Big Data in der Praxis:Risikomanagement und Portfolioüberwachung

Dr. Volker Stümpflen

Baader Investment Konferenz

25. September 2014

Clueda AG

CluedaGenerating value from Big Data

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Clueda AG

Big Data: High Growth MarketGlobal demand for quicker and better decisions

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http://www.bain.com/publications/articles/big_data_the_organizational_challenge.aspx/

More likely to make

decisions much faster

thancompetitors

Clueda AG

A Novel IndustryEmerging new technologies and companies

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Data

Applications

Social Media Analytics

Operational Intelligence

Business Intelligence

Analytics Visualization

IBM7%

HP5%

Dell4%

SAP3%

Teradata3%

Others 78%

Clueda AG

The Big Challenge: Achieving Real-Time RelevanceReal-time data processing

Relevance has a deadline: How to be ready for real-time insights?

Examples

SAP Hana

Accelerate business applications

Parstream

Analyze big data in motion

People react in real-time. So should Big Data analytics.

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Clueda AG

The Dark Matter of Big DataUnstructured information

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Structured Data

Standard machine processing

Unstructured Data

Hard to interpret for computers

80 - 90 % of data in financial services is unstructured[1]

[1] http://www.oracle.com/us/industries/financial-services/bigdata-in-fs-final-wp-1664665.pdf

Clueda AG

3 Steps to Optimal Decision MakingSupported by Big Data analytics

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Read

Simplify reading and interrelation recognition

Understand

Gain knowledge through understanding

Decide

Decide based on optimized knowledge

Clueda AG

What Matters: Real-Time RelevanceDo you have the appropriate environment?

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What you have:-News-Blogs-Tweets-Emails

-Pdfs-Word-Databases…

What you get:

REAL-TIME RELEVANCE

What you need to do:-Eliminates duplicates-Evaluates sentiment-Detects events

-Generates alerts-Establishes associations-Understands concepts-…

Clueda AG

Knowledge NetworksInspired by the human brain

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Tim CookChina

Clueda AG

Knowledge NetworksInspired by the human brain

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Apple

Samsungverklagt

beliefert

Tim Cook

ist CEO

China

Clueda AG

Knowledge NetworksInspired by the human brain

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Apple

Samsungverklagt

beliefert

HP

beliefert

Tim Cook

ist CEO

Canon

beliefert

Cirrus Logic

beliefertbeliefert

China

beliefert

Clueda AG

Knowledge NetworksInspired by the human brain

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Apple

Samsungverklagt

beliefert

HP

beliefert

Tim Cook

ist CEO

Canon

beliefert

Cirrus Logic

beliefertbeliefert

China

Seltene Erden

beliefert

kontrolliert

benötigt

In collaboration with

Clueda AG

Solution for Portfolio MonitoringReact to market moving changes in real-time

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Challenge:

• Over a million financial instruments

• 500,000 news daily

Solution:

Real-time detection of market moving

• Events

• Sentiments

• Trends

Benefit:

• Get the decision relevant information in real-time, faster than competitors

• Act immediately

• Avoid losses and take profits

„Mit der Software sparen

wir jeden Tag Tausende von

Euros“- Uto Baader

Clueda AG 14

In collab. with Dr. J. Mayser; CRO Baader Bank, AK MaRisk BaFin

Challenge:

• Hidden risk factors

• Diverse sources and complexrelationships

Solution:

• Alerts, events and filters

• Personalized view of relevant factors

• Trends and new regulations

Benefit:

• Get alerted of potential risks

• Take preventive actions

• Monitor industry relevant changes

Solution for Risk ManagementManage risk with a personalized real-time dashboard

Clueda AG

Solution for complianceMonitor communication in real-time

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Challenge:

• Securities regulations in the U.S FINRA & SEC

Solution:

• Analyze mail and chat streams

• Multiple search-options

• Define alerts and events

• Dashboard with statistic features

• Fraud triangle

Benefit:

• Be compliant and act preventively throughevents/alerts

• Prevent penalties

• Detect frauds

Clueda AG

From Big Data to Relevance

Increasing investments in Big Data

$ 6.5 billion in 2015 in financial services alone

Emerging technologies and companies

Real-time relevance is key to unlocking value

Dark matter and the big challenge

Understanding unstructured data

Successful applications

Portfolio monitoring

Risk management

Compliance

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Clueda AG

Dr. Volker Stümpflen

CEO

T +49 89 4161402 10

M +49 176 57288282

v.stuempflen@clueda.com

Clueda AG

Elsenheimerstraße 59

D-80687 München

www.clueda.com

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Contact

Selected References