Leading Global Bank Transforms Risk-based Forecasting

About The Customer

A leading global investment bank with net worth of $70B

For more than three centuries, this multinational bank has been a trusted name in global financial services, serving millions of customers and businesses across 40+ countries. Headquartered in the UK, the company operates across retail, corporate and investment banking, as well as wealth and risk management.

Challenges

Limited insights and difficulty assessing cross-asset risk hindered trading decisions

The investment banking division of this global financial institution struggled to monitor and manage daily risk exposure due to the sheer volume and complexity of its data.

Lack of consolidated view: Over a billion risk points were generated each day across multiple asset classes, making it difficult to quickly aggregate and analyze data.

Difficulty to assess cross-asset trends: Analysts could not easily see how risk in one asset class impacted others.

Difficulty analyzing detailed transactions: Teams lacked the ability to drill down into individual trades, limiting granular risk visibility.

Slow reporting cycles: Delays in daily risk summaries affected timely decision-making.

Business Goals

Real-time, consolidated risk visibility across transactions

The investment banking division aimed to modernize its risk analytics to provide a unified, accurate and timely view of its daily exposures. Strategic goals included:

Unify enterprise risk data to establish a single, consolidated view of exposure across all asset classes.

Enable cross-asset correlation to uncover interdependencies between markets and anticipate emerging risk trends.

Insights into every single transaction for all portfolios they managed

Accelerate risk intelligence delivery for proactive and well-informed decisions.

How Kyvos Helped

Transforming risk analytics with a high-performance semantic layer

Kyvos built a semantic layer directly on their on-premise data lake, enabling instant, transaction-level access across multiple asset classes.

Unified, scalable financial insights: Consolidated foreign exchange, equities, fixed income and other products into a single semantic model, scaling from 20 to 160 days of data and processing 500B transactions.

Near real-time, drill-down analytics: Delivered instant access to individual trades and transaction-level data, helping analysts uncover exposures and correlations across assets.

Seamless connectivity with BI tools: Enabled analysts to work within familiar interfaces like Tableau, Excel, Spotfire and internal applications through Kyvos’ built-in connectors and APIs.

Secure, governed access: Integrated seamlessly with existing LDAP and Kerberos protocols to enforce enterprise-grade security and compliance.