¶ Summary
An application is needed to manage and track multi-currency bank accounts across various entities, with integrated risk monitoring and reporting.
The goal is to build and deploy a solution that consolidates account data, integrates historical forex rates from official providers, monitors real-time Cash Forex exposure, and produces predictive Value-at-Risk (VaR) reports.
A cloud-native architecture is designed with strong tenant isolation and data security controls. APIs from trusted forex data providers are integrated to fetch and store historical rates. Risk monitoring modules are developed to calculate exposure in real time, while predictive analytics — leveraging statistical models — generate VaR reports. The application is deployed using scalable cloud services to ensure high availability and minimal maintenance.
The system delivers a comprehensive, user-friendly platform that provides reliable tracking of multi-currency balances, seamless forex data integration, real-time exposure monitoring, and advanced VaR reporting—empowering users with timely insights and robust risk management.
¶ Implementation details
- Demo Video
- Full-stack development
- self-registration required
- tech stack:
- GitHub source code
- UX diagram
- blueprints
- detailed AUTH sequence diagram
¶ key requirements for this application
- functional
- the user MUST register and login in order to create and update personal data across multiple sessions
- the user MUST perform data entry by inserting account names, account currencies, dates, account balance at date
- the user SHOULD import/export the full set of personal data (accounts, dates, balances in utf-8
- the user MUST see the totals by date and currency
- the user MUST the totals by date (in base currency)
- the user MUST the date-to-date differences in base currency
- the user SHOULD see the 1-month Value-at-Risk by account currency, computed in base currency on historical rates
- the consolidated reporting ('base currency') MUST be in EUR
- non-functional
- the user SHOULD have ccy/EUR rates automatically retrieved behind the scenes and cached, for convenience
- technical
- the user MUST communicate with the application on a secure channel (https with TLS)
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