Investment Banking Data Models
that we have created based on our experience at Credit Suisse and other Banks.
Here are some useful links :-
Data Architecture with 3 Layers
Data Architecture with 5 Layers
SOA Data Governance
Links to external Web Sites :-
Financial Products Markup Language(FpML)
Progress offering on FpML
Wikipedia on FpML
Wikipedia on Financial Instruments
Wikipedia on Futures Contracts
Wikipedia on Securities
Here are some
Subject Area Data Models
A key building-block.
Including Assets and Asset Types
Including Addresses and Contacts.
Including Addresses and Facilities.
Including Importers and Wholesalers, Producers and Speculators.
Data Mart for FX Deals
Data Mart for FX Deals
Data Model - Generic
Covers both Investment and Retail.
Data Marts Generic Framework
Deals with Financial Instruments
Deals and Financial Instruments.
Deals - FX
Shows details of FX Deals.
Deals - General
A starting-point for Deals in general.
Deals - Simple & Open-Ended
Shows a simple starting-point which is open-ended.
Enterprise Data Model
Top-Level starting-point with Subject Areas.
of Financial instruments which can be either cash instruments or derivative instruments.
Financial Instruments Data Model
for Financial instruments showing Sub-Types.
Financial Services Authority
The FSA regulates Banks and Financial Institutions.
FpML - What is it ?
Shows different Products with an Inheritance relationship.
FpML Products Data Model
Shows FpML Products as an ERD Data Model.
FX Deals Dimensional Model
Involves FX Deals.
Involves processing cross-border securities trades, keeping financial assets safe and servicing portfolios.
Glossary of Terms
Definitions of some important words, such as Derivatives and Swaps.
Life Cycle of a Deal
of the Stages in the Life Cycle of a typical Deal - Buy, Monitor, Sell.
Life Cycle of a Product
Life Cycle of a Product thru Front, Middle and Back Office
Data Feeds provided by Bloomberg or Reuters for Exchange-Traded Derivatives
Middle Office is responsible for execution of a Trade
Semantic Layer Data Model
Provides a user-friendly interface to a Database.
Involves settling Trades.
Dealers, Traders and more.
Tracking Share Transactions
Data Warehouse / Marts Models ...
Data Mart for Position and Risk Mgt
Shows Conformed Dimensions but needs work to remove P and L data
Data Warehouse (1)
Before Facilitated Workshop.
Data Warehouse (2)
After Facilitated Workshop.
Discussion with Users identified that analysis by Trader was required.
Therefore Trader replaced a Dimension. Similarly for Currencies.
Data Warehouse (3)
After all Facilitated Workshop.
This Final Version includes all the data that will meet the business requirements.
Federated Data Marts
Third-party Data Models ...
IBM Banking Data Warehouse
This is a useful reference.
Oracle Financial Srvices