Insights

Video

Asia Risk Awards Murex the Prestigious Technology Vendor of the Year Category

Group Executive and Head of Treasury Markets at DBS, Andrew Ng joins Murex in this Asia Risk video interview to discuss why the capital markets software leader has established itself as the top vendor of choice in Asia-Pacific.

Blog

The Power of Learning within a Community

At Murex, team members gain expertise and grow through collaboration. Farah Oubari, a client services manager, outlines how a community learning experience upskilled delivery teams ahead of an important regulatory evolution.

Video

MX.3 for Linear Rates Trading

Murex’s solution, the product of continuous MX.3 platform evolution, adapts to ever-changing regulations to keep you one step ahead in an increasingly competitive space that requires agility.

Webinar

Risk.net LIBOR Series: USD / SOFR

Listen as industry professionals discuss the outstanding issues associated to transitioning financial products tied to U.S. dollar Libor and remaining concerns over the Secured Overnight Financing Rate (SOFR).

Blog

As LIBOR, Similar Benchmarks Phase Out, Alternative Reference Rate Adaptation is Key

Technology lies at the heart of financial institutions’ ability to overcome alternative reference rate transition hurdles. Market actors need to be able to trade, process and risk manage new benchmarks. Murex is here to help.

Case Study

Krungsri (Bank of Ayudhya) embarks on long-term Murex partnership to manage higher volumes and rapidly scale

This case study looks at how Krungsri is using MX.3 to streamline collaboration, activate new products and services, and introduce cost- and time-saving automation, among other functionalities.

White Paper

Adopting Agile Work Practices at Scale in European Capital Markets

This AFME paper aims to explore why the work practices of agile methodology are increasingly being adopted by all kinds of organizations, and how this has driven new ways of working and working cultures.

Article

Cliff effect might demand risk calculation agility until Libor cessation

The challenge that the capital markets industry is facing as short-term SOFR and LIBOR remain decorrelated until the Libor Transition is outlined in this Risk.net feature.

Article

As COVID‑19 impacts the autocallables business, solutions to navigate new challenges are crucial

The COVID-19 pandemic has strongly impacted derivatives activity. Murex experts explain how the MX.3 software solution for autocallables works in this new Risk.net feature.