Exploring Open Reg Tech with the LCR
Talkat Open Source in Finance Forum New York 2022 · on Thursday, 2022-12-08· at 11:15· HALL 2, New York, NY, USA·
summary
FINOS demonstrates the US Liquidity Coverage Ratio implemented as executable business logic using the Morpher data format so the spec, datasets and calculations become live, interactive code. The demo shows dataset schemas, rule-to-aggregation drilling, saved unit test cases, finding and fixing a miscategorization bug, and multiple backends that transpile to SQL, Spark or Scala. Execution options include Legend to fetch on‑prem data and running on a Databricks lakehouse. The LCR contribution from Morgan Stanley is intentionally left incomplete for community finishing and collaboration.
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chapters (13)
- 0:00Introduction
- 4:08What is the LCR
- 5:33Pillar 1 Get it correct
- 6:13Ugly slide
- 6:45Business Concepts
- 8:43LCR Calculation
- 11:20Understanding the Entire LCR
- 13:55Playing with the Data
- 15:39Adding Test Cases
- 18:16Poll
- 19:27Open Source
- 21:24Execution
- 22:54Morpher
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