Development of a Refinancing Tool for non-Local Currency Cashflows

Kurzbeschreibung

Cashflows from non FX trades are sent to the refinancing application by MQSeries.
Non EUR cashflows are aggregated according to their maturity and currency.
The aggregated cashflows are changed against EUR and the FX risk is tranferred to the FX trading desk.
FX traders fix the FX rates by a web based GUI. Those fixing rates are used to refinance the aggregated cashflows into EUR by generating spot and forward trades.
Rates and trade references are sent back to the back office.
For verification of the generated FX trades, a reconciliation engine was implemented.

Finanzbereiche

Front Office

Instrumente

Forex Exchange, FX

Marktanbindung

Thomson Reuters

Finanzbereich - Produkt

Front Office - Kondor+

Produktanbieter - Produkt

Thomson Reuters - Triarch,
Thomson Reuters - Kondor+,
Sybase - Sybase ASE,
BEA - WebLogic Server,
Apache - Tomcat

Implementierungs Technologien

MQSeries,
Java,
SQL,
Servlets,
Javascript,
HTML

Kurzbeschreibung

Cashflows from non FX trades are sent to the refinancing application by MQSeries.
Non EUR cashflows are aggregated according to their maturity and currency.
The aggregated cashflows are changed against EUR and the FX risk is tranferred to the FX trading desk.
FX traders fix the FX rates by a web based GUI. Those fixing rates are used to refinance the aggregated cashflows into EUR by generating spot and forward trades.
Rates and trade references are sent back to the back office.
For verification of the generated FX trades, a reconciliation engine was implemented.

Finanzbereiche

Front Office

Instrumente

Forex Exchange, FX

Marktanbindung

Thomson Reuters

Finanzbereich - Produkt

Front Office - Kondor+

Produktanbieter - Produkt

Thomson Reuters - Triarch,
Thomson Reuters - Kondor+,
Sybase - Sybase ASE,
BEA - WebLogic Server,
Apache - Tomcat

Implementierungs Technologien

MQSeries,
Java,
SQL,
Servlets,
Javascript,
HTML