The Market Risk System
Developing and Running the Market Risk System at one of the world's largest banks: an architectural overview.
The Market Risk System at BNP Paribas is a global system for calculating the market risk of all trading activities at the bank. We describe how we solve the architectural problems in providing large amounts of market risk data to a global user base within a single integrated solution.The presentation also focuses on the data storage architecture and the methods used to load large volumes of data whilst simultaneuosly providing analysis and drill-down capabilities on this same data.
David Harper is Head of Market Risk IT at BNP Paribas. Dominique Delarue is Market Risk IT Functional Architect at BNP Paribas.
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