Hello Markus,
First of all, thanks for the forum ;-) Actually I find this format much more convenient than the mailing list archive and I would appreciate to have some ongoing discussions here.
As we are currently setting up MX.3 front2back for allmost all asset classes I would be quite happy to get in contact with some of you guys who do or did a similar thing.
Personally I am quite involved in all VaR, stresstesting, backtesting and market data management related topics as well as the implementation of an internal market risk model (to be approved by the national authorities) in MX.
Best,
Christoph