Risk Data Aggregation (BCBS 239)
Source-to-report lineage and data quality governance for every risk figure the other agents rely on
Records Reconciled (Last Run)
58,900
Source Systems Covered
5
Overall Data Quality Score
99.8%
Open Exceptions
17
| Source System | Records Reconciled | Exceptions | Data Quality Score |
|---|---|---|---|
| Trade Booking System (Rates & Credit) | 24,180 | 6 | 99.7% |
| FX & Equity Derivatives Blotter | 18,940 | 4 | 99.8% |
| Collateral & Margin System | 9,120 | 3 | 99.9% |
| Counterparty Reference Data | 4,660 | 2 | 99.9% |
| Market Data Vendor Feeds | 2,000 | 2 | 99.9% |
About This Agent
Data on This Page
Per-source-system record counts, open exceptions and data quality score from the latest reconciliation run. Stat tiles roll up records reconciled (58,900), source systems covered (5), overall data quality score (99.8%), and open exceptions (17).
What This Agent Does
Reconciles every position, trade and reference data record feeding the other nine Vantage agents back to its source system nightly, maintains full source-to-report lineage under a BCBS 239-style data governance framework, and raises exceptions before they can distort a VaR, PFE or limit calculation.
Worked Examples
- Reconciled 58,900 records overnight across five source systems, raising 17 exceptions for the data stewardship team.
- Traced a Market Risk Engine VaR discrepancy to a stale FX rate in the vendor feed, corrected before the daily VaR run.
- Counterparty Reference Data source maintained a 99.9% quality score for the sixth consecutive month.