Foreign Future Variation Margin Reconciliation

Matos-Almonte, Daniel Ernesto; Li, Jiahui Lisha; Kell, Kevin Vincent; Zhang, Lili

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Foreign Future Variation Margin Reconciliation

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The Operations team is in charge of making comparisons between an Eagle file (file that holds the firms accounts information for trades) and a Broker file (The file that holds the accounts information of the broker firm in charge of the trades). This comparison is called the “Reconciliation Process”. For many years the Reconciliation process has been completed manually. However, the process has become inconvenient for the Operations team because it requires a large amount of time to be completed, several files to store the compared data and is prone to human error. The MQP team was assigned the task of enhancing the current process. The team came up with several features that could be implemented into the Variation Margin application in order to reduce the time the Operations team would ne

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.

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