Kurzbeschreibung | Splitting up fixed rate credits into its various risk components (liquidity risk, interest rate risk) and the margin component of the sales trader. |
Finanzbereiche | Trading Department, |
Instrumente | Credits, |
Marktanbindung | |
Finanzbereich - Produkt | Front Office - Kondor+ |
Produktanbieter - Produkt | Gillardon AG - Cashver, |
Implementierungs Technologien | SQL, |
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