Sarcouncil Journal of Multidisciplinary

Abstract: Current commercial banking organizations encounter unprecedented pressures for a competitive edge while grappling with intricate credit derivatives portfolios on outdated technology platforms. Older systems exhibit inherent architectural flaws that inhibit real-time risk measurement, cause transaction bottlenecks, and create heavy compliance burdens across multiple regulatory environments. Today's credit derivatives markets require advanced processing features to support high-frequency trading environments, intricate multi-asset correlations, and real-time regulatory reporting needs. Sophisticated technological solutions involving cloud-native designs, artificial intelligence methods, and automated settlement processing enable transformational capabilities for operational improvement and revenue generation. Neural network-based risk management systems facilitate accurate calculation of portfolio sensitivities without compromising computation efficiency during periods of extreme market volatility. Automated reconciliation architectures eliminate the risks of manual processing errors while streamlining transaction throughput considerably beyond conventional operating capabilities. Diversification of revenue streams arises from tailor-made product development functions that respond to individual client risk profiles within more competitive neoliberal market contexts. Digitalization-based strategies allow for high-margin advisory service provision that enables financial institutions to act as strategic partners instead of transaction facilitators. Synergies between sophisticated analytics and conventional relationship management create long-term competitive advantages while creating recurring revenue streams with higher profit margins than traditional derivatives trading operations.