Custodian & Prime Brokerage

Numerix provides custodians with full-service valuation solutions and flexible applications to accurately value and verify even the most complex client portfolios. Custodians can also easily import deal information from clients that also use Numerix-powered solutions, improving operational efficiency and reducing the amount of manual input required.

Key Benefits

• Value any deal with over 40 market-tested models and methods and Numerix’s unique payoff-scripting language
   
• Help clients comply with regulatory requirements for complex instruments
   
• Reduce operational risk with Numerix XML
   
• Independent assessment and validation of client models
   
• Extensive financial engineering support for help with setting up deals and calibrating models
   
• Customizable reports, including comprehensive risk metrics (Greeks, VaR, scenario analysis)
   

Helping Clients Meet Reporting Requirements
Numerix has been at the forefront of technology innovations for meeting regulatory and accounting requirements such as FAS 133/157 and IAS 39 — winning awards around the world for responding quickly to the market’s demand for greater consistency and transparency and improved operational efficiency.

Reducing Operational Risk with Enhanced Deal Portability
Instead of manually inputting deal terms, custodians can take advantage of Numerix’s ability to transmit event the most complex deals electronically via Numerix XML.

Deals structured with Numerix solutions can be exported in a self-contained XML file that captures all inputs in the valuation process, such as market data, indices, static data, pricing logic and models. Financial professionals can use this file to reconstruct the deal in Excel and reprice it using current or historical data — all without the aid of IT or the need to reconstruct pricing environments.

Numerix Custodian and Valuation Solutions
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.