Numerix Counterparty Credit Risk Solutions help banks and capital market firms understand their counterparty risk exposures, enabling them to price risk into trades in real-time, monitor and manage exposures as markets move, and comply with demands from regulators and auditors.
With real-time analytics providing pre-trade availability, firms can optimize counterparty choices and ensure risk-adjusted trade prices are profitable prior to execution. Moreover, CVA can be traded and hedged in real-time, and firms can actively limit counterparty exposures in order to minimize regulatory capital charges.
Advisory services also help firms validate and test their own counterparty risk models, to ensure models meet industry best practices and produce accurate risk measures.