overview
Real-Time Trading
and Risk Management, Built
on the Industry's Best Pricing and Risk Analytics
Numerix Oneview is a comprehensive, real-time capital markets risk management system that empowers sales, traders and risk managers with a holistic, multi-dimensional view of their derivatives and structured products businesses.
Powered by the industry’s most sophisticated cross-asset pricing and risk analytics and optimized for performance, Oneview’s wide range of modules enable powerful decision insights and uncompromising accuracy.
capabilities
A Holistic Front-to-Risk
View of Your Derivatives Business
Oneview provides a broad perspective across your entire derivatives business, helping you make the right decision when it matters most. It delivers real-time trading and risk management decision support and end-of-day reporting with speed, accuracy, and ease of use, so you can focus on running and optimizing the business instead of scrambling to produce and aggregate the numbers.
Only Oneview gives you the speed, scalability, resilience, and efficiency you need to perform real-time market-consistent pricing and valuations of derivatives derivatives and structured product portfolios across your entire firm.
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The following Oneview modules are available for licensing:
Oneview for Valuation
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Oneview for Trading
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Oneview for Market Risk
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Oneview also provides the widest depth and breadth of cross-asset coverage on the market and can value virtually any instrument including the most complex exotic derivatives in the market.
Stay on the Cutting Edge of Technology
Cloud technology is unquestionably playing an increasingly important role in capital markets, offering many key advantages over on-premise software. The cloud-native delivery model for Numerix Oneview takes full advantage of what cloud computing offers resulting in better performance, scalability, and elasticity.
Oneview’s cloud-native architecture and SaaS licensing model enable today’s financial institutions to access highly sophisticated risk management tools for risk analytics, XVA calculations and derivatives pricing, without having to manage and maintain the system's infrastructure, enabling them to rapidly adapt to market changes, regulatory requirements, and industry best practices.
Numerix’s comprehensive SaaS offering provides financial services firms a more intelligent approach to enhance their existing technology stack and stay on the cutting edge of technology so they can focus on managing and growing their business instead.
Benefits & Features
Oneview for Valuation
Produce market-consistent pricing, valuations and Greeks for large portfolios of trades, including complex exotic derivatives and structured products.
- Broad pricing and valuation model library with complete asset class coverage including coverage of all structured deals, including RMBS, CMBS, CMO, CLO, CDO, ABS, leveraged loans, and a flexible payoff scripting framework, to value any instrument in the market
- High performance and scalability for real-time valuations of large and complex portfolios
- Robust enterprise system for control and consistency of valuations across the entire organization
Oneview for XVA
Confidently manage counterparty exposures, integrate XVAs into deal prices and execute the most complex deals at the right price.
- Decisive pre-deal analysis, showing the impact of new trades on XVAs, counterparty exposures, and regulatory capital
- Most comprehensive XVA measures, counterparty risk measures, and XVA Greeks in the market
- Dynamic real-time reporting and analysis with the capability to drill down and slice-and-dice custom XVA reports
- SA-CCR and SA-CVA analytics available in real-time for pre-deal checks plus post-trade for regulatory reporting
Oneview for Trading
Aggressively grow and confidently manage your structured note business with complete real-time infrastructure designed for issuers.
- Develop innovative new products with fast, flexible product structuring
- Powerful calculation engine produces real-time tradeable quotes plus risk measures
- Automated RFQ and role-based workflows to maximize speed and scale
- Intuitive views of risk, the way traders want to see it
- Full trade lifecycle management of structured notes and comprehensive P&L analytics
Oneview for Market Risk
On-demand market risk analytics at both the desk and enterprise level, to support more informed and timely risk management decisions.
- Greeks/risk sensitivities for all trades and portfolios including exotic derivatives
- VaR and Expected Shortfall calculations
- Flexible scenario analysis framework, for highly configurable scenarios
- Customizable views of risk, enabling drill downs, slicing and dicing, and aggregation of risk on any dimension desired
- Comprehensive risk reporting capabilities
- Generate all the sensitivities required for SIMM™ or FRTB in the prescribed buckets
Additional Resources
Numerix Oneview | Fact Sheet
Oneview for Market Risk - Make Better Trading and Risk Decisions
Oneview for Trading - Real-time Infrastructure for Structured Note Issuance
Oneview for XVA - Complete XVA Management Built on the Best Analytics
