In ECB Supervisory Banking Statistics I worked on the data infrastructure supporting the Single Supervisory Mechanism. Responsibilities included collecting data from national authorities, processing and validating it and disseminating it to the Statistical Data Warehouse and the European Banking Authority. I also analysed how financial and market developments affected banks' balance sheets and portfolios and developed technical infrastructure for capital, liquidity, credit-risk, stress-test and data-quality indicators. I worked with datasets exceeding 400 GB using SAS, SQL and Tableau and automated recurring reporting processes. In one reporting process, redesigned code reduced a daily supervisory-report extraction from roughly six hours to two. This role provided the banking-data foundation for my later work in macroprudential policy and financial stability.
Supervisory data
The role covered the supervisory-data cycle from receipt of reporting from national competent authorities through validation and data-quality checks to consolidation and dissemination in ECB systems and to the European Banking Authority.
Banking indicators
I developed and processed indicators covering capital, liquidity, credit risk, asset quality, stress tests and data quality. The analytical work supported banking supervision and assessment of how financial and market developments affected bank balance sheets and portfolios.
Big data and automation
The datasets exceeded 400 GB. I used SAS and SQL to build analytical datasets and validation processes and Tableau for visualisation. In one reporting process, redesigned code reduced a daily supervisory-report extraction from roughly six hours to two.
Public statistics
The work took place while the ECB was systematically expanding its Supervisory Banking Statistics. The series is the relevant institutional output of the data-processing, quality-assurance and dissemination work performed in the role.