Numerix

Numerix is a provider of capital markets technology solutions that aims to enhance trading operations, risk management, and competitive advantage. According to the vendor, Numerix caters to businesses of various sizes, offering its products to professionals and industries such as banking and financial institutions, hedge funds, asset managers, broker-dealers, governments and development banks, financial technology vendors, consulting firms, risk managers, traders, and quants.

Key Features

Numerix CrossAsset: According to the vendor, this feature is a derivatives pricing and risk management analytics library that allows users to structure, price, and manage various types of derivatives or structured products. It offers real-time pricing and risk calculations for derivatives across different asset classes. The vendor claims that it also provides the capability to validate counterparty prices and initial margin/collateral charges during trade negotiations.

Numerix Oneview: The vendor states that this feature is a real-time capital markets risk management system that offers a holistic, multi-dimensional view of derivatives and structured products businesses. It aims to empower sales, traders, and risk managers with comprehensive analytics, while providing on-demand market risk analytics to support enterprise risk management.

Numerix Oneview for XVA: According to the vendor, this feature is designed to put sophisticated analytics at the core of the XVA desk. It enables users to manage counterparty risk exposures, integrate XVAs into deal prices, and execute XVA strategies with confidence. The vendor claims that it provides real-time calculations for pricing adjustments and CVA sensitivities.

Numerix Oneview for Market Risk: The vendor describes this feature as a next-generation market risk platform that offers on-demand, pre-and post-trade market risk analytics. It aims to support enterprise risk management at both the desk and enterprise level, enabling risk analysis, scenario testing, VaR, and expected shortfall calculations.

Numerix CrossAsset XL: According to the vendor, this feature provides flexibility for structuring, pricing, and managing complex derivatives and structured products. It utilizes the Microsoft Excel environment for ease of use and aims to support traders and structurers in pricing and managing various instruments, while reducing operational risk inherent in spreadsheets.

Numerix CrossAsset SDK: The vendor states that this feature empowers users to integrate Numerix's pricing and risk analytics library into proprietary or third-party systems. It aims to support trading through risk management processes, enable customization and extension of existing systems with industry-standard analytics, and is available in Python, C#, C++, or Java.

Numerix Economic Scenario Generator (ESG): According to the vendor, this feature is a sophisticated stochastic simulation framework for producing risk-neutral and real-world economic scenarios. It utilizes industry-proven capital market models across all asset classes and supports economic scenario generation for risk management and stress testing purposes.

Numerix Structuring: The vendor claims that this feature allows users to structure and price any deal type, offering an infinitely flexible deal-structuring architecture. It supports customization of analysis and payoff scripting language, ultimately aiming to reduce operational risk associated with spreadsheet modeling.

Numerix Insurance Solutions: According to the vendor, this feature provides tools and support for life and annuity businesses, helping manage profitability, capital, risk, and regulatory compliance. It aims to enable accurate liability and asset valuations for financial reporting, support product design, hedging programs, and risk management.

Numerix Audit and Advisory Solutions: The vendor states that this feature enables accurate and transparent valuations for any derivative type, supporting the validation of client valuations and hedge accounting calculations. It aims to provide risk advisory services with market risk and counterparty risk analytics, helping businesses comply with accounting standards and financial service regulations.

Numerix Prime Broker Solutions: According to the vendor, this feature enables real-time pricing and risk calculations for any derivative type, supporting straight-through processing from trade execution to settlement. It aims to validate counterparty prices and collateral charges for optimal terms, and provide risk analysis and counterparty risk management capabilities.

Numerix Government & Development Bank Solutions: The vendor states that this feature enables pricing and risk management of derivatives and structured notes/loans, supporting compliance with accounting standards and regulations. It aims to provide economic scenario generation for stress testing and analysis, assisting government institutions and development banks in their analysis and trading activities.