Numerix offers highly flexible software solutions for structuring, valuing and managing derivatives and structured products — from plain vanillas to exotics, across all major asset classes.
Built on a comprehensive library of market-standard models and methods, Numerix analytics help institutions implement and monitor complex trading and hedging strategies, perform accurate valuations for exotic or illiquid deals, and maintain consistent and auditable pricing policies and risk controls throughout the enterprise.
Providing Front-to-Back Solutions for Capital Markets
Key Benefits for Capital Markets
- Rapidly structure and price new deals, reducing time-to-market
- Run pricing scenarios
- Maintain consistent pricing policies throughout the enterprise
- Calculate MTM, P&L and drill-down risk reports, including Greeks, VaR, scenario analysis and stress testing
- Actively manage counterparty exposure with PFE and CVA calculations
- Deploy Numerix scalable solutions on the desktop or as a client-server application
- Integrate complex deals into your proprietary or third-party systems
Enabling Pricing Policies with Consistent Analytics
With Numerix, institutions can adapt to today’s increased demand for accountability and transparency by deploying consistent pricing policies throughout the enterprise.
Users can access Numerix analytics through a wide variety of front- to back-office systems and have the ability to communicate deals electronically via Numerix XML. This ensures that the deal is represented and priced the same way at every point in the process — improving workflow efficiency, reducing operational and model risk, and defining consistent valuation methodologies.
STP for Bespoke Instruments
Institutions can now extend straight-through processing capability to any type of deal using solutions from Numerix and our partners, including many leading trading and risk systems.
For example, Numerix is embedded into the BLOOMBERG PROFESSIONAL® service, providing coverage for even the most exotic instruments within the standard Bloomberg workflow. The user can design and price a new deal type using Numerix Bloomberg Edition and then upload it to a private Bloomberg trade repository called NXDL. Once the deal is in NXDL, it can be instantly repriced with live market data, distributed for client review, internal approval and risk management, and booked into order management systems. Learn more...
Numerix Solutions for Capital Markets
We offer Numerix analytics through scalable stand-alone applications, consulting services and as an integrated solution for proprietary and third-party platforms, including some of the most commonly used trading and risk systems.