Experience guarantees quality and reliability

Microstep AG has been providing services for its clients for over 10 years. During this time, we have proven through numerous projects and with intelligent concepts that we are capable of utilising know-how and innovative solutions to make financial markets, energy markets and large information streams more manageable and usable.  

In the following section, we present you with a representative selection of reference projects. We have limited ourselves to the core areas of Microstep AG including projects from our subsidiary, Microstep Financial Markets AG.

Reference projects from the other areas (energy, information analysis) can be found on the pages of the responsible subsidiaries, Likron GmbH, Matobis AG and mergeflow AG.

Our project references from the treasury, investment banking, risk management and portfolio management areas as well as software & IT implementation:

Examples according to business sector

  • Creation of a database for the research of ABS products in the primary market more
  • Implementation of the regulatory capital requirements in the aircraft finance area more
  • Application for the analysis of total bank cash flows more
  • Establishment of reporting structures in the asset liability management of a complex balance sheet structure more
  • Research database for bonds and iBoxx more
  • Development, implementation, operation and maintenance of a bond trading system and connections to internal and external systems more
  • Creation of a research database for the analysis of corporate balance sheet data more
  • Development of an application for the optimisation and simulation of cross-asset portfolios including backtesting of strategies more
  • System migration from Front Arena to Summit FT more
  • Establishment of market data plausibility processes and parameter estimations for plausibility tools more
  • Setup of market data provision in the fixed income area and connection to the risk management system more
  • System migration from SAP to Front Arena more
  • System development for the entry and publication of OTC transactions for the purpose of post-trade transparency (MiFid) more
  • Pricing server for traders in the financials, corporates and ABS (bonds) departments including analysis tools as a Windows service more
  • Pricing sheets for traders in the financials, corporates and ABS departments more
  • Development of a pricing and analysis system for credit portfolios and their derivative hedges for Corporate Treasury Sales more
  • Development of a pricing and structuring system for interest rate, inflation, FX, credit and commodity products more
  • Relative value tool for credit and rates research and analysis tools for bonds and bond portfolios more
  • Web-based platform for research publications and data analysis of bonds more
  • Preliminary study regarding the issuance of structured products as documentation for the Management Board more
  • Derivation of swaption skews from cap/floor data more
  • Development and implementation of a pricing and risk management framework for inflation-linked interest rate products more
  • Development and implementation of a pricing and risk management framework for real estate index derivatives more
  • Scenario generation and analysis tool for financial time series more
  • Design and development of a tool for the valuation and hedging of inflation-indexed rental agreements more
  • Analysis of the balance sheet structure and derivation of hedging strategies more
  • Tool for the construction and analysis of a model portfolio of European bonds more

  • Creation of a valuation library for variable annuities more
  • Project for the implementation of Calypso with the creation of front and middle office functions more

  • Analysis and optimisation of the strategic asset allocation for a strongly bond-oriented investment portfolio more
  • Creation of an automated order management and trading system for short-term energy trading more
  • Comparison of the simple regulatory methods (CEM, SA-CCR) with an advanced approach for the calculation of EAD for credit value adjustments more
  • Design and development of a cross-asset pricing and risk management system for complex portfolios more
  • Development and implementation of a trading and hedging strategy with the use of interest rate derivatives more
  • Design and implementation of interest rate calibration models in a multi-curve environment more
  • Design and implementation of generic market scenarios for all market data classes more
  • Creation of a web application for the publication of derived market data and the valuation of interest rate options more

Examples according to project type

  • Development, implementation, operation and maintenance of a bond trading system and connections to internal and external systems more
  • Development of a pricing and analysis system for credit portfolios and their derivative hedges for Corporate Treasury Sales more
  • System migration from Front Arena to Summit FT more
  • Development and implementation of a pricing and risk management framework for inflation-linked interest rate products more
  • Development and implementation of a pricing and risk management framework for real estate index derivatives more
  • Design and development of a tool for the valuation and hedging of inflation-indexed rental agreements more
  • Scenario generation and analysis tool for financial time series more
  • Establishment of market data plausibility processes and parameter estimations for plausibility tools more
  • Establishment of reporting structures in the asset liability management of a complex balance sheet structure more
  • Preliminary study regarding the issuance of structured products as documentation for the Management Board more
  • Creation of an automated order management and trading system for short-term energy trading more
  • Setup of market data provision in the fixed income area and connection to the risk management system more
  • Design and implementation of interest rate calibration models in a multi-curve environment more
  • Design and implementation of generic market scenarios for all market data classes more
  • Derivation of swaption skews from cap/floor data more
  • Creation of a web application for the publication of derived market data and valuations of interest rate options more
  • Development of an application for the optimisation and simulation of cross-asset portfolios including backtesting of strategies more
  • Relative value tool for credit and rates research and analysis tools for bonds and bond portfolios more
  • Tool for the construction and analysis of a model portfolio of European bonds more
  • Application for the analysis of total bank cash flows more
  • Pricing sheets for traders in the financials, corporates and ABS departments more
  • Comparison of the simple regulatory methods (CEM, SA-CCR) with an advanced approach for the calculation of EAD for credit value adjustments more
  • Creation of a valuation library for variable annuities more
  • Design and development of a cross-asset pricing and risk management system for complex portfolios more

  • Analysis of the balance sheet structure and derivation of hedging strategies more
  • Establishment of reporting structures in the asset liability management of a complex balance sheet structure more
  • Development and implementation of a trading and hedging strategy with the use of interest rate derivatives more
  • Analysis and optimisation of the strategic asset allocation for a strongly bond-oriented investment portfolio more

  • Development, implementation, operation and maintenance of a bond trading system and connections to internal and external systems more
  • Development of a pricing and analysis system for credit portfolios and their derivative hedges for Corporate Treasury Sales more
  • Development of a pricing and structuring system for interest rate, inflation, FX, credit and commodity products more
  • System development for the entry and publication of OTC transactions for the purpose of post-trade transparency (MiFid) more
  • System migration from Front Arena to Summit FT more
  • System migration from SAP to Front Arena more
  • Development and implementation of a pricing and risk management framework for inflation-linked interest rate products more
  • Development and implementation of a pricing and risk management framework for real estate index derivatives more
  • Design and development of a tool for the valuation and hedging of inflation-indexed rental agreements more
  • Implementation of the regulatory capital requirements in the aircraft finance area more
  • Scenario generation and analysis tool for financial time series more
  • Creation of an automated order management and trading system for short-term energy trading more
  • Setup of market data provision in the fixed income area and connection to the risk management system more
  • Design and implementation of interest rate calibration models in a multi-curve environment more
  • Design and implementation of generic market scenarios for all market data classes more
  • Derivation of swaption skews from cap/floor data more
  • Creation of a web application for the publication of derived market data and the valuation of interest rate options more
  • Development of an application for the optimisation and simulation of cross-asset portfolios including backtesting of strategies more
  • Creation of a database for the research of ABS products in the primary market more
  • Research database for bonds and iBoxx more
  • Creation of a research database for the analysis of corporate balance sheet data more
  • Relative value tool for credit and rates research and analysis tools for bonds and bond portfolios more
  • Tool for the construction and analysis of a model portfolio of European bonds more
  • Application for the analysis of total bank cash flows more
  • Web-based platform for research publications and data analysis of bonds more
  • Pricing server for traders in the financials, corporates and ABS (bonds) departments including analysis tools as a Windows service more
  • Pricing sheets for traders in the financials, corporates and ABS departments more
  • Creation of a valuation library for variable annuities more
  • Design and development of a cross-asset pricing and risk management system for complex portfolios more 
  • Development, implementation, operation and maintenance of a bond trading system and connections to internal and external systems more
  • Development of a pricing and analysis system for credit portfolios and their derivative hedges for Corporate Treasury Sales more
  • Development of a pricing and structuring system for interest rate, inflation, FX, credit and commodity products more
  • System migration from SAP to Front Arena more
  • Design and development of a tool for the valuation and hedging of inflation-indexed rental agreements more
  • Implementation of the regulatory capital requirements in the aircraft financing area more
  • Scenario generation and analysis tool for financial time series more
  • Preliminary study regarding the issuance of structured products as documentation for the Management Board more
  • Creation of an automated order management and trading system for short-term energy trading more
  • Creation of a web application for the publication of derived market data and valuations of interest rate options more
  • Development of an application for the optimisation and simulation of cross-asset portfolios including backtesting of strategies more
  • Application for the analysis of total bank cash flows more
  • Pricing server for traders in the financials, corporates and ABS (bonds) departments including analysis tools as a Windows service more
  • Project for the implementation of Calypso including the creation of front and middle office functions more
  • Creation of a valuation library for variable annuities more
  • Design and development of a cross-asset pricing and risk management system for complex portfolios more