Foreign Future Variation Margin Reconciliation: Automating a Manual Reconciliation Process
ÖffentlichThe operations team at J.P. Morgan reconciles the balances of their foreign future holdings on a daily basis. For many years the reconciliation process has been completed manually. The process is inconvenient for the operations team because it requires a large amount of time to be completed and is prone to human error. Through analysis of the process, the MQP team came up with several features that could be built into an existing internal application in order to automate this process. These include features to upload excel files into the database. After uploading the files, users will be able to view a new unified report that allows them to quickly see any problems. The resulting product reduced the time needed to complete the reconciliation process from about two hours to five minutes.
- This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.
- Creator
- Publisher
- Identifier
- E-project-012615-152203
- Advisor
- Year
- 2015
- Center
- Sponsor
- Date created
- 2015-01-26
- Ort
- New York
- Resource type
- Major
- Rights statement
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MQP_Paper.pdf | Öffentlich | Herunterladen |
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