Faculty Advisor

Abraham, Jon P

Faculty Advisor

Brown, Donald R

Faculty Advisor

Gerstenfeld, Arthur

Center

Wall Street

Abstract

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.

Publisher

Worcester Polytechnic Institute

Date Accepted

April 2009

Major

Electrical and Computer Engineering

Project Type

Major Qualifying Project

Accessibility

Unrestricted

Advisor Department

Mathematical Sciences

Advisor Department

Electrical and Computer Engineering

Advisor Department

Business

Project Center

Wall Street

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