Case Study: ABN AMRO achieves automated, low-latency FX Cash trading and near-perfect STP with Murex MX.3

ABN AMRO takes an integrated approach to arising FX Cash business challenges with LiquidityFX and MX.3 solutions

ABN AMRO wanted to scale its FX Cash business in the highly liquid FX market but faced fragmented data, tight latency and pricing requirements, and the need to automate credit/risk limits, XVA and end‑to‑end processing from pricing to settlements and reporting. To address these challenges the bank deployed complementary technologies including Murex’s MX.3 alongside smartTrade’s LiquidityFX to orchestrate pricing, execution, risk and post‑trade operations.

By integrating Murex MX.3 with LiquidityFX, Murex enabled ABN AMRO to automate the full FX value chain, synchronize positions, credit and settlement limits, and deliver real‑time P&L and XVA‑aware pricing. The deployment reduced latency and increased market‑data throughput, drove higher volumes and automated quoting, achieved an almost‑perfect STP rate, improved hedging and liquidity‑provider relationships, and is supported by a 40‑person FX project center for ongoing digitalization.

ABN AMRO

Koen Huisman

Head of E-Trading