Products & Services

Products & Services

Whether you’re tracking a few hedge positions or managing a complex portfolio of structured products, Numerix analytics can help you produce valuations that are repeatable, transparent and consistent with the market—even for the most exotic, illiquid deals. Available through a wide range of stand-alone and integrated solutions, Numerix offers a unified valuation framework for all your positions across all areas of the enterprise. 

Browse our solutions below to take the next step in joining the hundreds of institutions around that world that rely on Numerix for speed and accuracy in managing derivatives. Numerix solutions are available as a full cross-asset solution, or as individual modules for separate asset classes.

Pricing and Trade Capture

Numerix CrossAsset

Flexible platform for structuring, pricing and risk managing any derivative, accessible through Excel add-ins, C++, C# or Java

 

Numerix Bloomberg Edition

Excel-based structuring and pricing, with integrated Bloomberg data and enhanced Bloomberg workflow for exotics via NXDL

 

Numerix Trader Apps

Easy-to-use workbooks designed to help traders manage a small book of derivatives, with modules for Credit, FX, Rates and Bonds.

 

Numerix LiquidAsset

An intuitive, function-based interface for pricing and managing liquid derivatives—within minutes of installation.

 

Risk

Numerix Portfolio

A sophisticated and scalable front-office application for generating intra-day valuation and risk reports on complex OTC portfolios

 

Numerix Market Risk

Advanced risk reporting for vanillas and exotics, enabling a high degree of flexibility in model calibration and deal structures, including hybrids

 

Numerix CVA

Intra-day credit valuation adjustment (CVA) and potential future exposure (PFE) for any instrument using American Monte Carlo powered by CompatibL

 

NxR2 Structured Credit

Independent valuation of credit portfolios and detailed risk/return profiles on underlying credit strategies consisting of both cash and synthetic credit instruments, such as ABS/MBS, CDOs and CLOs

 

Asset Liability Management

Numerix ESG

A flexible simulation framework for producing quality risk-neutral economic scenarios that can be used across all business units

 

Numerix VA Risk

High-speed analytics for structuring, pricing and hedging all types of life insurance products and the assets that back them

 

Numerix Portfolio for ALM

An efficient multi-user interface for valuing and managing variable annuity portfolios based on liability-driven benchmarks

 

Services

Valuation Services

Full-service independent valuations for complex portfolios that are fully documented and transparent

 

Professional Services

Integration consulting, customized training, implementation services and comprehensive support

 

Structured Edge

The only independent online research and analysis service exclusively designed for advisors, issuers and other professionals that deal in or follow the U.S. retail structured products market

 

MARKET STANDARD

Numerix offers the most comprehensive independent library of market-tested pricing models in the industry

View models by asset class

AWARD WINNING

Structured Products Americas 2011 Award: Technology Innovation

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