1. Sofia Event Center 14-15 May 2014 Marko Tošić Consultant, Microsoft marko.tosic@microsoft.com Architecture and ALM of regulatory reporting solution for banks

9. COREP CREDIT RISK STANDARDIZED APPROACH ORIGINAL EXPOSURE(-) VALUE ADJUSTMENTS AND PROVISIONS ASSOCIATED WITH THE ORIGINAL EXPOSURE EXPOSURE NET OF VALUE ADJUSTMENTS AND PROVISIONS OF WHICH: ARISING FROM DEFAULT FUND 20120630010020030040=010-030-020 010Total Exposure $19.622.366.581,11 -$3.612.818.145,16$16.009.548.435,95 BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: 020On balance sheet exposures subject to credit risk $17.262.417.277,65 -$3.599.198.621,44$13.663.218.656,21 030Off balance sheet exposures subject to credit risk $255.831.718,77$0,00-$13.619.523,72$242.212.195,05

20. CUSTOMER DATA (identifier, sector, risk rating, residency indicator,...) FINANCIAL AGREEMENT DATA (originating date, maturity, product code, interest rates,...) AGREEMENT BALANCE (date, GL account code, currency, debit amount, credit amount,...) OWNERSHIP STRUCTURE SHARES IN OTHER COMPANIES CUSTOMER GROUPS RELATED PERSONS EXPOSURES BY CUSTOMER COLLATERALS COVERAGE PAST DUE RECEIVABLES BALANCE CHANGESGENERAL LEDGER

21. TRANSACTIONSDEBT HISTORY PAYMENT SCHEDULES INTEREST RATES CHART OF ACCOUNTS EXCHANGE RATESCURRENCIESPRODUCTS RISK RATINGSORG. UNITSCREDIT CARDS SUBSIDIARIES

23. Data extraction from DWH Data quality checks Creating analytic table Mapping data to report dimensions Aggregating data from analytic table Report consistency checks Report correction Format conversion Importing error files from regulator Report data corrections Presenting data to various audits Archivin g

25. Back end Data warehouse (Oracle DB2, …) Web application (IIS, ASP.NET MVC, Entity Framework) Front end ETL (SSIS package) Staging databas e SSIS Package BizTalk Business Rules Engine Analytic tables Reports Stored Procedures Business Rules DB Stored Procedures, ORM File (Out) File (In) BRE API Business Rules Composer (Desktop app) SWIFT interface Job control engine Workflow Excel OLAP Excel Central Bank

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