Many Corporations are challenged by the complexity of derivative accounting and hedge accounting standards, not to mention the dramatic changes in the derivatives marketplace since the financial crisis.  As new regulations such as Dodd-Frank and EMIR move many OTC derivatives to central clearers or trading on exchanges to reduce system risk in the marketplace, Corporations must navigate new pricing and risk management challenges related to their derivative trades.

Numerix provides Corporations with the solutions they need to deal with the complexities of new accounting standards and market infrastructure changes, providing them with the accurate, market-proven analytics required to efficiently manage derivative portfolios.

Numerix Corporate Solutions Help Corporations:

Value portfolios of derivatives and fixed income securities – from vanillas to exotics across all asset classes – on an intraday or daily basis, using market standard valuation practices such as OIS discounting and collateral discounting   Comply with derivative accounting and hedge accounting standards and produce accurate valuations for financial reporting
Validate counterparty valuations and reverse engineer extra pricing adjustments (such as CVA or FVA) being charged   Perform initial margin and collateral calculations during pre-trade counterparty discussions or post-trade validations, to optimize counterparty choices and reduce disputes
Calculate risk sensitivities/Greeks of hedges for the risk management of IR, FX and commodity exposures   Price and understand the risk of complex structured products and investments being offered by banks
Issue and price innovative structured notes to capitalize on investor demand and leverage more diversified and efficient funding channels to lower borrowing costs      
Numerix CrossAsset offers the industry’s most comprehensive collection of models and methods, allowing institutions to price any conceivable instrument using the most advanced calculations, in addition to a wide range of calibration options for...
Numerix CrossAsset XL 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 to....
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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...
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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,...
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Clients trust Numerix Valuation Services to produce accurate and transparent valuations built on the foundation of our experienced practitioners, advanced model library, and best of market data and auditing practices. Comprised of market...
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...