Tag Archives: temporal modelling

Networks, Relationships & Financial Crime Graphs on the Bronze Layer

Financial crime rarely appears in isolated records; it emerges through networks of entities, relationships, and behaviours over time. This article explains why financial crime graphs must be treated as foundational, temporal structures anchored near the Bronze layer of a regulated data platform. It explores how relationships are inferred, versioned, and governed, why “known then” versus “known now” matters, and how poorly designed graphs undermine regulatory defensibility. Done correctly, crime graphs provide explainable, rebuildable network intelligence that stands up to scrutiny years later.

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WTF Is SCD? A Practical Guide to Slowly Changing Dimensions

Slowly Changing Dimensions (SCDs) are how data systems manage attributes that evolve without constantly rewriting history. They determine whether you keep only the latest value, preserve full historical versions, or maintain a limited snapshot of changes. The classic SCD types (0–3, plus hybrids) define different behaviours… from never updating values, to overwriting them, to keeping every version with timestamps. The real purpose of SCDs is to make an explicit choice about how truth should behave in your analytics: what should remain fixed, what should update, and what historical context matters. Modern data platforms make tracking changes easy, but they don’t make the design decisions for you. SCDs are ultimately the backbone of reliable, temporal, reality-preserving analytics.

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