Financial Risk Analysis Software

The Client

A client from US who provides the financial risk management services for the international banks and enterprises.

What the client wanted

This financial risk analysis software helps the customers provide the modeling and management of credit risk and marketing risk through adopting the (IRB) of the BASEL II protocol, and provide an advanced risk analysis technology to the customers which the emulator, forecast and optimized, etc have been achieved.

Approach

The whole development process has been managed efficiently by adopting the Agile methodology in Shinetech, the architecture and business system for risk explores of software itself was also designed and developed by our team.

The client want this system can be run on UNIX/WINDOWS platform and the oracle OFSA as well as other database, such as Sybase, DB2, etc are compatible. C++ development language required. According to the requirement on the expansibility of system calculation model and permission of different data input manners, this layer has been designed adopted the Adapter model that match the mapping method (Data Link, Manual Input, Set Assumption, Model Fitting) of data customers input and calculated model customers selected. The multi-thread was adopted in order to present the time capability of calculated model. The related technologies are as following: VC++2005, STL, BOOST, Oracle OFSA. Encapsulated the business logic layer to dynamic link library that can be accessed the presentation layer. ODBC was used as the data source of this system, to support in other databases.

OSSoftware has accomplished this project successfully, it has been launched and currently in the marketing operating process.