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Category Archives: Risk Management
Success with Matching Engines – what does that look like?
Implementing a Matching Engine application presents a host of challenges. If you’re responsible for such a project then you need to give serious consideration to a number of critical system components. Here are just a few of the questions … Continue reading
Posted in Business Rules, Messaging, Models, Project Management, Regression, Risk Management, Routing Rules, Rule Engines, Test Automation, Testing
Tagged automated, complexity, data set, downstream, engine, false positives, freeze, implementation, legacy design, matching, overlap, overlapping, problem space, regression, release, requirements, result set, rework, rule management, rules, slice and dice
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Not modelling your workflow? Here there be monsters!
I wanted to share a recent project experience with you that further strengthened my belief that a picture paints a thousand words. It helped to identify the root cause of a show-stopping problem where other efforts to do so had … Continue reading
Posted in Business Rules, Data Flow, Domain Model, Messaging, Models, Replay, Risk Management, Routing Rules, Rule Engines, Smoke Testing, Trade Flow, Uncategorized
Tagged adapter, adapter framework, complex, conflict, deep dive, entry rule, exit rule, infrastructure, logging, Messaging Systems, refactor, regression test packs, root cause, Rules engine, test rig, testing rig, the code documents itself, trade capture system, upstream, walk through, walkthrough, workflow
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Rogue Trading for Dummies Part 1 – Using Trade Booking to Beat Risk
Have you ever given any deep thought as to how rogue traders manage to get away with their activities for so long? In a trading landscape driven by technology, it should be impossible to get up to anything like rogue … Continue reading
Posted in Booking Practice, Risk Management, Rogue Trader
Tagged booking practice, dealer mandate, fee, FSA, interest rate swap, IRS, Middle Office, misreporting, quick win, regulatory framework, rogue trader, tactical fix
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