Numerix Oneview

Oneview for XVA
Confidently manage counterparty exposures, integrate XVAs intodeal 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
   

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 role-based workflows to maximize speed and scale
• Intuitive views of risk, the way traders want to see it
• Manage the full lifecycle of structured notes
   

Oneview for Margin
Make better use of collateral, reduce margin costs, drive more profit and reduce risk in the non-cleared derivatives book.

• Officially licensed by ISDA to provide SIMM™ calculations
• Both pre-deal and post-trade SIMM™ analytics
• Produce CRIF files for counterparty reconciliations and regulator engagement
• Streamlined and simplified Initial Margin (IM) workflows
• Advanced SIMM™ analytics such as SIMM™ Explain, to identify key drivers influencing IM values
   

Oneview for Valuation
Produce market-consistent valuations and Greeks for large portfolios of trades, including complex exotics and structured products.

• Broad pricing model library, complete asset class coverage, and 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 Market Risk
Real-time market risk analytics at both the desk and enterprise level, to support more informed and timely risk decisions.

• Greeks/risk sensitivities for all trades and portfolios
• 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
   

Oneview for Capital
Optimize capital use in the derivatives business with pre-and post-trade regulatory capital analytics.

• SA-CCR and SA-CVA analytics available in real-time for predeal checks plus post-trade for regulatory reporting
• Visualize capital measures at different levels of book and counterparty hierarchies, and dynamically drill down into individual books, trades and scenarios that contribute to the measures
• “What-if” scenarios to see the impact of a new trade on capital
   

Oneview for the LIBOR Transition
Numerix and NextGen Strategic Advisors have partnered to offer a proprietary Artificial Intelligence (AI) offering designed to accelerate your LIBOR transition capabilities.

• Digitalization, review, and revision of existing LIBOR contract language into updated ARR replacement language
• Extraction of critical contract terms to update operations, finance, trading and risk systems
• Measurement and management of financial risk exposures, to minimize the P&L and risk impacts of the LIBOR transition