Government

Numerix is helping government institutions around the world move toward implementing enterprise best practices for the valuation and management of derivative products.

With Numerix analytic solutions and valuation services, governments have a fully transparent system for determining fair market prices, analyzing investment and hedging strategies, identifying concentration risk and understanding the risks underlying individual securities.

Because of this versatility, governments rely on Numerix analytics for managing some of the largest portfolios in the world, including those of central banks, international development banks, US government-supported entities and the US Federal Home Loan Banks.

Key Benefits

• Transparent and independent valuations for determining fair market prices for all types of derivatives
   
• Over 40 market-tested models and methods, covering all major asset classes: fixed income, credit, equity, FX, commodities and hybrids
   
• Advanced scenario analysis and stress testing
   
• Analysis of model risk using valuations and risk estimates from multiple models and calibrations
   
• Comprehensive drill-down risk reports, including accurate simulations of credit, market and liquidity risk
   

Numerix Solutions for Government Entities
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.