database
▹Calculations can be done very fast
▹Actionable insights can be surfaced in seconds
▹Data Model becomes critical
▸SAP HANA can be run
▹On Site
▹In the Cloud (Either private or public cloud)
▸SAP HANA Data Federation
▹Access to Calypso API to query data
▸SAP HANA Remote Data Synchronization
▹Reduces cost of building mobile apps to see trade data

11. New
Data
Warehouse
Built
using
SAP HANA
11
Trading
Systems
Order
Management
Systems
Finance & GL Product Data Market Data
Atomic Level Data and Results Sets
Automated Compliance Based Business Rules Processes
Data
Sources
Standard
Sourcing
External Disclosure
INTEGRATE
Data
Warehouse
VaR, Liquidity
Risk, Credit
Considerations
Decision Makers and Managers
Generate Once Store Once
Analytic Apps Reporting and Analysis

12. Transformation
Benefits
12
▸One Source Risk Reporting
▹Easier compliance with BCBS 239
▹Lower cost of report generation
▹Ability to explore risk status easier
▹Visibility of risk (and models behind them) much greater
▹Speed of risk calculations for whole bank measured in minutes
▸Cost
▹Reduced overall cost base of trading service
▹Reduced reporting costs
▹Eliminated ad-hoc report generation delays
▹Eliminated inefficient reporting for Dodd Frank
▸Technology
▹Simplified technology estate
▹Eliminated complexity and related human resources

13. 13
THANKS!
Any questions?
You can find more at
▸ www.agoactum.com
▸ David.Broderick@agoactum.com