Client

Mizuho International

Project

Greenfield Implementation

The client had number of Credit Default Swaps and Convertible Bond traders who were heavily dependent on spreadsheets. The business had decide more controls were needed and to implement Murex.

We started on this project just after the decision had been made to go with Murex. We helped in the technical and business configuration of the system. Integration of the Monis Convertible Bond pricing library, using the parallel FlexAPI and configuration of the system for both the Equity Convertible Bond traders and the Credit traders.

Significant work was undertaken to produce Flash P&L for the Front Office, a key control that had been missing and production of stress testing reports for the Risk Department.

• rowit
• June 24, 2012
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