Advanced Pricing, Risk and Hedging Analytics for Corporate Treasury and Buy-Side Operations

New York, NY,– October 17, 2011 – Numerix (www.numerix.com), the leading provider of cross-asset analytics for derivatives valuations and risk management announced today the availability of its newest version of Numerix LiquidAsset?the easy-to-use solution for independent pricing and risk analysis of debt and derivative instruments.

Since the inaugural launch of LiquidAsset, Numerix has accelerated its expansion of function and usability features in Numerix LiquidAsset, made possible by its reliable, market-tested foundation?the award-winning Numerix CrossAsset platform. Corporate treasurers, along with asset and hedge fund managers, now have an intuitive interface to access the same analytics that are trusted by hundreds of financial institutions, governments and system providers around the world.

The Numerix LiquidAsset function browser enables users to quickly and easily add pricing functions to a worksheet, use a special sample calculator with their own data inputs, or create a deal blotter table where users can aggregate multiple trades based on the selected function. Each pricing function is well documented, containing information about each trade type, pricing methodology and required inputs. Mark-to-market (MTM), risk measures, cash flow and other detailed reports are also included.

As part of the new release, LiquidAsset includes “Workbook Solutions” for commonly traded instruments. The new release also includes a reports utility tool for generating cash flows, market data risk and yield risk reports for scenario analysis.

“LiquidAsset brings the most powerful independent valuation and risk analytics to a new market,” said Numerix President and COO, Steven R. O’Hanlon. “This offering allows users to quickly and intuitively price the most frequently traded derivatives transactions, with the same pricing models that the major issuers utilize.”

"When it comes to pricing liquid derivatives, Numerix LiquidAsset is the ideal complement to FinlogiK's solutions for Treasury Management, Cash Forecasting, and Trade Management," said Jean-François Sabourin, CFA, President and CEO, FinlogiK. "We're excited to offer LiquidAsset to our clients and extend our professional services to include LiquidAsset implementations. LiquidAsset 1.6 is so intuitive, users will be able to begin pricing and monitoring their derivatives within minutes of installation."

Numerix LiquidAsset key features & benefits include:

  • Intuitive user interface designed specifically for market practitioners
  • “Built-In” out-of-the-box transparent deal conventions packaged for various jurisdictions
  • Instrument support for the most commonly traded OTC derivatives for fixed income, equity, FX, credit and commodities
  • Easily create trade blotters to aggregate P+L, Delta (neutral) and Theta for the trade
  • Benefit from accelerated calculations for daily MTM, Greeks and Cash Flows
  • Calculate first order risk for all the trades to the market data to get delta hedge ratios for all common deals
  • Finely grained risk reports for all functions
  • Easily create discounting curves from market data
  • Comprehensive documentation for all trade types - including trade description and model
  • Consistent analytics utilized for all OTC derivatives across asset classes

Numerix LiquidAsset is available immediately. All Numerix functions are available viaMicrosoft® Excel® as an add-in, or can be integrated into proprietary or third-party system using Numerix Bloomberg Edition (NBE), Numerix CrossAsset SDK in C#, C++, or Java. For further details about Numerix LiquidAsset or our flagship Numerix CrossAsset product, please contact sales@numerix.com.

Numerix is the award winning, leading independent analytics institution providing cross-asset solutions for structuring, pre-trade price discovery, trade capture, valuation and portfolio management of derivatives and structured products. Numerix offers clients a highly flexible and fully transparent framework for the pricing and risk analysis of any type of OTC derivative financial instrument. From vanillas and "semi-exotics" to bespoke derivatives, structured products and variable annuities, Numerix allows users to calculate prices and manage risk using any data set.

Since its inception in 1996, over 700 clients and 50 partners across more than 25 countries have come to rely on Numerix analytics for speed and accuracy in valuing and managing the most sophisticated financial instruments. With offices in New York, Chicago, San Francisco, Vancouver, London, Paris, Tokyo, Hong Kong, Beijing, Singapore, Seoul, Sydney, Mumbai and Dubai, Numerix brings together unparalleled expertise across all asset classes and engineering disciplines. For more information, please visit www.numerix.com.

Media Contact
James Jockle
SVP, Marketing
646-898-1263

 

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