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The Analytical Framework

The Analytical Framework is a single platform for data management, valuation, forecasting, hedging, and reporting. All QRM engagements leverage this single, comprehensive application, to deliver true, enterprise-wide integration to our clients.

As QRM and clients work together to create best practice risk management processes and models, improvements to the Analytical Framework keep pace. Leveraging our ongoing consulting across a wide client base, QRM applies monthly Framework updates based upon process improvements or client requests. In addition, major upgrades to the Framework are released yearly, incorporating enhancements and extensions generated within each of our Practices. In the end, QRM's advice and guidance is enhanced by technology, not limited by it.

Easy Deployment and Extensible Architecture
The Analytical Framework is built upon the Microsoft Windows platform using an n-tier domain-based client-server architecture. This industry-leading architecture provides great flexibility with respect to the ability to leverage future technological developments.

The Framework utilizes Microsoft SQL Server™ as its primary data store. Capable of accommodating large amounts of data, Microsoft SQL Server™ is a powerful, industry-standard application. Automated Database Administration tools ensure that clients who are unfamiliar with Microsoft SQL Server™ are easily able to administer their risk models without the need for dedicated, full-time Database Administrators.

Integrated Extraction, Transformation, and Load Tool for Data Integration
As QRM recognizes that data integration and transformation can often be one of the most difficult and costly aspects of developing a comprehensive risk practice, we have equipped the Analytical Framework with state-of-the-art data integration tools. Utilizing Extract, Transform and Load (ETL) technology, the Analytical Framework is easily configured to integrate data from virtually any sub-system. QRM's consultants leverage these powerful data integration tools to enable our clients to quickly access the knowledge needed to manage a complex risk process that spans the entire enterprise. Client-defined filtering rules, as well as system-level filtering rules and exception reporting, ensure that data integrity is maintained throughout every step of the client's process.

Built-in Distributed Processing and Load-balancing for Scalability
The Analytical Framework includes built-in load-balancing, prioritization, and distributed processing, allowing clients to easily scale the hardware environment to their needs. This eliminates the need for clients to purchase expensive grid technology. Capable of processing a single job on hundreds of CPUs, the Analytical Framework is built to process even the most demanding analytical routines quickly and efficiently. As the client's risk practice grows more sophisticated throughout the engagement, additional hardware can easily beadded to ensure processing run-time does not discourage model precision. Job prioritization is built into the Analytical Framework, allowing jobs that require immediate turn-around to utilize all CPU resources available, without cancelling other jobs simultaneously.

Multiple Reporting Technologies for Completely Customizable Reports
Several methods for reporting are available and clients work with QRM consultants to configure and customize each method to their risk management needs. Reporting technologies include Online Analytical Processing (OLAP) reports and Microsoft Reporting Services™. QRM clients are able to drill down to transaction-level information to view individual loan-level computations or to construct sophisticated dashboard reports that summarize information from various types of analysis.

The Analytical Framework also enables dashboard reporting creation that allows the client to drag and drop report parts from a library of hundreds of pre-defined components, including tables, charts, and Key Performance Indicators (KPIs).

With the Automated Delivery feature, clients are able to select specific reports to receive on either a defined time schedule, or whenever a specific event occurs, such as when a cycle completes. Reports can be generated and posted to a network file share, a File Transfer Protocol server, a web server, or sent via email or directly to the client's printer. Cycle status reports can be configured to notify key personnel via cell phone or email if a cycle completes unsuccessfully, allowing faster recovery.

Security and Auditing for Risk Practice Protection
Security and permissions are easy to maintain in the analytical framework and ensure that information is tamper-proof. A comprehensive audit-trail tracks changes through time. Maintenance can be integrated with Microsoft Active Directory technology, enabling clients to define and maintain users and roles outside of the Analytical Framework, for consistency across the organization. Permission definitions may be established by users and/or roles, and permission privileges may be applied at a variety of levels.

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