Banking & Capital Markets · Illustrative engagement
Evidencing BCBS 239 through end-to-end lineage
Supervisory findings on risk data aggregation were closed by tracing 240 critical data elements from source to the liquidity and credit risk reports.
- Client
- A systemically important European bank
- Region
- Europe
- Disciplines
- Data Governance, Data Quality, Data Catalogue & Metadata
The situation
Following an on-site inspection, the bank's supervisor raised findings on its ability to evidence the accuracy and completeness of risk data aggregation under BCBS 239 principles 3 to 6.
Lineage existed in fragments — some ETL documentation, a partially configured catalogue and analyst knowledge — but nothing that could be shown to an inspector end to end.
Our approach
- Agreed 240 critical data elements with risk reporting owners, prioritised by materiality to the liquidity coverage ratio and credit risk RWA reports.
- Combined automated harvesting from the warehouse and BI layer with stitched lineage for mainframe sources, validated in walkthroughs with data owners.
- Linked each critical data element to its quality rules, controls and owner in the catalogue, producing an evidence pack per report.
- Established a monthly lineage attestation by owners, reported to the risk data council.
Results
end-to-end lineage coverage for in-scope risk reports
supervisory findings closed at the follow-up review
faster impact analysis for proposed source system changes
More case studies
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Case studies describe representative engagements. Client names, figures and identifying details are anonymised.
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