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.
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Leading Mexican bank Banorte strengthens credit risk management practices
Leading Mexican bank Banorte strengthens credit risk management practices building a completely new XVA desk and revamps its PFE limits management. This leading Mexican bank now utilises and benefits from the Murex solution in its risk and front-office teams.
Case study: Rabobank achieving strategic transformation with Murex MX.3
Crises throughout the last decades have led financial institutions to seek, devise and implement solutions to lower the cost of their operations, focus on their core businesses and speed up their go-to-market innovation. This case study identifies how Rabobank’s was able to achieve a strategic…
The landscape ahead for FX options desks: a Murex expert series
FX options desks face an increasingly complex and demanding context. The challenges they confront necessitate automation, digitization, proper risk and lifecycle management and sophisticated, leading analytics. Learn more in a series of expert articles outlining what’s ahead for FX options desks…
As Covid‑19 impacts the autocallables business, solutions to navigate new challenges are crucial
As the Covid‑19 pandemic has severely impacted derivatives activity, the importance of a software solution for autocallables has been underscored.
CVA and Counterparty Risk Management: a survey of management, measurement and systems
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 …
Trust is good, control is better – Complex model validation
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…
The problems with generally used interpolation spaces
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.