Faculty Advisor

Abraham, Jon P.

Faculty Advisor

Gerstenfeld, Arthur

Faculty Advisor

Morgan, Irvin W.

Center

Wall Street MQP

Abstract

This project involves the implementation of a Counterparty Collateral Lookup Tool, programmed in Excel using VBA and Macros. It was built to fit the requirements of its users, who are mainly Credit Derivative traders at Bank of America Merrill Lynch. The tool will reduce the time it takes a trader to find counterparty information, something they had to request the back office to do before the creation of this application. This time reduction increases the efficiency of the work stream processes at the bank.

Publisher

Worcester Polytechnic Institute

Date Accepted

January 2013

Major

Mathematical Sciences

Major

Industrial Engineering

Project Type

Major Qualifying Project

Accessibility

Unrestricted

Advisor Department

Mathematical Sciences

Advisor Department

Business

Project Center

Wall Street MQP

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