Software Module of the Market Risk Assessment

Student: Bushuev Roman

Educational Programme: System and Software Engineering (Master)

Final Grade: 7

Year of Graduation: 2018

The master thesis describes the process of developing software module of the market risk assessment. This work contains an introduction, five chapters, conclusion, bibliography and appendixes. The first chapter providers an overview of existing systems for calculating risk metrics. The second chapter providers an overview and comparison table of financial data sources. The third chapter is devoted to identify data requirements, use cases, risk metrics calculations and database scheme. The fourth chapter providers overview technologies stack. The last chapter providers implementation. The work consists of pages 44 of A4 format, includes 31 figures and 6 tables, appendixes occupy 7 pages of A4 format.

Full text (added June 4, 2018)

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