Every day, thousands of users in banks, asset managers, corporations and utilities rely on Murex people and Murex solutions to support their capital markets activities across asset classes. For years now, Murex has consistently been recognised as a solid leader in software development for trading, risk management and processing.
Our motto “ Pioneering Again ” sums it all up: for nearly two decades, Murex has reinvented itself time and again to escort capital markets revolutions - each time offering innovative software solutions to the industry.
Our most recent introduction, the MX.3™ platform, is the best testimony to our commitment for consistent hard work and creativity placed at the service of our clients.
As the Covid‑19 pandemic has severely impacted derivatives activity, the importance of a software solution for autocallables has been underscored.
The paper presents the results of a survey that looks to establish the management processes, measurement and systems that banks use to control counterparty risk paying particular focus on two important metrics in counterparty risk: Potential Future Exposure (PFE) and Credit Valuation Adjustment …
Over the past 20 years, financial modelling increased in complexity to better describe complex market behaviours and allow market-makers to stay competitive in a maturing world. This maturity led, for example, to the proper handling of volatility surfaces many years ago and, more recently, to the…
In a world increasingly focused on effective enterprise-level risk management, there are notable discrepancies in volatility management techniques. Murex proposes a cross-asset interpolation space with potentially significant risk management impacts.