Time-Series Master Module

A sound time-series master framework depends on accurate data management

Financial firms are under increasing pressure to provide accurate risk and regulatory reporting. As the financial and regulatory environment becomes increasingly complex, this capability is of ultimate importance to risk analysts and senior decision makers. The GoldenSource Time-Series Master Module enhances the functionality of our core EDM.

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Providing risk applications with Trade, Position, Security Reference, Price and Counterparty data

Risk Master Module Icon Poor data management is one of the most common causes of failure of risk application implementations. GoldenSource offers a complete solution to centralize and quality assure all risk-relevant data.

Market data management for market and counterparty risk

Market and counterparty risk calculations such as yield curves, FX rates, equity prices and their respective volatilities require a mammoth volume of market data. Demonstrating the quality and provenance of time series data and being able to provide a full audit trail has become a priority.

The GoldenSource Time-Series Master Module provides advanced, flexible tools for the extraction and verification of market data with full audit functionality. GoldenSource EDM has been precisely configured for all market and key figures data required in market and credit risk calculations.

Unlike tool kit solutions, our underlying data model is no-code configurable to enable users to add additional data types.

Credit limit and hierarchies management

Financial institutions typically deal with each other in a complex web of trading entities – branches, subsidiaries and special purpose vehicles. Limits and exposure need to be assigned to the correct entity. Those entities need to be linked in the credit risk management system to ensure that it aggregates to the right level and total exposure to each obligor can be ascertained.

Using the proprietary data scrubbing component, you have the ability to enable limits and hierarchies to be flexibly managed with a fully configurable workflow process.

Time-Series Master integrates with these solutions:

Centralize and optimize your market data with our Time-Series Master Module

  • Global risk managers have confidence that the data used in risk calculations is accurate, consistent, approved and fully auditable.
  • Manage all data inputs required for risk calculations – transaction, position, market and reference data, as well as issuer and counterparty data.
  • Store scrubbed, optimized results of risk calculations in a centralized form to be exported to reporting tools and applications.

Advanced mapping tools

  • Unique data integration capabilities extend to specialized financial data scrubbing and produce a golden copy on demand. This sets GoldenSource apart from generic ETL and warehouse tools which cannot match its built-in domain focus.
  • Maps transaction data within risk applications, including complex products in multiple underlying systems.
  • Data is mapped in a consistent and normalized manner from the representation in underlying systems to the format required by the risk applications. This means it can be accessed and used without having to interpret the data again based on the original source format.

Specialized consultancy services

  • GoldenSource has been specifically configured for use in risk applications.
  • It includes customization services to meet the needs of clients’ specific product range and system requirements.

Proven experience with commercial risk systems

  • GoldenSource has a 40-year track record of integrating with leading risk applications for the provision of global market, transaction and position level data. Our system is rock solid and used by global banks, stock exchanges and asset managers.