Development and Implementation of a Portfolio Data Mart for the Retail Segment of a Commercial Bank Using Greenplum DBMS

The aim of the work is to develop and implement a prototype of a portfolio data showcase for further modeling of PVR in the retail segment in terms of mortgage lending to a commercial bank using the Greenplum DBMS. The volume and structure of the work consists of an introduction, three chapters (with conclusions by chapters), a conclusion and a list of references. The main text is set out on 71 pages and includes 11 tables and 27 figures. The first chapter examines the theoretical aspects of bank credit risks and ways to assess them. The second chapter analyzes the current state of a credit and financial institution, and formalizes the requirements for one of the storefronts for the purpose of implementing the internal ratings approach. Within the framework of the third chapter, a prototype of a mortgage showcase is being developed for the purposes of PVR and scenarios for its further use are described. The main sources of information in the work are articles and reports of consulting companies on the topic of credit risks, regulatory and legislative acts of the Russian Federation, regulations and instructions of the Central Bank of the Russian Federation, as well as scientific articles by Russian and foreign authors in the field of banking risk management.