Finalyse - Composing Solutions for Finance


Finalyse - Composing solutions for Finance


Finalyse became an Associate Partner of Murex at the end of April 2011, focusing on the Risk Management niche in the EMEA region.
Murex has indeed been consistently recognised as a leading vendor of front to back solutions comprising trading, risk management and processing, and the increasing importance of risk management in its offer spurred the motivation of Finalyse to offer a combined effort to the market.

Murex skills at Finalyse

The skills within the Murex team at Finalyse cover the whole Market Risk Management and Credit Risk Management processes, as well as the valuation of structured products. More specifically, Finalyse consultants are experienced in the following modules in Market Risk Management:

  • Datamart Reporting: create, store and extract the daily P&L reports, P&L variations and other metrics generated within the framework which can be beneficial for risk analysis.
  • Market Risk Reporting: generate VaR, stress testing and back testing data.
  • Market Risk Aggregator: generate enterprise wide risk metrics.
  • Simulation screens and general market data management: required to configure sophisticated requirements from the Market Risk Management departments on curves, volatility surfaces, etc. and to reconcile figures generated by the system.
  • FLEX module: valuation of structured products.
  • ITR (Incremental Trade Registration): calculate VaR Measures on a trade by trade basis in order to accept or reject deals.

On the Credit Risk Management side, Finalyse aims to cover the whole chain so that all Credit Risk Management requirements are fulfilled.  To achieve this we have been actively building knowledge on:

  • MLC module
  • VaR module for topics like PFE, EPE
  • Tailored MX developments for OTC Clearing

We strongly believe in the complementary nature of our offerings:

  • Murex striving to propose a best in class Trading, Risk Management and Processing enterprise platform.
  • Finalyse providing consulting, implementation and application maintenance services around this platform with a pool of pragmatic, committed and skilled professionals.