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Ellipse Overview
Phases of Ellipse
Background
Challenges of Regulatory Reporting
Possible Solutions
Digital Reporting and Granular Data
Understanding Data Needs of Stakeholders
Ellipse Phase 1: Proof of Concept
Two Jurisdictions, One Common Data Model
Cross-Border Data Model using Retail Mortgage Loans
Data Components for Retail Mortgages
Data Attributes
Data Definitions
Using the Common Domain Model (CDM)
Normalising Common Components
CDM Mortgage JSON
Programmable Reporting Logic and Machine Executable Reports
VIDEO: Demonstration of the Mortgage CDM
Our Findings
Next Steps
Annex
Terminology & Acronyms
References
About
Contact the Ellipse Team
Terms and Conditions of Use
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Programmable Reporting Logic and Machine Executable Reports
Using the CDM, executable code automatically generated from the model definitions enabled us to simulate the re-creation of the retail mortgage reports for Singapore and the UK referencing the same model.
We took dummy mortgage transactions with the following parameters:
  • New / first retail mortgage loans
  • Owner-occupied
  • One main borrower
  • A 25-year loan, fixed rate for first 5 years
  • Reversion to the firm's standard variable mortgage rate after 5 years
Taking these data feeds and generating the functional logic code based on each jurisdictional requirement that referenced the Ellipse mortgage model, we were able to execute the regulatory “reports” that we derived the attributes from, namely PSD001 and MAS 645.
Links to the technical documentation associated with the CDM can be found in the Annex under References [3].
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CDM Mortgage JSON
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VIDEO: Demonstration of the Mortgage CDM
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