Global Bank Stress Test-2021-11-08-CEF
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<strong>Bank</strong> Data Cleaning & Preparation – Process Flow Diagram<br />
Raw data<br />
Vendor data<br />
Flat file<br />
Filter all data for<br />
banks, reporting<br />
years, consolidation<br />
level and accounting<br />
standard within<br />
scope<br />
Collapse accounting<br />
standard dimension<br />
to fill gaps<br />
(permutations or<br />
waterfall approach)<br />
Historical<br />
dataset ready<br />
for further<br />
cleaning<br />
All<strong>Bank</strong>s_cleaned.csv<br />
Historical Data Set<br />
Data Exploration<br />
Post-processing,<br />
filtering & overlays<br />
Quality<br />
Approval<br />
Check<br />
Manually fill<br />
missing data<br />
points<br />
(optional)<br />
Automated Checks<br />
for “critical”<br />
variables<br />
Generation of Data<br />
“flags”<br />
Starting Point<br />
Data Set<br />
B/S & Capital<br />
Projections<br />
Model<br />
estimation<br />
Aggregation & Weighting<br />
Output for Historical<br />
Dashboard<br />
all_check.csv<br />
bank_hist_stats.csv<br />
cnt_hist_stats_aggr<br />
egates.csv<br />
Finalize <strong>Bank</strong> SP Data<br />
Set. List of<br />
Approved <strong>Bank</strong>s and<br />
starting years<br />
Automated postprocessing<br />
edits, empty<br />
data point filling, final SP<br />
post-processing<br />
Final SP Data Set<br />
delivered to the Tool<br />
for BS & Capital<br />
projections<br />
sp.csv<br />
GST<br />
Tool
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