In-house System of the Year - Merlin, Credit Suisse


Offering exotic forex option pricing and execution of trades over the web is a challenge. First, the instruments can be highly complex, yet have to be priced in the shortest possible time frame. Execution requires an infrastructure with straight-through processing of deals, and the whole process must be subject to the operational and risk controls of the bank. With its Merlin forex derivatives structuring, pricing and trading platform, Credit Suisse has created a system that meets these objectiv

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