Thursday, December 22, 2011 at 9:34AM Constructing a scalable risk analysis solution is a fascinating architectural challenge. If you come from Financial Services you are sure to appreciate that. But even architects from other domains are bound to find the challenges fascinating, and the architectural patterns of my suggested solution highly useful in other domains.
Thursday, December 18, 2008 at 10:21AM Every day brings news of either more failures of the financial systems or out-right fraud, with the $50 billion Bernard Madoff Ponzi scheme being the latest, breaking all records. This post provide a technical overview of a solution that was implemented for one of the largest banks in China. The solution illustrate how one can use Excel as a front end client and at the same time leverage cloud computing model and mapreduce as well as other patterns to scale-out risk calculations. I'm hoping that this type of approach will reduce the chances for seeing this type of fraud from happening in the future.
