This project evaluated the implementation of Business Intelligence (BI) platforms and alternative visualization techniques for risk management in fixed income trading at the sponsor, BNP Paribas. The project examined literature related to fixed income products and risk, the implementation of common BI solutions, analytical tools, and modeling techniques, as well as interviews with key stakeholders at the firm. Using this research, a proposed solution for capture, storage, analysis, and presentation was designed, and a prototype of the solution was implemented as a proof-of-concept. Testing with key users involved in portfolio risk management indicated the prototype was a marked improvement in usability, data access, and intuitive display of the information needed from the system.

• 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

• Preve, Jordan

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-042009-212059

Advisor

• Brown, Donald R.
• Abraham, Jon P.
• Gerstenfeld, Arthur

Year

• 2009

Center

• Wall Street-FinTech Project Center (Boston or New York) - MQP

Sponsor

• BNP Paribas

Date created

• 2009-04-20

Resource type

• Major Qualifying Project

Major

• Electrical & Computer Engineering

Rights statement

• In Copyright

Dernière modification

• 2021-01-26