BT

New Early adopter or innovator? InfoQ has been working on some new features for you. Learn more

Presentation: The Market Risk System

| by Abel Avram Follow 4 Followers on May 06, 2009. Estimated reading time: less than one minute | NOTICE: The next QCon is in San Francisco Nov 13-17, 2017. Join us!

In this presentation recorded at QCon London 2008, David Harper and Dominique Delarue present the Market Risk System used by BNP to retrieve, store and analyze risk data for all trading activities of their bank.

Watch: The Market Risk System (1h)

At its core, the BNP market risk system is about data and is built around data because it is possible the technologies used to change in time, but the data is there to stay. The data collected comes in as 15,000 files from more than 40 systems each day, and is extracted, transformed and loaded into Sybase IQ, an analysis and data warehouse. The system processed a number of 5 billion entries in 2008, and is poised to grow to a total of 300 B by 2001.

The system is built using Java and some open source projects, Spring, Mule and ActiveMQ for messaging. The authors present the system in detail introducing the audience to the concept of market risk.

Rate this Article

Adoption Stage
Style

Hello stranger!

You need to Register an InfoQ account or or login to post comments. But there's so much more behind being registered.

Get the most out of the InfoQ experience.

Tell us what you think

Allowed html: a,b,br,blockquote,i,li,pre,u,ul,p

Email me replies to any of my messages in this thread
Community comments

Allowed html: a,b,br,blockquote,i,li,pre,u,ul,p

Email me replies to any of my messages in this thread

Allowed html: a,b,br,blockquote,i,li,pre,u,ul,p

Email me replies to any of my messages in this thread

Discuss

Login to InfoQ to interact with what matters most to you.


Recover your password...

Follow

Follow your favorite topics and editors

Quick overview of most important highlights in the industry and on the site.

Like

More signal, less noise

Build your own feed by choosing topics you want to read about and editors you want to hear from.

Notifications

Stay up-to-date

Set up your notifications and don't miss out on content that matters to you

BT