Name: TRAC D.A.P. – a Modern Approach To Structural Analytics and Regulatory Calculations - Alex Frankl, FINTRAC
Start: 2025-06-24T14:30:00+0100
End: 2025-06-24T15:00:00+0100

24 June 2025 | London, England
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Tuesday June 24, 2025 14:30 - 15:00 BST

Olivier

TRAC DAP is an incubating FINOS project that will publish v1.0 around conference time.

Thesis:
Risk and Finance functions are poorly served by established data science patterns because most of their analytics are ‘structural’, meaning they involve applying complex semi-rigid operations to generate outputs with specific, often regulated, definitions.

Examples of structural analytics in banking include regulatory capital, accounting models, stress testing, credit scoring, liquidity reporting, ALM (a similar list for insurance)

Version control, lineage, repeatability, auditability and the ability to experiment within a defined structure are key capabilities. These are not the capabilities modern data science solution prioritise.

Traditionally, banks built/bought a calculation engine per use case, with aspects of the model or data structure encoded in it.
TRAC D.A.P. takes a different approach. It offers a universal model orchestration framework built around a common metadata model, that works for all structural analytics.

Session objectives:
- Define structural analytics
- Explain how we generalised a solution
- Explain how people can leverage and extend TRAC D.A.P.

Speakers

Alex Frankl

CEO & Co-founder of finTRAC, FINTRAC

Alex is the CEO and Co-founder of finTRAC and a former managing consultant with Accenture, EY and Parker Fitzgerald. With a track record of delivering large-scale Risk and Finance transformation for global banking clients, the company he co-founded - finTRAC - now focuses on developing... Read More →

Tuesday June 24, 2025 14:30 - 15:00 BST
Olivier

The Business Case for Open Source

Open Source in Finance Forum London 2025

Alex Frankl

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