Capital markets firms are at a pivotal moment. Regulatory burdens are mounting, trading operations are being challenged, and legacy technology systems cannot meet expanding data, analytics and compliance demands. Numerix offers the next generation technology solutions needed to help banks manage the complexities of the changing capital markets landscape, effectively manage risk and build a new competitive edge.

We know the challenges banks face. We have the experience, expertise and innovation to rapidly step in with flexible, high performance analytics, pricing, trading and risk management tools with cost efficiency and minimal interruption. With Numerix technology in place, your system will be enabled by a real-time, distribution, fault-tolerant, event-driven calculation framework that uses a dynamic dependency graph to maximize efficiency and throughput—thereby giving you the opportunity to outperform.

From building a turn-key, centralized heterogeneous architecture platform to seamlessly integrating applications with other systems to simply plugging gaps in existing infrastructure, we deal with the technology and regulatory demands so banks can focus on profitability and client satisfaction.

Numerix Banking Solutions Help Banks:

Leverage a scalable, distributed and fault tolerant dynamic directed graph architecture built for real-time systems

 

Manage model risk and validate pricing models, as well as perform model comparisons

View real time recalculation of risk, including VaR, stress and sensitivities across OTC derivatives and cash

 

Manage counterparty credit risk and calculate exposure measures (PFE, EPE, ENE etc.), pricing adjustments (CVA/DVA) and CVA sensitivities for hedging

Perform pre-trade pricing with XVA-integrated prices, for any derivative type (from vanillas to exotics) across all asset classes

 

Develop and test derivative trading strategies and hedging programs

Value and calculate P&L for derivative portfolios of any size, from hundreds to millions of trades

 

Structure, distribute and manage the risk of structured products and exotics

Produce risk sensitivities/Greeks, scenario analysis, VaR and Expected Shortfall for market risk management

 

Integrate industry standard analytics into a bank’s proprietary systems or use them to extend third party systems; analytics can also be fed into a wide range of solutions for trading, structured product distribution or risk management functionality

Perform stress tests, shocks and scenario analysis for regulatory purposes as well as risk management purposes

 

Optimize margin and collateral usage and accurately price CSA optionality

View risk at the enterprise, portfolio or trade level, by desk, type, sector, region, currency or other custom groupings

 

Perform “what-if” trade analysis, available pre- and post-trade, at the enterprise or desk level


Numerix Oneview is a comprehensive, real-time front-to-risk system that empowers sales, traders and risk managers with a holistic, multi-dimensional view of their derivatives and structured products businesses.
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