MX.3
for Market Risk

Lead the pack and tackle the new paradigm in market risk today

The recent spate of financial crises has laid bare the limitations of financial institutions’ market risk models and infrastructures. Regulators have now imposed refined risk measures and introduced risk-based margins and capital requirements for bilateral or CCP-cleared trading.

MX.3 is used by a large and diverse range of market participants to meet new regulations and fully integrate market risk at each point of the value chain.

Managing the regulatory avalanche

MX.3 delivers with high performance the accurate output needed to produce timely regulatory statements and leverages advanced reporting tools for enterprise data consolidation. Risk managers are empowered to analyze and audit results, navigating from VaR aggregates down to individual trades or risk factors contribution. Furthermore, they benefit from a wide range of trading and risk features such as sensitivities analysis and P&L attribution that facilitate compliance, risk analysis and backtesting.

Regulatory pre-packaging supports firms in their journey towards compliance. It delivers liquidity-adjusted VaR and calibrated expected shortfalls for Basel III, global sensitivities and stressed VaR to comply with the Volcker rule, OTC margins for EMIR and Dodd-Frank,  VaR on replicated liability portfolios for Solvency II or IFRS 13 trade-level CVA and Basel III CVA VaR.

We are constantly innovating to meet the latest changes in market risk such as extreme value theory, reverse stress-testing, incremental default charge or Basel III revised standard capital charge. The flexibility of our MX.3 platform ensures compliance with evolving requirements.

Real-time VaR anywhere

By breaking the silos between front office and risk management, MX.3 delivers to traders a real-time 360 degree view of VaR across all asset classes listed and OTC. MX.3 features real time market risk limits and, with the latest innovations of in-memory analytics, it performs on-the-fly cross-margining simulations that identify the cheapest clearing venue or bilateral margin.

Functional Coverage

Resources

Expert Talk: Risk and regulation transformation – a new technology paradigm

 

In this video interview, Alexandre Bon, Global Head, Risk Control at Murex, discusses the value of innovative technology and collaboration models in helping financial institutions adapt to fast-evolving regulatory and business requirements.

View the video

REPORT: 2015 Gartner Magic Quadrant for Trading Platforms

 

Murex is recognized as a Leader in the 2015 Gartner Magic Quadrant for Trading Platforms, placed furthest for Ability to Execute.

 

 

Access the full report

Fundamental Review of the Trading Book

 

 

A Survey of implications and banks' preparations

This paper focuses on the business implications of the FRTB and implementation issues from a modelling and IT perspective. 

 

Read more

Technology - Solving the new equation of capital markets

In this video interview, Stella Clarke, Chief Marketing Officer at Murex, discusses the challenges facing banks and buy-side firms, and how technology can be used to address those challenges. 

Play

EMIR NON-CLEARED OTC DERIVATIVES REGULATION

 

 

Murex-Sapient White Paper

A fundamental change in how financial institutions are dealing with credit risks.

              

Read more

News & events

  • 05

    Feb

    News

    Murex, Overall #1 Vendor in Risk Magazine's Technology Rankings 2015

                                                                                                                  Murex is recognized as the Number One Overall Top... Read more
  • 26

    Jan

    News

    Murex Positioned as a Leader

                                                    Murex named a Leader in Gartner’s 2015 “Magic Quadrant for Trading Platforms... Read more
  • 09

    Dec

    News

    Getting ready for Basel III SA-CCR

                                                    Murex announces a new enterprise solution for SA-CCR as part of its MX.3 Risk and Regulatory Suite... Read more
  • 26

    Nov

    News

    MX.3 Testing and Environment Management

    Delivering quality and operational efficiency                              Paris, France, November 26 - Murex, the leading provider of integrated trading, risk, and back... Read more
  • 17

    Sep

    Overall N°1 in Asia Risk Technology Rankings

                                                      Murex consolidates its position as Technology Transformation Partner for financial institutions in Asia Pacific. Paris... Add to calendar Event Details
  • 27

    Jan

    News

    Gartner Magic Quadrant

    Murex named a Leader in Gartner’s 2014 “Magic Quadrant for Trading Platforms”, positioned furthest for Completeness of Vision and Ability to Execute                  ... Read more
  • 04

    Dec

    News

    Murex N°1 Technology Vendor 2014

    Recent industry acknowledgments position Murex’s MX.3 platform as the technological answer to the New Normal in banking and capital markets... Read more

Contact us

Please select
  • Information
    Request
  • Partnership
    Opportunity
  • Media/Analyst
    Inquiry
  • Other

Information Request

CAPTCHA
This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.
Image CAPTCHA
Enter the characters shown in the image.

The information collected is processed for the sole use of Murex SAS in ad hoc communications and is therefore subject to dispensation no. 7 of the Commission National Informatique et Libertés (or 'CNIL', the French data protection authority). Pursuant to French Act No. 78-17 of 6 January 1978 as amended in 2004 (the French Data Protection Act), you have the right to access and rectify your personal information or data and the right to object to the processing of such data by contacting mkg@murex.com.

Partnership Opportunity

CAPTCHA
This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.
Image CAPTCHA
Enter the characters shown in the image.

The information collected is processed for the sole use of Murex SAS in ad hoc communications and is therefore subject to dispensation no. 7 of the Commission National Informatique et Libertés (or 'CNIL', the French data protection authority). Pursuant to French Act No. 78-17 of 6 January 1978 as amended in 2004 (the French Data Protection Act), you have the right to access and rectify your personal information or data and the right to object to the processing of such data by contacting mkg@murex.com.

Media/Analyst Inquiry

CAPTCHA
This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.
Image CAPTCHA
Enter the characters shown in the image.

The information collected is processed for the sole use of Murex SAS in ad hoc communications and is therefore subject to dispensation no. 7 of the Commission National Informatique et Libertés (or 'CNIL', the French data protection authority). Pursuant to French Act No. 78-17 of 6 January 1978 as amended in 2004 (the French Data Protection Act), you have the right to access and rectify your personal information or data and the right to object to the processing of such data by contacting mkg@murex.com.

Other

CAPTCHA
This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.
Image CAPTCHA
Enter the characters shown in the image.

The information collected is processed for the sole use of Murex SAS in ad hoc communications and is therefore subject to dispensation no. 7 of the Commission National Informatique et Libertés (or 'CNIL', the French data protection authority). Pursuant to French Act No. 78-17 of 6 January 1978 as amended in 2004 (the French Data Protection Act), you have the right to access and rectify your personal information or data and the right to object to the processing of such data by contacting mkg@murex.com.