1. FX SPOT CREDIT LIMIT CONSOLIDATION SYSTEM December 13, 2005 Presented by: William Hays Amy Jackson Confidential

2. 1 PRESENTATION OUTLINE  Background  Overview  Goals  Methodology  Results  Overview of new process  Demonstration of new system  Conclusions  Recommendations

3. 2 Project Background  FX trading  Spot credit limits  Broker services systems  Reuters  Electronic Broker System (EBS)  Credit Work Station (CWS)

4. 3 PROJECT OVERVIEW Estimated Total Manual Time: 2:40

5. 4 1.View of the total FX limit allocation for each client. 2.Log of the clients. 3.Clean-up of sub-entities. 4.System’s interface integrated into CRM website. 5.Internal Technology team member to maintain and update system. 6.Knowledge of FX trading and credit limits. PROJECT GOALS

6. 5 METHODOLOGY

7. 6 RESULTS: Understand the Current Process  User meeting notes  Research on systems involved  Research on credit limits and FX trading  Documentation of current process

8. 7 RESULTS: Design the New Process  Functional requirements  Use-case and Sequence diagrams  Proof of Concept  Database structure  Interface prototype

9. 8 RESULTS: Implement REBS FX  Database structure  Views/Stored procedures  Application layer

10. 9 RESULTS: Move REBS FX To Production

11. 10 OVERVIEW OF NEW PROCESS: Steps Estimated Total Manual Time: 1:55

12. 11 OVERVIEW OF NEW PROCESS: Demo.

13. 12 CONCLUSIONS  Requirements met:  User  Technical  Informational

14. 13 RECOMMENDATIONS  Post Project  Long Term  Automated feeds  Readily available CRM implementation standards  REBS FX extension  Global use of REBS FX  WPI project continuation

15. 14 ACKNOWLEDGMENTS  Lehman Brothers:  Ayoob, Mahvish  Burton, Scott  Chang, Scott  Eisen, Daniel  Fox, Andrew  Girard, Jocelyn  McConnon, Thomas  Moeller, Christian  Murphy, Brendan  Tan, Ford  Wilkins, Simon  Wong, Leesan  Worcester Polytechnic Institute:  Abraham, Jon P.  Ciaraldi, Michael  Gerstenfeld, Arthur

16. 15 QUESTIONS

17. 16

18. 17 Database Structure

19. 18 Demonstration (1) First screen shows possible reports. The default is the unlinked entities (that have been imported from Retuers/EBS systems)

20. 19 Demonstration (2) Second screen shows a list of possible reports (from the reports table) When a report is selected, it is queried for viewing.

21. 20 Demonstration (3) Third screen shows the “existing limits” report corresponding to limits related to all CWS counterparties

22. 21 Demonstration (4) When a user clicks on a CWS client code in the reports window, the details for that counterparty are shown. Shown are the associated Reuters/EBS accounts.

23. 22 Demonstration (5) Below the associated accounts are the sub- entities (or branches) related to the counterparty.

24. 23 Demonstration (6) Below the sub-entities is a log of the history for that client. History entries are changes to the database as well as user- entered history items.

25. 24 Demonstration (7) Wherever an entity ID is shown, the entity detail page can be opened. Shown on this page is linking/unlink ing to CWS counterparty functionality.

26. 25 Demonstration (8) The user searches CWS for the counterparty name and then updates the link to the counterparty once one is found.

27. 26 Demonstration (9) Further down on the entity detail page you will find similar sub- entity and history information as found on the client detail page.

28. 27 Demonstration (10) This is an example of an unlinked entity. This will occur for new clients and clients that do not exist in CWS.

29. 28 Demonstration (11) This is an example of a changed limit when importing from Reuters/EBS systems.