Alena Miniariková: Sas riešenie na odhaľovanie a predchádzanie podvodom

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Fraud detekčný model – hybridný prístup, pokročilá analytika
SAS Fraud Framework v rámci procesingu transakcií a riadenia portfólií
Skúsenosti s odhaľovaním fraudu

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Alena Miniariková: Sas riešenie na odhaľovanie a predchádzanie podvodom

  1. 1. SAS® Fraud FrameworkDecember 15, 2011Alena MiniarikováJiří Nosál Company Confidential - For Internal Use Only Copyright © 2010, SAS Institute Inc. All rights reserved.
  2. 2. AgendaSAS Fraud Framework v rámci procesingu transakcií ariadení portfóliíFraud detekčný model – hybridný prístup, pokročilá analytikaSAS skúsenosti s odhaľovaním fraudu 2 Company Confidential - For Internal Use Only Copyright © 2010, SAS Institute Inc. All rights reserved.
  3. 3. Enterprise Financial Crimes FrameworkIncreasing Fraud - The Business Problem Fraudsters  Far more sophisticated – organized, patient, share rules  Engage insiders to understand detection environment  Hit multiple channels and industries at the same time  Continuously evolve fraud strategies Current Fraud Systems  Silo’d by line of business – No sharing of data  Act on transaction or customer  Rules and predictive models have limitations  No real proactive steps taken to combat cross channel fraud  Evidence insufficient to act upon 3 Company Confidential - For Internal Use Only Copyright © 2010, SAS Institute Inc. All rights reserved.
  4. 4. SAS® Fraud Framework – integration scenarios SAS Analytics • SAS Enterprise Miner • SAS Enterprise Guide SAS components Real time Data storage SAS Intelligent Fraud RepositoryCustomer request Customer request Batch on Portfolio Analytics • Fraud specific Data martProcessing part I part I Processing Investigation proc. Reporting SAS Application Fraud detection engine Operational Alert • Real Time or Near Real Time detection engineData Sources Alert Algorithm • Integration into application processing Generation Enterprise Engine Generation • Single application fraud detection Process Case • Integrated Black, Shadow, Velocity lists Management SAS Hybrid Hybrid SAS Batch/Portfolio Fraud detection engine Internal approach approach analytics • Batch detection engine Social Intelligent Social • Cross application Fraud detection Network Network Fraud Analysis • Integrated application and transaction fraud External Analysis Repository search Fraud Data Staging • Reports/Dashboards EnterpriseCustomer request Data Analysis & SAS Enterprise case management TransformationProcessing part II Miner • Fraud alert management Data Sources • Fraud investigation process Alert Management & Reporting Components integration • Components could be used separately 4 Copyright © 2010, SAS Institute Inc. All rights reserved.
  5. 5. SAS® Fraud detection model Recognizing the many different types of Fraud which are perpetrated today, the SAS® Fraud Framework offers a comprehensive and complete range of different analytical techniques. Suitable for Suitable for known Suitable for known Suitable for Suitable for complex associative link patterns frauds unknown patterns patterns patterns Database Anomaly Advance Social network Rules searching detection analytics analysis Issues Measuring Unusual Search in: Black Detection of STEP 1 distance from Predictive models Application Concentration of & Shadow lists groups showing Fraud known Fraud and including high volume common patterns External nonFraud pattern Scorecards deals on single or connectionsInternal Fraud branch databases Insurance Misused of fraud Detection of new Selection of telephones, addr Organized groups intruders and transactions with Profile of known esses and including internal Transaction stolen identity high risk of fraud fraudster request velocity fraud fraud cases STEP 2 Alert generation engine - Hybrid approach Apply combination of all approaches 5 Company Confidential - For Internal Use Only Copyright © 2010, SAS Institute Inc. All rights reserved.
  6. 6. SAS® SFF Rules Examples: o IF client change the education level for more then 2 grades within less then 4 years o IF change in salary volume more then 10% during less then 1 year and not change of employer o IF change in salary volume more then 20% during less then 1 year o IF declared salary for basic education level more then 2 time of average SK salary o IF declared and confirmed salary differ for more then 15% o … (based on products types number of rules could reach 100+) 6 Copyright © 2010, SAS Institute Inc. All rights reserved.
  7. 7. SAS® SFF Database SearchVerification of selected facts against independent data sources:External database check Úverový register Sociálna poistovňa Company register Cadastre register Cenová mapa nehnutelností…Internal databases Black lists Shadow lists Velocity listsResult of Fraud control is recorded (Fraud likelihood) 7 Copyright © 2010, SAS Institute Inc. All rights reserved.
  8. 8. SAS® SFF Anomaly detectionAlgorithms separating White and Black (Fraud) applicationsUsed algorithms:Clustering algorithms CheckedNeural networks application Cluster distance 8 Copyright © 2010, SAS Institute Inc. All rights reserved.
  9. 9. SAS® SFF Advance analyticsUse historical behavioral information of known fraud to identify suspicious behaviors similar to previous fraud patternsInclude parametric and nonparametric predictive models, such as generalized linear model, tree, neural networks, …Model use Examples:Probability of fraud for selected major fraud patterns Analysis of velocity (time series) of application delivery (search for unusual patterns during period of time) … 9 Copyright © 2010, SAS Institute Inc. All rights reserved.
  10. 10. SAS® SFF Social Network Analysis Detection of dependencies and relationships Each connection is defined by set of characteristics Possibility to run network development in time Visualization of the network 10 Copyright © 2010, SAS Institute Inc. All rights reserved.
  11. 11. SAS® SFF Advance analyticsUse historical behavioral information of known fraud to identify suspicious behaviors similar to previous fraud patterns Include parametric and nonparametric predictive models, such as generalized linear model, decision tree, neural networks, …Model use examples:Probability of fraud for selected major fraud patterns Analysis of velocity (time series) of application delivery (search for unusual patterns during period of time) … 11 Copyright © 2010, SAS Institute Inc. All rights reserved.
  12. 12. 12 Company Confidential - For Internal Use OnlyCopyright © 2010, SAS Institute Inc. All rights reserved.
  13. 13. SAS Fraud Framework – Customer SuccessBanking and Government Select Worldwide SFF Implementations  Commonwealth Bank of Australia: Fraud analytics platform consolidation and model implementation (2x more check fraud detected)  Laurentian Bank (Canada) SAS Fraud Network Analysis, SAS AML, SAS ECM  BBVA Bancomer: Fraud Predictive Models (decreased fraud losses by 30%)  HSBC: Real time card transaction verification (100% transactions processed) Select Pilots and Ongoing Projects  Bust out fraud – Retail bank  ACH / payments fraud – Retail bank  Trader surveillance – Investment bank  Government: Premium evasion and detection of unregistered employers for state WC plan  Government: Hosted social services fraud (child care/welfare) solution 13 Company Confidential - For Internal Use Only Copyright © 2010, SAS Institute Inc. All rights reserved.
  14. 14. Commonwealth Bank Banking Business Issue “The reduced loss ratios have  Detect fraud in all bank operations more translated to a real and efficiently. substantial reduction in fraud Solution loss expense for the Commonwealth Bank.”  SAS® Fraud Framework John Geurts Results/Benefits Executive General Manager for Group Security  Detected twice the level of check fraud.  Increased Internet banking fraud alerts by 60 percent.  Improved check and Internet fraud loss-to- turnover ratios by 50 and 80 percent, respectively, within five years. Read the Full Story 14 Company Confidential - For Internal Use Only Copyright © 2010, SAS Institute Inc. All rights reserved.
  15. 15. Viseca Card Services Banking “Thanks to SAS Analytics our totalBusiness Issue fraud loss has been reduced by • Detect and prevent fraud. • Reduce fraud loss. 15 percent. We have one of theSolution best fraud prevention ratings in • SAS Enterprise Miner and SAS Enterprise Guide Switzerland and our businessResults/Benefits case for fraud prevention is • Eighty-one percent of all fraud cases are straightforward: Our returns are found 24 hours. simply more than our • Total fraud loss has been reduced by 15 percent. investment.” • Loss per fraud case was reduced by 40 percent. Marcel Bieler Business Analyst, Viseca Card Services 15 Company Confidential - For Internal Use Only Copyright © 2010, SAS Institute Inc. All rights reserved.
  16. 16. Main Product Features End-to-end process from data integration to case management Hybrid analytic approach (including text analytics) Not a black-box approach – users have insight into rules/models and detailed information on alerts Automated linking of entities (social network analysis) and visualization Network scoring Integrated Model Management Integrated off-line analytics environment & BI / Reporting Significant ROI’s 16 Company Confidential - For Internal Use Only Copyright © 2010, SAS Institute Inc. All rights reserved.
  17. 17. Questions?Copyright © 2010 SAS Institute Inc. All rights reserved.

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