Development of a Trade Generator for Transferring Positions of the Various Risk Components of Credit Trades into the Responsible Trade Departments

Splitting up fixed rate credits into its various risk components (liquidity risk, interest rate risk) and the margin component of the sales trader.
Generation of interest rate swaps, Loan&Deposit Floating and Cashflow trades from the credit trade.
Integration of yield curves for refinance (bid/ask distinction)

Trading Department,
Credit Department

Credits,
Interest Rate Swaps,
Money Market

Front Office - Kondor+
Credit Department - Cashver
Credit Department - Marzipan

Gillardon AG - Cashver,
Gillardon AG - Marzipan,
Thomson Reuters - Kondor+

SQL,
Shell Scripts,
MQSeries,
Customized Windows