Structured finance issuance database and research for a large Japanese investment bank

The client’s structured products group was engaged in the issuance of ABS and CLO transactions across the US and European markets
The onshore analysts spent significant time sourcing and storing relevant market data in multiple Excel files. In addition, the system was prone to errors as multiple users updated the files
The client required an efficient solution for storage and mining of data
They also required support to create management reports, market wraps and investor presentations and conduct ad hoc research on structured products markets

Acuity Knowledge Partners (Acuity) put together a team of domain experts who took the handover from the onshore team and started performing the daily tasks of collecting data points, such as issuance volumes, secondary market yields and pot lists, and maintaining Excel-based databases
Once Acuity’s domain team had a solid understanding of the data structured and the required downstream use of the data, Acuity added a data engineer to the team
Acuity developed a proprietary SQL database with a .Net-based user interface, installed this system in the client network and migrated the database from Excel files to the centralised system
Acuity added functionalities, such as data sanity checks, historical comparisons and charting, and tabulating, to assist managers review data
Over time, Acuity added several new data points and asset classes into the system

Acuity helped create a scalable, efficient and quick system to maintain and mine key datasets relevant to the structured products business
Acuity’s team produced 4 daily, +14 weekly and 12 monthly reports that saved the onshore team crucial morning hours

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