Risk Management for Swaps
We moved the client’s proprietary digital risk management system for swaps from their old internal sub-system to their new software platform. A simple concept, yet complicated in detail and execution, like an architect and a general contractor renovating a cathedral while also moving it from Scotland to New York.
The project included the following:
- Creation of the additional risk-tracking algorithms.
- Integration with 32 internal third-party applications.
- Integration with the regulator’s sub-system.
- Creation of a reporting/analytic system for internal risk departments (EMEA, APAC, North America)
- Quality Center