Credit Suisse Credit Suisse locations Regional headquarters - - PDF document
Public Lessons Learned Adapting an Existing Architecture in a Changing Business Landscape Date: 19 May 2010 Produced by: Arthur L. Wright Final Topics Organizational Context Streetside Order Management and Routing Business and IT
Date: 19 May 2010 Produced by: Arthur L. Wright
Public Author: Arthur L. Wright, KSWA4 Date: 05/19/2010 Slide 2
Author: Arthur L. Wright, KSWA4 Date: 05/19/2010 Slide 3
Credit Suisse locations Regional headquarters Centers of Excellence
Author: Arthur L. Wright, KSWA4 Date: 05/19/2010 Slide 4
Model (EUROM)
Functionality
Releases
Reconciliation
Maintenance
Instruments Processing (OFIP)
Services (AES)
Planning (BCP)
Institutions
Institutional Clients
Instruments Directive (MiFID)
Author: Arthur L. Wright, KSWA4 Date: 05/19/2010 Slide 5
Process Client Ticket Send Street Order Execute Order Manually Trade with Prop Desk Settle Trade Maintain Products Import Reference Data Archive Business Transactions Client Advisory Order Fulfillment Post Trade Settlement Agent Product Provider Reference Provider Quote Provider Internal Market Broker Exchange Market Data Provider Archive
Author: Arthur L. Wright, KSWA4 Date: 05/19/2010 Slide 6
Client Trader Broker Database Order Hub FIX Engine FIX Engine RAVE RAVE Monitor Server RAVE RAVE MORTR Pooler Monitor Client RAVE RAVE Publisher MORTR – Mid Office Router RAVE – Rules and Validation Engine DMS – Data Management Server (RAVE) All components access database, except FIX Engine and Monitor Client DMS Product Provider
Author: Arthur L. Wright, KSWA4 Date: 05/19/2010 Slide 7
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Disaster Recovery (-)
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Compliance Checking (-)
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Intraday Reporting (-)
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In memory database with a relational database
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New software component, the OrderHub.
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Collaboration, people and technical challenges
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Missed or partially implemented requirements e.g. throughput, service times, and availability
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New, changed interfaces in support of pressing functional requirements
Author: Arthur L. Wright, KSWA4 Date: 05/19/2010 Slide 8
based trading activities.
Services (AES)
(SCM) system migration
system and settlement system
Business IT
Author: Arthur L. Wright, KSWA4 Date: 05/19/2010 Slide 9
Author: Arthur L. Wright, KSWA4 Date: 05/19/2010 Slide 10
Author: Arthur L. Wright, KSWA4 Date: 05/19/2010 Slide 11
Author: Arthur L. Wright, KSWA4 Date: 05/19/2010 Slide 12
Author: Arthur L. Wright, KSWA4 Date: 05/19/2010 Slide 13
Considers stakeholder priorities e.g.:
performance.
Each step consists of:
Example: I. Single protocol for asynchronous, synchronous communication - for maintainability. II. Multi instance capable/clusterable components – failover and throughput III. Commercial rule engine – maintainability, flexibility
adaptors, routing – maintainability, scalability. V. Data access layer – performance through caching, scalability, maintainability.
maintainability, performance
Author: Arthur L. Wright, KSWA4 Date: 05/19/2010 Slide 14
Author: Arthur L. Wright, KSWA4 Date: 05/19/2010 Slide 15
Author: Arthur L. Wright, KSWA4 Date: 05/19/2010 Slide 16