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Automation in the Banking Sector: Process Automation for Hedge Accounting
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| 960.89 KB | Adobe PDF |
Orientador(es)
Resumo(s)
This work revolves around the development of a tool made for the calculation of Hedge Ratio.
This initiative came from a national bank, and it was our duty as KPMG workers to deliver a
high standard tool. We spent 4 months in this bank developing this tool and using as baseline
an older existing tool built in excel. The existing resource had a slow running time, the
application crashed, and it had structural errors creating circular dependency. So, we created
a solution, which we called the proposed tool, built in python and with an improvement ratio
of over 20000% compared to the existing tool. This project built into 6 different modules of
calculations proved, the inevitability of this digital transformation era. We rapidly understood
that there is a market for automation in the finance sector due to the large data quantity that
is being produced and due to the poor knowledge of the average worker in data structures
and data engineering. With all this being said, our tool, not only shows how fast python can
be compared to excel when handling complicated calculations, but also shows the need for
investment in this area and creation for more tools like this one and creation for more
packages and APIs connected to this line of work.
Descrição
Dissertation presented as the partial requirement for obtaining a Master's degree in Data Science and Advanced Analytics, specialization in Business Analytics
Palavras-chave
Hedge Accounting MS Excel Python Automation Pipeline Process Improvement SDG 4 - Quality education SDG 8 - Decent work and economic growth SDG 17 - Partnerships for the goals