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“We engaged Epsilon to validate our mission critical valuation and hedge accounting model. We were impressed with the level of expertise of the Epsilon team members…”

Federal Home Loan Bank
Risk Group, Vice President

April 28, 2015

MUREX Financial Software


MUREX MX.3 software handles all aspects of derivatives and cash management trading and processing for Banks, Buy Side, Clearing CCP’s, Energies, and Corporates.  It specializes in all asset classes while managing collateral, margins, and OTC positions.   MUREX optimizes and integrates trading, risk management and settlement into a package that efficiently keep up with a changing regulatory climate such as Dodd-Frank, EMIR, Basel, MIFID, etc.   There are over 40,000 users using the MUREX MX.3 application capabilities.

    • More than 2000 institutions in 130 countries use Murex
    • Capabilities
      • Margin Replication
      • Market Data integration
      • Scenarios
      • Reporting and Basel 111, compliance
      • VAR Calculations
      • Credit Controls
      • Credit Data Management
      • Real Time Monitors – Exposures, alerts, drill down, unexpected loss
  • Complex solutions for trading markets
    • Clients select this software because it offers:
      • Platform integration, stability, and reputation
      • Wide range of existing clients
      • Wide range of functionality
      • Robust infrastructure and front end
      • Current product enhancements bring the application to current industry expectations
      • Cross Asset allocation strategies and optimization.
      • Cross Product OTC integration
      • Data aggregation
      • Integrated risk management solution
        • High performance analytics
        • Real Time VAR – Monte Carlo, Sensitivity, Matrices, Parametric
        • Initial margin calculations
        • Real Time simulations
        • Trend Analysis
        • What-If scenarios
        • Extreme Value Theory
        • Intra-day processing
      • Offers rapid integration of new regulations from Dodd Frank, MIFID, Basel 111
      • Integrated Reporting
    • Asset Classes
      • Fixed Income Credit
      • Credit Inflation
      • Forex
      • FX Options
      • Structured Products
      • Equities
      • OTC Derivatives
      • Listed derivatives
      • Repo’s
      • Securities Lending
    • MUREX trading modules and functional components
      • Enterprise Risk Management
        • Market Risk
        • CVA
        • Limits
        • Credit Risk
        • Liquidity Risk
      • Investment Management
        • Portfolio Management
        • Trade affirmation Trade confirmation
        • Position Management
        • Settlement
        • Workflow Manager
        • Hedge Accounting
        • Collateral Management
        • Sub-Ledger Accounting
        • Regulatory Reporting
      • Treasury Management
        • Crossing Product
        • Pricing
        • Short Term Funding
        • Banking Book
        • Long Term Funding
        • Liabilities
        • Clearing & Collateral
    • MUREX Advantage
        • Intra Day risk analytics built into the application
        • Seamless 24/7 trading hours support global organizations with centralized efficiency
        • Robust and Fault tolerant
        • Connectivity to Bloomberg, Reuters, Thomson, SWIFT, CLS, MarkitWire, DTCC
        • Standardized core messaging middleware
        • Integrates easily with internal platforms
        • Technical architecture to do massive amounts of calculations
    • Technical & Functions
      • Agile Methodology
      • In Memory aggregation
      • Java Gui
      • Java Database Connectivity
      • Sybase and Oracle Databases
      • Windows, Linux, Unix
      • Deployable on IBM Architecture.
      • Java j2ee coding
    • SWIFT – SWIFT Access Gateway (SAG)

Contact Us



    Epsilon Consulting Services

    5 Hanover Square, 5th Floor
    New York, NY 10004


    (347) 770-1748

    (212) 931-0572





    If you are interested in joining Epsilon’s financial consulting firm in New York City, please visit our Careers page to view jobs and submit a resume for consideration. See our service areas page for specific locations we provide consultations in.