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Global Investment Bank

Evolving Trading Strategies Required Real-Time Data

Patricia Warrick
By Patricia WarrickFeb 9, 2022
Evolving Trading Strategies Required Real-Time Data

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The client:

A global investment bank 

The client's need: 

In the context of changing regulation, our client was reviewing and improving processes and systems between trading desks. As trading strategies at the bank evolved there was a requirement that positions on all supported products be updated in real-time so that the bank had line of sight on trading calculations and position-keeping. The risk team required exposure to be viewed across all books on all trading desks. 

The solution: 

After spending time understanding the client's business and their needs, we were able to suggest a real-time feed of several data sets including rates, interest rate options, FX volume and inflation data to power-trading calculation and position-keeping applications in real-time. This "position neutral" information enabled the client to benchmark their activity against an unbiased view of the market. 


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