Compliance/Auditor

At Numerix, we're constantly working to develop technologies that help compliance and auditing systems keep pace with the rapid evolution in financial products. Our independent analytics solutions provide a consistent and transparent pricing architecture for accurately verifying client assets, enabling system support for even the most complex instruments and portfolios.

Key Benefits

• Comprehensive valuations for any type of derivative or structured product, including support for custom payoff scripts
   
• Access to the industry's most comprehensive library of market-tested models and optimized numerical methods, enabling independent assessment and validation of client models
   
• Coverage for all major asset classes, including fixed income, inflation, credit, equity, FX and commodities, as well as hybrid structures
   
• Deals can be archived and restored at any time from self-contained Numerix XML files that include all definitions, calibrations, assumptions and market data
   

Enhanced Deal Portability with Numerix XML
Clients that use Numerix make the auditing process significantly more efficient due to a powerful Numerix benefit: the ability to easily reconstruct deals in Excel at any future date.

Deals structured with Numerix solutions can be archived in self-contained XML files that capture all inputs in the valuation process, such as market data, model calibration and assumptions, calendars and the trade definition. With these files, auditors can easily rehydrate the deals in Excel and reprice them using historical data — all without the aid of IT or the need to reconstruct pricing environments.

		Numerix payoff scripts enable a fully transparent audit trail for complex deals (click image to view full sample deal script)

Numerix Solutions for Auditors
Whether you need a solution for a single asset class or an enterprise system, Numerix offers a host of options to meet your specific needs. Numerix analytics are available via Excel, dedicated Windows applications, or through integrated solutions for proprietary and third-party systems. We also offer a variety of consulting services to support your operations.