Murex provides enterprise-wide, cross-asset financial technology solutions to capital markets players. Its cross-function platform, MX.3, supports trading, treasury, risk and post-trade operations, enabling clients to better meet regulatory requirements, manage enterprise-wide risk, and control IT costs.

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Report: 2016 Gartner Magic Quadrant for Trading Platform

16th December 2016

Murex is recognized as a Leader in the 2016 Gartner Magic Quadrant for Trading Platforms. Fabio Chesini, 21 November 2016. Download your copy here.

28th September 2015

Over-the-counter (OTC) derivatives were identified as one of the main scapegoats of the 2007/2008 financial crisis. The G20 group, amongst others, suggested that all standardized OTC derivative contracts should be cleared, and that non-centrally cleared OTC derivatives should be held accountable for margin requirements. Download the White Paper...
Murex Case Study - Kommunalbanken Norway

7th January 2015

Kommunalbanken Norway (KBN) is a funding agency for local government in Norway. Founded in 1926 and fully owned by the Kingdom of Norway, KBN is rated AAA by Standard & Poor’s and Aaa by Moody’s. In 2011, KBN initiated a wide and rigorous search for a system that would fulfil its needs.
Case Study - DBS optimises risk management capabilities by combining solutions

7th January 2015

Combining vendor-based and in-house solutions helped DBS optimise risk management capabilities. DBS takes a quantum leap in market risk scenarios generation and risk monitoring by integrating two market risk technologies.
Murex - Navigating the labyrinth

6th January 2015

Etienne Ravex of Murex outlines how BCBS/IOSCO’s final framework for non-cleared derivatives has created a new risk management paradigm.
Bank of China gains edge through integrated treasury functions

5th January 2015

Bank of China gains edge through integrated treasury functions. New consolidated treasury system addresses the product and process optimisation needs across Bank of China’s domestic and international operations.
InteDelta white paper - CVA and Counterparty Risk Management

26th June 2014

A survey of management, measurement and systems. The paper presents the results of a survey that looks to establish the management processes, measurement and systems that banks use to control counterparty risk paying particular focus on two important metrics in counterparty risk: Potential Future Exposure (PFE) and Credit Valuation Adjustment...
Finadium Report - Preparing for Risk-Based Margining of Non-Cleared Derivatives

26th June 2014

This report focuses on strategies and preparations for risk-based margining and collateral management in the non-cleared derivatives arena. Initial margin (IM) in particular will change meaningfully as regulators shift to a "defaulter pays" model. The credit exposure that was embedded in bilateral derivatives, and especially those historically...
Murex - Firm of the Future

30th August 2012

Risk Magazine celebrated their 25th Anniversary with Risk25, a special anniversary issue focusing on the possible outcome of financial industry trends in the next five years. Murex is one of the 74 organisations identified as likely to be the most influential in the OTC Market. Maroun Edde, Murex Group CEO, shares his vision on how technology...