Harmonizing Diverse Derivative and Entity Data for Powerful Analytics using FIBO: Proof of Concept for State Street Bank

State Street Bank, The EDM Council, Dun & Bradstreet and Cambridge Semantics completed an engagement to harmonize State Street's Interest Rate Swap data with Dun & Bradstreet's entity hierarchy data using the Financial Industry Business Ontology (FIBO) on Cambridge Semantics' Anzo Smart Data Platform. Objectives included demonstrating the power of FIBO to rapidly harmonize disparate data sources for both conventional analytics as well as more advanced visualization, classification and risk aggregation.

This presentation will discuss the key steps and outcomes of the project including:

Loading & operationalizing FIBO in Anzo
Mapping diverse data sources onto FIBO
Loading & Harmonizing data in Anzo
Building analytic dashboards for swap classification and risk aggregation

Mike Lubansky is a Leader of Alliances Strategy, focusing on Capital Markets, Compliance, and Tax Solutions at Dun and Bradstreet- where he leads a team of solution strategists focused on developing new uses for Dun and Bradstreet content in the Capital Markets and Compliance space. He also works closely with D&B’s Partner Innovation Center which is developing prototypes of various solutions, including use of graph database technology and FIBO in addressing Capital Markets challenges. Prior to his time at Dun and Bradstreet, Mike served in several capacities at Sageworks, Inc, in Product Management, Corporate Strategy, and Consulting Services. He has spoken to groups of regulators at the FFIEC forum on several occasions on various topics including Credit Risk and Stress Testing. Mike has a BA from Yale University and an MBA in Finance from the University of North Carolina.