Tm tt cuc hp

1. Kamakura review (In slides)

2. Technical terms
Review about KRM Data
- Standard Report Packs (Using Excel, template tree diagram)
- Use only 1 Database for risk analysis
- Focus: ETL (Extract, transform, load), Reporting, Risk Analysis
- Strengths: Transparency, Flexible
ALM: Asset Liability Management
- Using only 1 Database
- Focus: Balance Sheet analysis, cash flow projection (100% accurate the key of analysis) =>
Risk management
+ Example: Record pre-payment/ Payment type in accounting Auto recording when next
payment date is on holidays (Vietnamese Calendar is available)
- Excel reports/ Model: can see overview or all transactions in details (Include reports to
Central bank with the right template)
- Stress-test (> 500 scenarios): Unlimited, link with all factors (micros and macros) => Flexible,
users can add more factors if they want.
- Customer behavior analysis => Risk control
FTP: Funds transfer pricing
- The system has 14 demo models (simple to very complex)
- Control risk by hedging (use call/put options or other derivatives)
- All stress-test/ sensitive analysis can be done in the same system, at the same place from 1
database, only one dictionary.
3. Why Kamakura
- No vender risk
- Experienced and stable team, low turnover
- Their system is easy to use
- Their products work in VN Market. EX: Techcombank (2013)
4. Vietcombank + Q&A
VCB
- In process of changing their system (Core-banking/ multi-sources of Data) (Plan to complete
in 2019)
Q&A
- Explain about No hard-coding => Users can make change to the systems, Its flexible.
- VCB can customize the system with Kamakuras help? Yes
- When VCB require to add further Database, Kamakura will support even though the project
finished? Yes. EX: Techcombank, still support until now.
- VCB is in the process of changing system, Have Kamakura ever had any experience about
run ALM/FTP project in the same conditions? Yes, example: World Bank
- The system is flexible. So how VCB can manage their users?
It has second system to administrate and control security, this system will classify users to 2
kinds: Bad/good users through their actions
Bad users still can create their own models but there is no impact on the systems.
- Why Kamakura choose CMC as a local partner.
Working from last 6 months in The VPBank Project.