Asset Management
Many of the world’s top investment managers leverage Numerix solutions to gain transparency, manage risk more effectively and execute complex trading and hedging strategies with the ability to independently price, stress test and manage any derivative instrument or portfolio.
“Numerix's ability to handle and price any standard or custom derivative, coupled with the flexibility of the Numerix platform and software, gave us the confidence we needed to choose them as a best-of-breed provider.”
— John Wolfe
Managing Director
Harmonic Fund Services
What Does Numerix Do?
- Price discovery and valuation for any OTC derivative, from vanillas to the most exotic
- All Greeks, even for structured notes
- Cashflows
- Scenario analysis, including the ability to shift multiple market factors simultaneously
- VaR (Historical, Stressed, Monte Carlo)
- Potential future exposure (PFE)
- Credit valuation adjustments (CVA)
- Economic scenario generation (ESG)
Capabilities and Benefits
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Complete cross-asset coverage — fixed income, equities, FX, credit, commodities and inflation, plus hybrids
- Transparent and market-consistent valuations, even for exotics and structured products
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The most comprehensive library of market-tested pricing models
- Stress-testing and sensitivities for complex trading and hedging strategies
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Comprehensive risk analysis for all your positions, including complex structured products
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Independent valuation services for portfolios of any complexity
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Analytic STP with solutions from Numerix and our partners
- Relative-value monitoring to identify anomalies
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Scalable and flexible infrastructure
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Grid enabled, with pre-integrated capabilities from Windows HPC Server 2008