Murex – Treasury & Capital Markets

Module 1: Capital Markets and Murex Overview

• Understanding capital markets: equities, fixed income, FX, and derivatives
• Introduction to Murex MX.3 platform and its front-to-back architecture
• Key Murex modules: trading, risk, operations, and finance
• Navigating the MX.3 interface, workspaces, and functional menus

Module 2: Trade Capture and Instrument Management

• Setting up financial instruments: FX spot, FX forward, and FX swap
• Interest rate swap and cross-currency swap trade entry
• Bond and equity trade capture workflows
• Deal validation, amendment, and cancellation processes

Module 3: Pricing, Valuation, and P&L

• Configuring market data: yield curves, FX rates, and vol surfaces
• Mark-to-market valuation and daily P&L calculation
• Sensitivity analysis: delta, gamma, vega, and rho
• P&L explain and attribution reporting in MX.3

Module 4: Market Risk Management

• VaR calculation methods: historical simulation and parametric
• Stressed VaR and expected shortfall configuration
• Limit management: setting, monitoring, and breach alerts
• FRTB sensitivities-based approach overview in Murex

Module 5: Credit Risk and Counterparty Exposure

• Counterparty credit risk (CCR) concepts and setup
• CVA, DVA, and FVA calculation in MX.3
• Credit exposure simulation and potential future exposure
• Wrong-way risk identification and reporting

Module 6: Settlement, Confirmation, and Operations

• Settlement instruction generation and SWIFT message output
• Confirmation matching workflows in MX.3
• Nostro reconciliation and break management
• Failed settlement handling and exception resolution

Module 7: Collateral and Margin Management

• ISDA CSA agreement setup in Murex
• Initial margin and variation margin calculation workflows
• Collateral eligibility, haircuts, and substitution management
• Regulatory margin compliance: UMR, EMIR, and Dodd-Frank

Module 8: Reporting, Regulatory Compliance, and Capstone

• MX.3 report builder and regulatory report configuration
• EMIR and MiFID II trade reporting workflows
• End-to-end trade lifecycle simulation project
• Final assessment and course certification

Experience in the Industry Learn from Murex MX.3 certified consultants who have delivered front-to-back implementations for tier-1 investment banks, regional banks, and asset management firms across Europe, Asia, and the Middle East.

Backgrounds at the Top Our Murex trainers have worked on full-cycle MX.3 implementations covering trading, risk, and operations modules at globally recognised financial institutions and capital markets technology firms.

Clear & Effective Teaching Complex capital markets concepts including derivative pricing, VaR, CVA, and collateral management are broken down into structured, easy-to-follow lessons with real trading scenarios.

Hands-On Learning Focus Students configure MX.3 instruments, run P&L and risk calculations, and simulate complete trade lifecycles through guided lab exercises on the Murex platform.

Up-to-Date Knowledge Trainers stay aligned with the latest MX.3 release features, evolving regulatory requirements such as FRTB and UMR, and industry best practices in capital markets technology.