Audit and Advisory firms are responsible for helping their clients deal with complex derivative issues related to derivative accounting standards, regulations and risk management best practices.  In order to fulfill their duties, these firms need best-in-class valuation tools to deal with the myriad of different derivative instruments their clients hold, as well as advanced risk capabilities to support the risk advisory engagements they undertake.

Numerix provides Audit and Advisory firms with the solutions they need to accurately and quickly price any derivative, enabling consistent, repeatable and transparent valuations that Audit and Advisory firms – and their clients – can be confident in.  Moreover, advanced risk analytics enable firms to assess clients’ market risk and counterparty risk levels and deal with constantly changing banking and financial service regulations.

Numerix Audit and Advisory Solutions Help firms:

Support audit teams in validating client valuations for any type of derivative – from vanillas to exotics across all asset classes   Produce accurate fair values which comply with derivative accounting standards, using market-standard practices such as OIS discounting and collateral discounting
Validate client hedge accounting calculations or conduct hedge accounting advisory work   Perform risk advisory work, using industry-standard market risk and counterparty risk analytics such as VaR, Expected Shortfall, CVA, PFE, stress testing, scenario analysis and risk sensitivities/Greeks
Produce valuations to support a valuation service business   Produce post-trade valuations for fund NAVs and client reporting, and/or obtain independent valuations to validate NAVDeal with complex and changing accounting standards and financial service regulations, using cutting edge pricing and risk analytics which are constantly updated and flexible
Whether seeking to meet regulatory requirements, hedging or actively trading your XVA positions, Numerix Oneview XVA provides an award-winning, complete, real-time solution for managing XVA pricing adjustments and their impact on counterparty risk,...
Numerix CrossAsset Excel provides unprecedented flexibility for structuring, pricing and managing even the most complex derivatives and structured products—all in the Microsoft© Excel environment that traders and structurers are already accustomed...
Structure and price any deal type with our infinitely flexible deal-structuring architecture. Whether using “out-of-the-box” analytic pricers, PaymentStreams or our unique payoff scripting language—users can leverage the most comprehensive cross-...
With over 65+ PhDs and 60+ advanced degrees in financial disciplines on staff, our expert quantitative team makes sense of even the most complex term sheets and provides a complete solution—from payoff modeling to curve construction, utilizing the...


With a customizable infrastructure at its core, Oneview for Market Risk provides real-time, pre-and post-trade Market Risk analytics—at both the desk and enterprise level.
Oneview for Market Risk supports enterprise risk management with a full...