Numerix Trader Apps

An Efficient Workflow for Managing a Book of Trades
Numerix Trader Applications combine the sophisticated pricing and risk capabilities of Numerix CrossAsset XL with a customized Excel interface, allowing users to easily capture and price deals, test trading ideas, monitor relevant market data and calculate risk for a book of trades or a subset of deals.

Key Features

• Consistent price and risk calculations across deals, tranches, or an entire portfolio
• Rigorous pre- and post-trade analysis and stress testing
• Dynamic credit-correlation trading, including the ability to quickly define bespoke baskets of credit instruments and the creation of index hedge reports for bespoke CDOs
• Sophisticated capabilities for calculating present value and Greeks, such as the Vanna-Volga pricing method, arbitrage-free volatility smoothing and continuity corrections for FX barriers
• Detailed reporting, including MTM, P&L and aggregate risk reports with drill-down capabilities
• Trade export capability with Numerix XML for trade processing, enterprise risk reporting and back-office operations (MTM, P&L, compliance)
• Market monitors, with automated adapters for several leading market- and credit-data vendors

VIDEO DEMOS: See Numerix Trader Applications in action

	The Credit Trader Blotter (click to enlarge)

Trade Blotter and Pricer Worksheets
Each deal is represented on a single line, enabling rapid trade entry, filtering and analysis and allowing users to view multiple trade types and underlying baskets together. It calculates price, Greeks and other risk metrics for each line item — for both open positions and hypothetical trades — allowing sophisticated analysis of trading and hedging strategies. 

Credit Trader users can also easily define bespoke CDO baskets utilizing combinations of single names and constituents of standard indices. Choose the mapping method and weighted average method for each basket, and assign it a unique ID for use in the blotter.

	Drill-Down Risk Reports (click to enlarge)

Comprehensive Risk Reports
Numerix Trader Applications’ risk-reporting tools include pre-built worksheets for monitoring and stress-testing sensitivities and exposures for a book of trades or a subset of deals.

Through versatile pivot tables and charts, users can analyze aggregate risk based on a variety of factors, providing the flexibility to drill down into trade details and offering in-depth transparency for complex instruments.

	Importing FX Volatility Curves (click to enlarge)

Market Monitors
Access multiple worksheets for keeping track of important market data and calculated fields. Users can easily import any type of data or take advantage of the worksheet’s built-in data adaptors for Markit and Bloomberg.

Users can manipulate and override market-data inputs, providing precise control over which data are fed into the pricing and risk calculations.