Current/Potential Data Flows for BAC IT systems

Architecture Overview
Imagine & Goose SAP Other Systems Including R&N, Idelta, ESS, PnB SDM ESS / DB Trader / DB Ticket Position level PVs, Risk and Market Data CCX / Precis

Position Level P&L & Risk

Position & GL Account Level

Position Level P&L & Risk

Account Hierarchy, Product Classification

Trade level P&L

Trade level P&L

EUS Data Load

Position Level Non - Risk

Trade level P&L

Trade level P&L

Calculations Incl Funding, FX

EUS Financials

EUS RAVE

Calculations Incl Risk Modeling

Position Level Risk Revaluation Results

PLACE Data Manager

PLACE Calculator

STAD Database

Book & Position Level

Profit Centre & Level 5

Position Level

Position Level

Position Level

Book & Position Level Independent Security Level Market data Market Data IPV Database

Position Level Attributuon

Structure level P&L

GMDox Export to RAD Tools

FO Reporting

MIS

CRES

Extracts & Recs

GPC

FO Reporting

Security/Currency Level IPV Results Position Level Reconciliation Position level PV, Risk and Market data Position level Revaluation results

Structure Level

IPV Results

Reports & Documents

Cheops

EUS Technical Architecture

ICON/E-Spear Financials for Core products (P&B)

DBUS
Financials

Positions to Recs & Controls

Risk Financials Adjustments Static & Reference Data Status & Exceptions

Non ICON/E-Spear Imagine CB Imagine PT Imagine GED Imagine HK Imagine TO Imagine Arb GETS/PMAC Gems iDelta Computron Mantec Rolfe & Nolan Wall Street DPS

Reference Data Positions Financials

R&C DB (Oracle)
ETL

App Server (WebSphere)

EJB EUS DB (Oracle)

JSP Browser

Flat file

Exception handler

TRANSFORMATION ENGINE

DATA STORAGE

APPLICATIONS

SDM DB (Oracle)

EUS

EUS Data Load

FO or BO System SDM Core Products* SDM (ACH) Product Mapping (BO Code) SDM Account Hierarchy

Position now includes Back office Product code

Position now includes Profit Centre

Static Data Enrichment**

GL Account Group

Terrain Map

GL Account

EUS will use product mapping from SDM where available. SDM holds the product mapping for all Core products and some non core products.

Only Products/ Components/Profit Centers specified are brought into EUS FO to GL Mapping

Position now includes Local GL Code From SDM position is enriched with items such as Strategy Name (From Strategy ID) and Counterparty Type.

**

GL to GGL Table

Position now includes GGL (GCOA) Code

GGL to EUS

Gl, GGL and Components are all checked , exceptions are raised on job status queue

PLACE Architecture
Imagine & GOOSE
Risk feeds Non-risk feeds

Risk Files Risk Data Load Module

Risk files

Non Risk Data Load Module

Non-risk Repository Calculator Inputs RAVE External risk Repository

Risk Export for Attribution Interface Data Collection Module

Calculator Module

RAVE Repository

PLACE Calculator Service

EUS

Attributions Repository

Calculation Storage Module

Calculations

Export to RAD Tool Interface Selection Criteria Node & COB selection interface PLACE Standard RAD dependant EUS dependant

RAD Tool

Configuration Repository

Production Support

PLACE Data Manager

Risk Files

IFRS Potential Architecture

Imagine ESS DBTrader DBTicket ETL
BR Form BR Form

XL ETL EUS E T L Calculation Engine

Concentrix

IFRS Accounting database

Precis Structured Trades

GMDox PLACE

Report

XL

Docs

IPV Proposed Interim Process Flow

Independent Market Data

Imagine / Goose

IDS

Reuters / Trader Input

Positions, B&R PVs, Risk, Market Data

Market Data

Market Data

Positions, B&R PVs, Risk, Market Data

Risk, Market Data

Positions, B&R PVs

Independent Market Data

Totem / Broker Quotes / BBG / Reuters / Xenomorph

FO Engine
Precis
Position Reconciliation Independent market data valuated

Positions, B&R PVs Full Revaluation Results

MS Excel IPV Spreadsheets

Risk

IPV Results Formatted Independent Market Data Independent Market Data

PLACE

Market Data Enrichment Module

Positions, B&R PVs, Risk, Market Data Positions, B&R PVs, Risk, Market Data Revaluation results Position Reconciliation Positions, B&R PVs, Risk, Market Data Position Reconciliation Positions, B&R PVs, Risk, Market Data Positions, B&R PVs Independent Market Data Independent Market Data

EUS / RAVE

Equities IPV Database

IPV Results

GVG Submission Template

Positions, B&R PVs, Risk, Market Data

Risk

IPV Results

IPV Results

Cheops *

GRMIS / SAP
GPC

Key

* Only Single Stock Vol testing in London

Production Infrastructure GVG Infrastructure Retired system Existing Feed / Rec New Feed / Rec Retired Feed / Rec

New system

Independent Market Data

IPV Proposed End State Process Flow

Independent Market Data

Imagine / Goose

Market Data

IDS

Market Data

Reuters / Trader Input

Totem / Broker Quotes / BBG / Reuters / Xenomorph

Positions, B&R PVs, Risk, Market Data

Risk, Market Data

Market Data Enrichment Module

Full Revaluation Results Independent Market Data Positions, B&R PVs, Risk, Market Data Positions, B&R PVs, Risk, Market Data Position Reconciliation Independent Market Data

EUS / RAVE

Equities IPV Database

IPV Results

GVG Submission Template

Positions, B&R PVs

Positions, B&R PVs, Risk, Market Data

Risk

Cheops GPC GRMIS / SAP

Key

Production Infrastructure GVG Infrastructure

Retired system

Existing Feed / Rec New Feed / Rec

New system

IPV Results

Retired Feed / Rec

Independent Market Data