Market Data Import

A bank wants to control the market data used in its End of Day batch. The process requires to retrieve, check, validate and import market data from various providers.

A first spreadsheet connects to the SFTP server of a provider and downloads/decrypt/reformat the data.

A second spreadsheet is then presenting the retrieved data in a validation form. Various statistics are calculated to identify any unusual value, and an audit trail of the approval/rejection decisions is maintained.

Statistics data can be represented as graphs (incl. 3D surfaces for volatilities)

When the Import button is clicked, the approved market data is passed to a third spreadsheet which reformat the records and connect to the target system to import them.