Bank of America is currently working with a type of exotic trade called a special purpose vehicle (SPV). In order to control and classify the SPV trades' data, the Credit traders have requested the creation of daily reports which are currently produced manually. The goal of this project was to improve the reporting of SPV trades by developing a SPV Reporting Tool to automate the current daily procedure. The development of a Visual Basic Application along with the creation of an internal SharePoint site allows each member of the Global Credit Products Technology team to be able to view and analyze the SPV trades' data more efficiently. In addition, this automated process enhances data views, optimizes data analysis, reduces chances of errors and improves overall performance.

• 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

• Encarnacion, Jenny
• Hilario, Ekaterina V.

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-121809-000549

Advisor

• Abraham, Jon P.
• Gerstenfeld, Arthur
• Dougherty, Daniel J.

Year

• 2009

Center

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

Sponsor

• Srabian, Shavara
• Rice, Chris
• Burton, Scott
• Bank of America -- Merrill Lynch

Date created

• 2009-12-18

Resource type

• Major Qualifying Project

Major

• Actuarial Mathematics
• Computer Science

Rights statement

• In Copyright

License

• All rights reserved

Last modified

• 2020-11-27