Case Study: Banca Carige achieves high-speed derivatives pricing with Misys

Banca Carige grows with high‑speed derivatives pricing

Banca Carige, one of Italy’s leading banking groups, was struggling to keep up with rising volumes and complexity in its derivatives trading business. Its previous process of manually building a pricing model for each deal was becoming too time-consuming and unsustainable, so the bank looked to Misys and its FusionCapital Kondor platform for a faster, more transparent way to price structured derivatives.

Working with Misys, Banca Carige integrated FusionCapital Kondor with a bespoke C++ derivatives pricing library tailored to its market data and pricing needs. Misys helped deliver the solution in ten months, enabling the bank to price almost all structured derivative contracts without external tools, improve efficiency, and reduce the need for additional staff as volumes grow.

Banca Carige

Giacomo Burro

Head of Capital Markets