The Numerix CrossAsset analytics platform provides a flexible and transparent framework to support real-time risk for the front office and risk department, derivatives valuation, collateral optimisation, dynamic hedge and scenario analysis and aggregate risk measures to meet regulatory capital requirements. With a flexible analytics architecture at its core, the Numerix cross-asset library of market-standard models and numerical methodologies is utilised to produce accurate and transparent valuations.
It offers full portfolio coverage and broad
instrument support for fixed income, equity, FX, credit, commodities,
inflation, longevity, volatility and the industry’s only independent solution
for hybrids. Users can structure and price any type of derivative from fixed
income/exchange trades and vanilla OTC instruments, through to exotic OTC and
The Numerix CrossAsset product stack can import
trade, market and reference data from multiple trading and risk systems thus
working with any data type, with built-in market data links.
Numerix provides standardised deal templates for
the most commonly traded derivatives types, and allows for the customisation of
curves, valuation methodology, models as well as the data required for those
calculations – enabling standardised instrument valuations and consistent risk
analysis across the enterprise. Model validation services ensure models have
been properly implemented and meet performance expectations.
The firm provides global support for financial engineering, integration, quantitative, and standard operational user support questions.