Faculty Advisor

Abraham, Jon P

Faculty Advisor

Ciaraldi, Michael J

Faculty Advisor

Gerstenfeld, Arthur

Center

Wall Street

Abstract

The main goal of this project was to improve risk reporting and technology at Lehman Brothers for both country and credit risk. The project was divided into two separate parts that were completed in parallel. One part was completed in New York which focused on the improvement of the country risk reporting process. The other was executed in London to consolidate foreign-exchange spot credit limits.

Publisher

Worcester Polytechnic Institute

Date Accepted

January 2006

Major

Computer Science

Major

Management Engineering

Major

Actuarial Mathematics

Project Type

Major Qualifying Project

Accessibility

Unrestricted

Advisor Department

Mathematical Sciences

Advisor Department

Computer Science

Advisor Department

Business

Project Center

Wall Street

Share

COinS