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 Valuation

Numerix CrossAsset

Flexible platform for structuring, pricing and risk managing any derivative, accessible through Excel add-in, or integrated into proprietary or third-party systems via the Numerix CrossAsset Integration Layer (CAIL) and SDK in C#, C++, or Java

 

Numerix CrossAsset Server

Extends the features of the Numerix CrossAsset Library into an active, gridded server platform. Leveraging multiple third-party middleware and web service-based technologies, CAS delivers scalable, high performance

 

Numerix Bloomberg Edition

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

 

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

 

Asset Liability Management

Numerix Leading Hedge

A high-speed, analytics production platform for the end-to-end risk management and hedging of life and annuity products—including Variable Annuities and Equity Index Annuities

 

Leading Hedge Workbench

An extremely flexible and powerful actuarial workbench for the design and pricing of insurance products and hedge assets

 

Numerix ESG

A sophisticated stochastic simulation framework for producing risk-neutral and real world economic scenarios that can be used across all lines of business for all work products

 

Advisory 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

 

Numerix Model Validation

Utilizes standardized tests for confirming model accuracy and performance—confirming both the mathematical and financial correctness of your models

 

Introduction to
Numerix CrossAsset
Analytic Suite

The best trading
decisions require
the best analytics

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Cheapest-To-Deliver
(CTD) Collateral
Analysis Tool

Analyze CTD collateral
at any point in time over
the lifecycle of a trade

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CASE STUDIES

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to solve their
business challenges.

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