Murex
First Derivatives has expertise in the implementation, support and enhancement of the Murex and MLC systems. Across a range of projects we have provided the following services:
Support
- Intra-day user and technical support for Front, Middle and Back Office Product coverage including
FX options, FX swaps, Swaps, Swaptions, Caps/Floors, FRAs, Bonds, Bond Options, Asset Swaps, Repos, Loans and Deposits
and Futures
- Interface management to/from various Front and Back office systems.
- Master setup of rights and permissions
- Environment management
- End of day batch support and enhancements
- Creation and maintenance of the whole Global Operating Model including Desks, Processing Centers, Portfolios, Market data sets and Generators
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Development
Specific Murex development and customisation projects include:
- Version Upgrades and Binary Implementations
Considerable experience performing
version upgrades and binary implementations in Mx.3, Mx.G and MLC
- Customised Datamart Reporting
Creation of automatic report batches and table feeders using the Murex datamart and Actuate.
- Accounting and Payments Interface
Creation of an accounting and payments interface, including configuration and development
of settlement instructions.
- Workflow Development
Extensive experience of workflow development in Murex
to manage trade validation, confirmation and events. Includes XSL development, MxML exchange,
trade flows, import/export flows, STP statuses, confirmation generation, payment flows automated printing/faxing.
- Market Data Configuration
Development of automated market data import/export
to external systems via mdcs/mdrs. Implementation of real time configuration, both rticache and RTBS.
Configuration of market data sets to control the market data of different user groups.
- E-tradepad
Implementation and configuration of the pricing workflow and pricing
templates. Configuration of e-tradepad permissions and development of trading strategies based
on front office requirements.
- Simulation Configuration
Development of layouts to view market data, cashflows, PL,
risk, fixing information. Configuration of the PL Variance Analysis tool.
- Dynamic Tables
Delivery of reports and view configuration based on requirements. Examples
including trade margins, contracts per counterparty, counterparty statistics, and specific trade details.
- Risk Matrices/Stress Test Configuration
Configuration and automation of risk matrices and stress tests using both the risk matrix and VaR module based on a
variety of scenarios such as rate shifts, FX spot shifts, Volatility scenarios, horizon and Greeks.
- Profit and Loss Reporting
- Risk Reporting
- Configuration of Cash Rollover
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Third Party Products
News And Events
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