Solution Accelerator

Build a Modern Risk Management Solution in Financial Services

Adopt a more agile approach to risk management by unifying data and AI in the Lakehouse

This solution has two parts. First, it shows how Delta Lake and MLflow can be used for value-at-risk calculations — showing how banks can modernize their risk management practices by back-testing, aggregating and scaling simulations by using a unified approach to data analytics with the Lakehouse. Secondly, the solution uses alternative data to move toward a more holistic, agile and forward-looking approach to risk management and investments.

Read the full write-up part 1
Read the full write-up part 2

Modernizing Risk Management

Download the VaR and risk management notebooks:

NOTEBOOK 1

Context

Download Notebook

NOTEBOOK 2

Market ETL

Download Notebook

NOTEBOOK 3

Model

Download Notebook

NOTEBOOK 4

Monte Carlo

Download Notebook

NOTEBOOK 5

VaR Aggregation

Download Notebook

NOTEBOOK 6

Alternative Data

Download Notebook

Benefits and business value

Gain a holistic view

Use a more complete view of risk and investment with real-time and alternative data that can be analyzed on demand

Detect emerging threats

Proactively identify emerging threats to protect capital and optimize exposures

Achieve speed at scale

Scan through large volumes of data quickly and thoroughly to respond in time and reduce risk

Referenzarchitektur

Ressourcen

Workshop

Blog

E-Book

Stellen Sie KI-Innovationen mit Lösungsbeschleunigern für beliebte Anwendungsfälle in der Branche schneller bereit. Vollständige Lösungsbibliothek anzeigen ➞

Kann's
losgehen?

DATABRICKS KOSTENLOS TESTEN