Marwan Tabet, head of ERM practice, Murex
ERM system of the year
Murex’s MX.3 cross-asset cross-function platform offers a modular suite of solutions to cover credit, market and liquidity risk, as well as margining and risk control, including limit management. Packaged business modules sharing common data management and integration layers are available for a number of key Basel III regulations and related business requirements, such as the Fundamental Review of the Trading Book (FRTB), the standard approach to counterparty credit risk (SA–CCR), the standard initial margin model (Simm) for non-cleared derivatives and various valuation adjustments for derivatives contracts (XVA).
For FRTB, for example, MX.3’s single underlying platform…
