This project involves the implementation of a Counterparty Collateral Lookup Tool, programmed in Excel using VBA and Macros. It was built to fit the requirements of its users, who are mainly Credit Derivative traders at Bank of America Merrill Lynch. The tool will reduce the time it takes a trader to find counterparty information, something they had to request the back office to do before the creation of this application. This time reduction increases the efficiency of the work stream processes at the bank.

• 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

• Amador, Francisco Javier
• Birand, Burak
• DeWeese, Jackson Paul

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-010713-202752

Advisor

• Gerstenfeld, Arthur
• Morgan, Irvin W.
• Abraham, Jon P.

Year

• 2013

Center

• Wall Street-FinTech Project Center (London) - MQP

Sponsor

• Bank of America Merrill Lynch

Date created

• 2013-01-07

luogo

• London

Resource type

• Major Qualifying Project

Major

• Industrial Engineering
• Mathematical Sciences

Rights statement

• In Copyright