Business Intelligence for Financial Risk Management
Jordan Preve · Digital WPI · 2009
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.