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

  • 18+

    crucial morning hours saved every week

  • 40%

    reduction in turnaround time

  • 2x

    increase in coverage of transaction data

  • 30%

    more ad hoc research reports due to increased bandwidth


CLIENT CHALLENGES
  • 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
OUR APPROACH
  • 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
IMPACT DELIVERED
  • 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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What we have done

Pre-issuance deal structuring support to an institutional investment bank
What we are proud of

35%

reduction in cost of complacency

100%

timelines achieved