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The plurality of behavior components identified for each entity in the received data may comprise, for example, at least one of abnormal transaction behavior and observed losses identified in the data

Methods and Apparatus for Quantitative Assessment of Behavior in Financial Entities andTransactions

(2015)

Cited by: 0|Views18
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Abstract

OF THE INVENTION 0005 Embodiments of the invention employ computer hardware and Software, including, without limitation, one or more processors coupled to memory and non-transitory, com puter-readable storage media with one or more executable computer application programs stored thereon which instruct the processors to perform the quantit...More

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Introduction
  • 3 is a diagrammatic flow chart representation ofan example ofa process or methodology ofthe transaction time series pattern analysis model or T2spam for embodi ments of the invention that may be employed to create a transaction pattern outlier score based on dissimilarity; 0016 FIG.
  • Embodiments of the invention may provide, for example, a branch-at-risk outlier model that employs a dynamic feature in the segmentation, normaliza tion, and multi-dimensional risk aggregation of data into an entity risk score.
Highlights
  • 0005 Embodiments of the invention employ computer hardware and Software, including, without limitation, one or more processors coupled to memory and non-transitory, com puter-readable storage media with one or more executable computer application programs stored thereon which instruct the processors to perform the quantitative behavior assess ment in financial entities and transactions described
  • Such methods and systems may involve, for example, receiv ing, using a processing engine computer having a processor coupled to memory, data related to a plurality of entities; segmenting, using the processing engine computer, the plu rality of entities into a plurality of entity peer groups based at least in part on a plurality of behavior components identified for each entity in the received data; normalizing, using the processing engine computer, each of the behavior compo nents for each of the entity peer groups; and generating, using the processing engine computer, a behavior score for each entity based on a comparison of behavior values of each entity to a behavior norm for the entity peer group into which the entity is segmented
  • The plurality of behavior components identified for each entity in the received data may comprise, for example, at least one of abnormal transaction behavior and observed losses identified in the data
  • At 1001, using the processing engine computer, the plurality of entities may be segmented into a plurality of entity peer groups based at least in part on a plurality of behavior components identified for each entity in the received data
  • An apparatus for assessing financial institution branch behavior, comprising: a processing engine computer having a processor coupled to memory, the processor being programmed for: receiving data related to a plurality of branches of a financial institution; segmenting the plurality of branches into a plurality of branch peer groups based at least in part on a plurality ofbranch operational risk behavior components con sisting at least in part of observed branch losses iden tified for each branch of the financial institution in the received data; normalizing each of the branch behavior operational risk components for each of the branch peer groups; and generating a branch operational risk behavior score for each branch of the financial institution based on a comparison of operational risk behavior values of each branch of the financial institution to a branch operational risk behavior norm for the branch peer group into which the branch is segmented
Results
  • An objective of the branch-at-risk model for embodiments of the invention may be to generate a quantitative score that reflects multi-dimensional operational risk or abnormal behaviors, for example, of a financial entity, Such as a bank branch or a trading desk; a product, Such as a customer's account; or a transaction.
  • 3 is a diagrammatic flow chart representation ofan example ofa process or methodology ofthe transaction time series pattern analysis model or T2spam for embodi ments of the invention that may be employed to create a transaction pattern outlier score 202 as shown in FIG.
  • In the transaction time series pattern analysis model or T2spam methodology for embodiments of the invention, input data preparation may involve initially dynamically creating transaction features at an account level from an entity, such as a branch.
  • 9, the branch-at-risk outlier model mechanism includes, for example, the dynamic data sourcing process, normalization based on peer groups and self-predictions, aggregation of different operational risks, and creation of a single quantitative branch-at-risk score.
Conclusion
  • An apparatus for assessing financial institution branch behavior, comprising: a processing engine computer having a processor coupled to memory, the processor being programmed for: receiving data related to a plurality of branches of a financial institution; segmenting the plurality of branches into a plurality of branch peer groups based at least in part on a plurality ofbranch operational risk behavior components con sisting at least in part of observed branch losses iden tified for each branch of the financial institution in the received data; normalizing each of the branch behavior operational risk components for each of the branch peer groups; and generating a branch operational risk behavior score for each branch of the financial institution based on a comparison of operational risk behavior values of each branch of the financial institution to a branch operational risk behavior norm for the branch peer group into which the branch is segmented.
  • In additional aspects, segmenting the plurality of entities may involve, for example, creating transaction features identified in the data at an account level for each entity
Author
juan huerta
juan huerta
yulin ning
yulin ning
leandro dalle mule
leandro dalle mule
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