Market Risk Model
Extension and transfer of the existing Market Risk Model from Visual Basic to the Microsoft End User Computing Professional environment
What we did
- We transferred the existing solution from VB to MS SQL Server 2012 EE.
- We improved the integration with the data warehouse.
- We increased the speed and carried out the parametrization of the process.
- We extended the existing model by new functionalities.
- We built a reporting system based on the client’s group standard.
- We carried out a series of trainings for business users, which allow them for an independent extension of the system by new modules.
The newly created solution decreased the time needed for integration with the data warehouse from 10h to 1h and reduced the time of the monthly conversion from 24h to 40 minutes. Additionally the system was created in a way which allows its further extension by adding new modules by business users, who don’t need to have extensive technical knowledge.
Technologies & tools
tSQL, MS SQL Server 2012 EE, SQL Server Integration Services, Attunity, GIT, Visual Studio