Copyright © 2014 Oracle and/or its affiliates. All rights reserved. | OFSAAAI: Modeling Platform Enterprise R Modeling Platform Gagan Deep Singh Director – Quantitative Finance Oracle Financial Services Analytics Aug 2014 Oracle and Analyst Confidential –Restricted

Copyright © 2014 Oracle and/or its affiliates. All rights reserved. | Briefing Agenda OFSAA Overview Business Challenges OFSAAAI – R Modeling Framework Summary Oracle and Analyst Confidential –Restricted

Copyright © 2014 Oracle and/or its affiliates. All rights reserved. | Oracle Financial Services Analytical Applications 4Oracle and Analyst Confidential –Restricted

Copyright © 2014 Oracle and/or its affiliates. All rights reserved. | Unified Platform Stochastic / Algorithmic Modeling F/W Hierarchies Financial Services Data Model Data Quality Model SandboxSecurity & Audit Business RulesRun Definition Model Risk Mgmt (add on) Data Reconciliation Application Frameworks Data Model & Management Toolkit Customer Insight Analytics Enterprise Risk Analytics Fraud Analytics Enterprise Performance Analytics AAAI Oracle Financial Services Analytical Applications

Copyright © 2014 Oracle and/or its affiliates. All rights reserved. | Computational Engine Run Framework Mart Management Modeling & Stress Forms & Workflow Data Management & Movement Data Management & Movement Metadata Management Data Quality Batch & Real-Time Behavior Detection Batch & Real-Time Behavior Detection User Security & Access Analytical Applications Infrastructure - Frameworks FINANCIAL SERVICES BUSINESS INTELLIGENCE FINANCIAL SERVICES ANALYTICAL APPLICATIONS INFRASTERUCTURE FINACIAL SERVICES ANALYTICAL DATA MODEL

Copyright © 2014 Oracle and/or its affiliates. All rights reserved. | AAI Application Configuration Paradigm Capital Computation Run Data Ingestion Task Data Ingestion Process Data Correction Task Risk Weight Compute Process Probability of Default Model (R-encoded) Data Population to Result-Area Data Quality Check Task Computation Rule Task Aggregate Structure build Dependent on Precedence Process- Run – Job created by stitching together of tasks (‘configured’ using AAI framework) encoding the process-flow to deliver the application logic Executes Concurrently Re-classification Rule Task Dependent On Data Ingestion Task

Copyright © 2014 Oracle and/or its affiliates. All rights reserved. | AAAI – The Modeling Framework Advanced Analytical Applications Infrastructure (AAAI) Oracle Confidential – Internal/Restricted/Highly Restricted8

Copyright © 2014 Oracle and/or its affiliates. All rights reserved. | Business Challenges Enterprise Modeling in Financial services Enterprise Modeling End-to-End Traceability IT vs. Modeler divide Application Integration Model Tracking & Controls Scale and Performance

Copyright © 2014 Oracle and/or its affiliates. All rights reserved. | Enterprise Modeling Platform OFSAAAI Modeling Framework Community Driven Innovation AAAI ① Meta Data Driven ② Model Lifecycle Management ③ Unified Data and Model governance ④ Integration with Applications ⑤ Stress Testing AAAI ① Meta Data Driven ② Model Lifecycle Management ③ Unified Data and Model governance ④ Integration with Applications ⑤ Stress Testing Integration with Enterprise scale Execution Platforms R

Copyright © 2014 Oracle and/or its affiliates. All rights reserved. | Metadata driven Key Features: End-to-End Traceability Metadata Driven Modeling Platform. – Models, like, other application objects such as business rules are registered in metadata repository. – Metadata registered objects can be controlled – security, audit, ownership. – Data Object binding: Data attributes are also metadata objects. Models can be bound to metadata variables. Future insulation from underlying storage technology

Copyright © 2014 Oracle and/or its affiliates. All rights reserved. | End-to-End Traceability with Metadata based Modeling Logical/Source Model Mapping Information Domain : Hadoop/RDBMS Table Collection Data Sets : Joined tables Data Sets : Joined tables Measures Dimensions Computed Measures Variables Raw Columns Technique Library Models R Scripts / {Mahout} / C Libraries

Copyright © 2014 Oracle and/or its affiliates. All rights reserved. | Data Model Upload Define Data Set Create Sandbox Grant Access Register / Use Technique Define Variables Test & Validate Models Register Models Define Hierarchies Define Business Rules Stitch Application Define Run IT/ Admin Modeler Bus. Analyst IT security/ Admin polices Key Features : Bridging IT Vs Modeler Divide

Copyright © 2014 Oracle and/or its affiliates. All rights reserved. | Modeling Platform Data Management Platform Key Features Integrated with Data Management Toolset. – Rules based Data Quality engine [Metadata based] – Data Movement / Transformation Engine [Metadata based] Test and tune models with production data but in a safe sandbox environment and rapidly deploy calibrated models to production. – Leverage the prebuilt Oracle Financial Services Data Foundation sourcing and reporting schema as R data or upload custom data models – ‘Point and click’ creation of model sandbox datasets by selecting required data sources from Oracle Financial Services Data Model.

Copyright © 2014 Oracle and/or its affiliates. All rights reserved. | Develop full analytical applications Key Features Service enable models – Register deployed models automatically – Wire models with applications – orchestrate the application flow – Stitch together complete analytical applications by wiring models with deterministic rules and business logic.

Copyright © 2014 Oracle and/or its affiliates. All rights reserved. | An Enterprise Model Registry Key Features Centrally manage and control end-to-end analytical modeling process. – Centrally control, manage, and host an enterprise-wide model library and ensure definitional consistency while eliminating duplication of effort. – Accelerate model development by using seeded, pre-built, optimized model building blocks. – Unbind models from applications and enable reuse.

Copyright © 2014 Oracle and/or its affiliates. All rights reserved. | Execute models local to Data Key Features: Performance and Scalability Data local execution Execute in-DB or In-HDFS Orchestrate execution across multiple engines Stitch together complete analytical applications by wiring models with OFSAA business logic tasks. Server based Vs Desktop based Break client machine memory residency limitations. Desktop manageability issues in addition to performance issues

Copyright © 2014 Oracle and/or its affiliates. All rights reserved. | Summary Enterprise Modeling Platform Oracle Confidential – Internal/Restricted/Highly Restricted18

Copyright © 2014 Oracle and/or its affiliates. All rights reserved. | AAI + R : Open, Enterprise class Modeling Platform FS Open Platform Open (R, Mahout, others): – OFSAA Application Models (seeded) – “Model Store” concept: Certified Models from SI’s & Partners Enterprise: – Audit and controls – IT policy integration Integrated: – Build complete analytical applications (Mix Deterministic & “stochastic” logic) – Data Management toolkit

Copyright © 2014 Oracle and/or its affiliates. All rights reserved. |Oracle Confidential – Internal/Restricted/Highly Restricted20