A Modern, Scalable Risk System Architecture

A Modern, Scalable Risk System Architecture

ACCU Conference via YouTube Direct link

Humble Spreadsheets

5 of 21

5 of 21

Humble Spreadsheets

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A Modern, Scalable Risk System Architecture

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  1. 1 Intro
  2. 2 What is a risk system?
  3. 3 A historical perspective
  4. 4 the humble spreadsheet
  5. 5 Humble Spreadsheets
  6. 6 Use a Database
  7. 7 Version 2.1 - Client /Server
  8. 8 Version 2.3 - Heath-Robinson Spreadsheets
  9. 9 Heath-Robinson in Practice
  10. 10 Distributed Systems
  11. 11 Calculation Loop
  12. 12 The Future
  13. 13 Goals
  14. 14 Core functions of a Risk System
  15. 15 Everything Changes
  16. 16 Versioned Datasource
  17. 17 Trade Processing
  18. 18 Position Aggregation
  19. 19 Calc Loop
  20. 20 Design Principles
  21. 21 Overview

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