The Market Risk System

Posted in Conferences on May 07, 2009


The Market Risk System

Summary

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. 

Bio
David Harper is Head of Market Risk IT at BNP Paribas. Dominique Delarue is Market Risk IT Functional Architect at BNP Paribas.

About the conference
QCon is a conference that is organized by the community, for the community.The result is a high quality conference experience where a tremendous amount of attention and investment has gone into having the best content on the most important topics presented by the leaders in our community. QCon is designed with the technical depth and enterprise focus of interest to technical team leads, architects, and project managers.

Watch Video Watch Video on External Site

Tags: Business, Conferences, Scalability, InfoQ, Architecture, QCon, QCon London 2008, Performance