Numerix Trade Capture & Management Solutions help front offices price and manage the risk of complex portfolios, including structured products and exotic derivatives. Capture trades, import market data, access multiple market and pricing environments, monitor and revalue your portfolio—all using the most flexible deal-structuring tools and the industry’s most comprehensive cross-asset library of proven models and methods.
- Front-office trade capture for any structured product or exotic from any asset classes, including fixed income/rates, credit, equity, FX, inflation, volatility, commodities, and hybrids
- Uniform pricing and risk framework for all positions across a portfolio, with support for multi-curve discounting
- Advanced structuring capabilities for representing complex instruments, including custom payoff scripts
- Comprehensive risk capabilities, including risk sensitivities/Greeks, VaR, Expected Tail Loss, and scenario analysis