Treasury management solutions provider, Integrity Treasury Solutions, has introduced a new version of its BoundaryRider credit and market risk analytics system running on SQL Server 2000.
The BoundaryRider system allows real-time pre-deal credit limit checks on netted counterparties; calculates market risk VAR consistent with credit risk exposure; assess the impact of stress scenarios on both market and credit risk; and calculates the required return on credit capital and marginal loss provision for proposed trades.
Justin Taylor, managing director financial services at Integrity, says: "We have had many requests for a SQL Server version of BoundaryRider and we see a definite trend toward Microsoft platforms in the financial markets. There is a growing acceptance that SQL Server 2000 running on a Windows 2000 Server platform is an excellent choice for running mission critical risk applications."