It covers internal market risk; fundamental review of the trading book (FRTB); X-valuation adjustment (XVA); standardized approach for measuring counterparty credit risk (SA-CCR); credit risk and initial margin (IM). Risk management team head for Murex Korea Ltd (Seoul Office) : - First worldwide end to end implementation of Murex new Enterprise Collateral Management solution at a Tier 1 Korean bank. It brings risk figure consistency across regulatory solutions, such as CVA capital charge, counterparty credit risk risk-weighted assets (RWA), central counterparty (CCP) charge, large exposure reporting or leverage ratio. These include limit suspension, trade hedging or blocking contracts breaching limits. MX.3 increases transparency and visibility, giving end users, managers and auditors a complete view of the full hedge accounting chain, from trade booking to documentation to financial statements. [2] It leverages a pay-as-you-go model and infrastructure elasticity. Connect with key tri-party agents to get collateral allocated. It specializes in all asset classes while managing collateral, margins, and OTC positions. Manage market risk for trading and banking books in one system. A cloud-friendly enterprise risk platform that covers cross-regulation requirements simplifies and speeds up compliance and reduces total cost. Murex is a global fintech leader in trading, risk management and processing solutions for capital markets. Murex is a global fintech leader in trading, risk management, and processing solutions for capital markets. Across all our clients, we are seeing collateral data reinforced as being key across various departments: not only from a VM and IM calculation and processing perspective, but also for pricing, trading and risk management. MX.3s fully integrating platform model enables streamlined collaboration across all departments. As an example, with SA-CCR, when collateral management is managed within the same MX.3 platform, the exposure-at-default (EAD) measure can be reduced in real-time while improving its accuracy and reliability. Our Murex services include system transformation, DevOps enablers, cloud, continuous testing, upgrade and managed services. MX.3 helps control capital costs. The XVA solution is a front-to-finance-to-risk charge solution that supports both standardized approach CVA (SA-CVA) and basic approach CVA (BA-CVA). The technology retains full representation of underlying financial contracts, maximizing credit risk officer analysis capacity in a constrained timeframe. The industry has widely adopted the ISDA Standard Initial Margin Model, which is a parametric Value-at-Risk model that involves the aggregation of sensitivities across various risk factors (similar to the FRTB standardized approach). Experience in the Collateral Management, Derivatives Instruments and Management and Relationship with the supplier. You are part of a cross technical and functional agile team, where you . Consent * It provides critical pricing, desk management and accounting capabilities to hedge and optimize XVA costs. Our clients have diverse requirements. Risk management. Mizuho Optimizes XVA Desk through MX.3 Extension. MX.3 provides enterprise solutions that allow banks to control market, credit, and liquidity risk for internal and regulatory compliance. First, it saves costs by maximizing automated STP processes and reducing manual intervention to where it adds value. It supports historical value at risk (VAR), expected shortfall, stress testing and profit and loss explanations, all of which can be computed both with full revaluation as well as Taylor-based calculations. Leading Investment Management Software | Murex Home Business solutions Investment management MX.3 for Investment Management Our clients have diverse requirements. Our awards highlight a strong level of customer satisfaction and acknowledge our market expertise. I would say this is the most challenging option, as Murex is a very selective firm, and only hires people with engineering and mathematical b. This ensures high STP rates while controlling operational risk through dedicated dashboards, across all business lines and asset types, leveraging: Automatic assignment of standing settlement instructions (SSI), Multiple payment methods (e.g., gross, net, CLS, DVP, FOP, PVP, pre-delivery) and channels (e.g., SWIFT, over account, RTGS), Full support of the transition from SWIFT MT to SWIFT MX (i.e., ISO 20022), compliant with cross-border payments guidelines and local real-time gross settlement systems (e.g., TARGET2, CHAPS, FEDWIRE), Real-time view of nostro cash and security accounts for intraday settlement and next day projections for accurate funding and security inventory monitoring, with interfaces to reconciliations tools. About Murex Since its creation in 1986, Murex has played a key role in proposing effective technology as a catalyst for growth in capital markets, through the design and implementation of. The XVA solution provides deal-per-deal attribution for credit valuation adjustment and funding valuation adjustment to the accounting solution. The solution provides access to denormalized data via its powerful business intelligence tool or through APIs and batch extractions to downstream systems. Treasurers have a complete view of the funding requirements and liquidity profile of the banking and trading business units in a single dashboard. Manages report preparers, control and governance process Securitization and Equity RWA Manager - Basel III Director (Regulatory Reporting) Manages team of SMEs through quarterly and monthly. Murex is a company that provides financial software for trading, treasury, risk, and post-trade operations for financial markets. It brings risk figure consistency across regulatory solutions, such as CVA capital charge, counterparty credit risk risk-weighted assets (RWA), central counterparty (CCP) charge, large exposure reporting or leverage ratio. Murex Credit Risk and Collateral Management consultant Currently Collateral stream lead on a new front to back Murex Implementation in New York, managing a small team on the collateral. It is a great tool for collateral management or for triparty repos where you can import the actual position at the end of the day. MXCMS provides end to end solution for Collateral management which is being given by Murex and the leader in Capital market Trading Platform.IT provide a single collateral Platform across. Murex Consultant at Dutch Pension Group - MX3 Collateral Management Module Implementation Initial Workshops | Scoping | Analysis | Design | Build | Testing | Murex Agile Methodology Murex. NAB Significantly Improves Performance by Migrating MX.3 to AWS, Pavilion Energy, Upskills, Murex Deploy MX.3 to Azure, Leading Mexican Bank Banorte Strengthens Credit Risk Management Practices, Rabobank Achieves Strategic Transformation with Murex MX.3, BIBD Embraces Murex Solution for Bank Treasury with Islamic Finance, Momentum Metropolitan Migrates, Upgrades MX.3 to AWS, Murex Enables NCB to Meet Complex SA-CCR Requirements, ABN AMRO Relies on Murex and smartTrade to Automate the Full FX value Chain, Krungsri (Bank of Ayudhya) Manages Higher Volumes, Rapidly Scales with Murex, Sibos 2022: Rabobank, Accenture and Murex Discuss Platform Transformation, Nationwide Outlines Critical Factors in Selecting Murex as Treasury Vendor, Murexs Philippe Helou Discusses IBSi Sales League Table 2022 Win, ICBC Standard Bank Details Main Benefits of Using MX.3 for Commodities Trading, ICBC Standard Bank COO Reveals Deciding Factors in Selecting Murex as Partner, Rabobank Chief Digital Officer Details the Transformation Journey with MX.3, IBSI FinTech Journal August 2021 - The Big Interview. It enables compliance with Accounting Standards Committee topic 820 and the International Financial Reporting Standards (IFRS) 13. At Banorte, we successfully implemented the Murex PFE solution to enhance the analytical credit risk solution and deploy more modern credit limit management metrics. Experience of front to back/risk trade lifecycle, trade workflow, business functionality. Optimize High-quality liquid asset (HQLA) buffers and unlock investment opportunities. Murex, Amid Hiring Drive, Ranked Second-Best Place to Work in France, Glassdoo, Anadolubank Goes Live on MX.3 with MXGO for Treasury and Trading Management, Murex Sees Strong Recognition at Asia Risk Technology Awards 2022, Murex Develops Interface that Offers Fixed Income, Derivatives Data from ICE, Murex Extends Winning Streak in IBSi Sales League Table, MX.3 Again Named Software Solution of the Year at the FTF Awards, Bank Pekao SA Selects Murex to Optimize Total Cost of Ownership, Piraeus Bank Completes Rationalization Project with Murex, Murex Ranked as a Top 10 Place to Work in France on Glassdoor, Murex Expands Mexico City Offices and Bolsters Americas Presence, At Murex, were pleased to be attending and supporting the RiskMathics Digital Banking & Financial Technologies Forum, taking place in Santa Fe from 7th-9th March. All rights reserved 4 5. MX.3 reduces IT cost and improves the time to market as regulatory changes unfold. MX.3 for Collateral Management | Murex Home Insights MX.3 for Collateral Management FormGroup-0 Download Thanks for your interest { {lead.First Name}} Not you? High-throughput integration capabilities for trade execution and positions are supported. Beyond the automation capabilities enabled, which include margining, allocation, settlement and accounting, MX.3 is designed and uniquely positioned to provide integrated functions: optimize allocations according to cheapest to deliver, maintain enterprise inventory of securities, integrate with securities finance, refine XVA pricing and risk management and comply with regulations such as SFTR and SA-CCR. Market conditions demand prioritized bank focus on treasury departments. Build Accurate Rate Curves in an Inflationary Context. Luxoft 4.5. This enterprise risk management software is used by a large and diverse range of market participants to meet regulatory requirements including Basel III, Dodd-Frank, European market infrastructure regulation (EMIR) and Volcker. Our awards highlight a strong level of customer satisfaction and acknowledge our market expertise. Facing a quickly evolving regulatory environment, MX.3 enables clients to stay ahead, across various processes: Collateral management, with uncleared margin rules, Transaction Regulatory Reporting, with the coming major rules review (e.g., EMIR refit, CFTC rewrite). MX.3's dashboards offer treasurers a bird's-eye view of liquidity ladders, liquid asset buffers and cash and securities inventory to aid secured and unsecured funding decisions. Mizuho Optimizes XVA Desk through MX.3 Extension. It supports trading, treasury, risk and post-trade operations to help clients meet regulatory requirements and to manage risk and IT costs. In each client jurisdiction, a local regulatory watch ensures those packages remain up-to-date with regulation changes. Business dashboards summarize excess causes and resolution time and keep senior management informed. Q: How can firms ensure that their collateral management operations and technology are able to support SIMM? Centralize collateral management enterprise-wide. It is a three-step process: Sensitivities generation, across various asset classes and products. Trade level CVA and FVA can be allocated to the proper unit of account. It provides accurate credit risk measures (e.g., issuer lending, notional, pre-settlement, settlement)across all asset classes. Multiple payment methods (e.g., gross, net, CLS, DVP, FOP, PVP, pre-delivery) and channels (SWIFT, over account, RTGS), Real time view of nostro cash and security accounts for intraday settlement and next day projections for accurate funding and security inventory monitoring, with interfaces to reconciliations tools. The solution also supports the computation and transfer of funding valuation adjustment (FVA) for derivatives transactions. MX.3 offers an end-to-end enterprise-wide solution used by more than 120 customers across all tiers to meet regulatory requirements. Murex helps capital markets firms achieve new growth paths and connects them to all participants. Our future-ready solutions include system transformation, DevOps enablers, cloud, continuous testing, upgrades and managed services. Answer (1 of 3): Three options: 1- get hired by Murex: they have offices throughout the world (Paris, New York, Beirut, Singapore, Sao Paolo, Shangai, ). It is a great tool for collateral management or for triparty repos where you can import the actual position at the end of the day. It is powered by a robust, high-volume infrastructure with a global real-time operating model. Model validation and implementation: firms can either use a schedule-based method, or a model with margins that meets a 99% confidence level of cover over a 10-day standard margin period of risk. Additionally, the common technical framework ensures that consultants reuse existing skills to speed up FRTB-SA projects. Murexs ownership of this process allowed Banorte to focus on our own complete internal operating overhaul for setting up a dedicated XVA desk. Mizuho Optimizes XVA Desk through MX.3 Extension. Andy Haigh: Yes, specifically Murex's MX.3 Collateral Management module. MX.3 functional coverage meets them. Second, it provides control,with tools to monitor and act on exceptions along with a cradle-to-grave audit trail. Murex Information We are the long-term technology partner for the capital markets, working with financial institutions in over 60 countries to adapt and evolve their IT systems. Facilitate bank liquidity risk analysis, control and reporting. <br><br> SME in OTC Derivatives' - Credit, FX and Rates - related events and lifecycle management<br> Experienced . A centralized, robust and automated framework, MX.3 for Collateral Managementis compliance-ready for uncleared margining rulesand provides a consolidated view of asset inventory in real-time. Security instruments: across both equities and bonds, with out-of-the-box connectivity to Bloomberg to collect ISIN data. Mizuho Optimizes XVA Desk through MX.3 Extension. This is a permanent full-time role, where employees are required onsite 3 days per week. Mizuho Optimizes XVA Desk through MX.3 Extension. Learn more about the event here: http://bit.ly/3XITM8J With 300 clients and 57,000 users spread across 60 countries around the world, Murex has a truly international client base of capital markets participants. Mizuho Optimizes XVA Desk through MX.3 Extension, NAB Significantly Improves Performance by Migrating MX.3 to AWS, Pavilion Energy, Upskills, Murex Deploy MX.3 to Azure, Leading Mexican Bank Banorte Strengthens Credit Risk Management Practices, Rabobank Achieves Strategic Transformation with Murex MX.3, BIBD Embraces Murex Solution for Bank Treasury with Islamic Finance, Momentum Metropolitan Migrates, Upgrades MX.3 to AWS, Murex Enables NCB to Meet Complex SA-CCR Requirements, ABN AMRO Relies on Murex and smartTrade to Automate the Full FX value Chain, Sibos 2022: Rabobank, Accenture and Murex Discuss Platform Transformation, ICBC Standard Bank COO Reveals Deciding Factors in Selecting Murex as Partner, ICBC Standard Bank Details Main Benefits of Using MX.3 for Commodities Trading, Bankdata Details Largest Re-platforming Program, Rabobank Chief Digital Officer Details the Transformation Journey with MX.3, MX.3 Enterprise Risk and Regulatory Suite. As the dust starts to settle for firms that have put the deadline behind them, these firms are looking more and more at the impact of such margins on the value chain of trading. These include Basel, IFRS/FAS, ASC 815/ASU 2017-12, IBOR Reform, SWIFT transition to ISO20022 cash messages, EMIR, Dodd-Frank and SFTR. MX.3 empowers institutions with a single repository for trades, orders, positions and reference data, based on a few core foundations: MX.3 features a multi-source, multi-entity, connected global repository supporting our clients current and future operating models; it seamlessly supports back-to-back trades, risk allocation, and inter-entity structures. Extend the usage of securities as collateral. They provide risk forecasts and help trading to take risk-informed decisions from inception. MX.3 streamlines the full hedge accounting process end-to-end, be it micro-hedge or macro-hedge, with a broad coverage of hedge types (e.g., fair value hedge, cash flow hedge, net investment in foreign currency hedge). Our awards highlight a strong level of customer satisfaction and acknowledge our market expertise. Full-Time. MX.3 centralizes the processing and reporting of trades, positions, margin calls and settlements across all instrument types, trading sources and settlement routes. Our clients have diverse requirements. It delivers seamless pricing, cost allocation and risks transfer. Not a specific collateral management activity but key for an efficient collateral management process Each party has its own version of a transaction in its system (sometimes even Alternatively, it can be provided via the triparty collateral management systems CmaX (CBL). It eases standard-compliance checks and solution validation by regulators. MX.3 can be deployed on-premises or on the cloud. Development/Support in Murex Collateral Management. MX.3 features a real-time portfolio management solution with dedicated dashboards for risk monitoring and performance measurement and attribution. Seamlessly connect in batch and real time. It highlights the need for collateral management systems to: Extend the VM process to IM, including the ability to process in real-time margin calls on an electronic messaging platform such as Acadiasoft Marghinsphere. From their day-to-day screen, they can slice and dice and drill down to the finest calculation inputs, such as trades, sensitivities, reference data and scenarios. MX.3 achieves Fundamental Review of the Trading Book (FRTB) compliance. Murex Workflow and Collateral Management experienced resource needed for a remote role supporting aSee this and similar jobs on LinkedIn. Close the gap between front office, risk, operations and finance with MX.3 advanced analytics and leading product coverage. Q: How different is version 2.0 of SIMM compared to the previous version? The risk controller benefits from real-time position insights with the ability to take effective actions immediately. Learn how peers benefit from MX.3. More than 100 clients worldwide use Murexs treasury solution. Key Responsibilities Inspect system generated collateral calls for accuracy prior to making margin calls. Our awards highlight a strong level of customer satisfaction and acknowledge our market expertise. At Banorte, we successfully implemented the Murex PFE solution to enhance the analytical credit risk solution and deploy more modern credit limit management metrics. Murex supports diverse financial services clients, from banking and asset management to commodities and energy. Is a company that provides financial Software for trading, treasury, risk and it.. Supporting aSee this and similar jobs on LinkedIn charge solution that supports both standardized approach CVA ( SA-CVA ) basic! 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murex collateral management