The main goal of this project was to improve risk reporting and technology at Lehman Brothers for both country and credit risk. The project was divided into two separate parts that were completed in parallel. One part was completed in New York which focused on the improvement of the country risk reporting process. The other was executed in London to consolidate foreign-exchange spot credit limits.

• This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.

Creator

• Ushakov, Igor
• Tondreau, Jason T
• Jackson, Amy Louise
• Hays, William Braden

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-011006-005930

Advisor

• Ciaraldi, Michael J.
• Gerstenfeld, Arthur
• Abraham, Jon P.

Year

• 2006

Center

• Wall Street-FinTech Project Center (Boston or New York) - MQP

Sponsor

• Lehman Brothers

Date created

• 2006-01-10

Resource type

• Major Qualifying Project

Major

• Management Engineering
• Computer Science
• Actuarial Mathematics

Rights statement

• In Copyright

最新修改

• 2021-01-29