Sélectionnez votre région & langue
Global Français / English
Français English
Insurance & Social ProtectionCapital MarketsBusiness Applications

Collateral Calculation Processing

Context

In a banking environment subject to strong risk management and regulatory compliance requirements, collateral calculation processes play a key role in controlling financial exposure. In this context, a leading investment bank launched a program to modernize its collateral calculation tools to improve the reliability of existing processes and reduce technical debt associated with legacy workflows. The initiative notably aimed to migrate processes developed in SSIS (SQL Server Integration Services) to a more modern application architecture based on .NET, improving performance, maintainability, and overall consistency of the calculation chain.

Challenges

The client needed to modernize its collateral calculation models while ensuring the reliability of processes used in risk management.

Key challenges included removing technical debt associated with legacy SSIS workflows, harmonizing calculation mechanisms, and improving overall processing performance. It was also necessary to enhance tool maintainability and ensure the robustness of processes within a demanding financial environment.

Avaliance Intervention

Achievements

As part of this mission, Avaliance contributed to the modernization and reliability of collateral calculation processes through:

  • redesign and implementation of new collateral calculation models

  • progressive migration of legacy SSIS processes to a .NET-based application architecture

  • drafting of technical specifications and execution of technical and functional tests

  • contribution to Level 2 application support to ensure operational continuity

Technologies & Domains

.NET Architecture
SSIS (Legacy Migration)
Collateral Management
SQL Server
Risk Management Systems
Application Modernization

Results

Avaliance’s intervention enabled the client to achieve structuring outcomes:
1
modernization and rationalization of the global collateral calculation chain
2
significant reduction of technical debt related to outdated SSIS processes
3
improved performance and maintainability of the technical application ecosystem
4
strengthened reliability of calculation processes used in critical risk management
5
implementation of a robust application foundation for future calculation model evolutions
Logo