Banks face increasing pressure from regulators and competitors, and to survive and thrive in the post-crisis world they must leverage technology to become faster, nimbler, and more resilient.  Derivative businesses must price trades more accurately and faster than competitors in order to capture deal flow and maintain profitability, all the while keeping a close eye on risk and optimizing funding, collateral use and capital allocation.

Numerix has the cutting edge derivative analytics and deep quantitative experience banks need to maintain a competitive edge and deal with the complexities of the new marketplace. From real-time enterprise risk to XVA calculations to structuring complex products, banks rely on Numerix to help them tackle the pressing challenges they face.

Numerix Banking Solutions Help Banks:

Perform pre-trade pricing with XVA-integrated prices, for any derivative type (from vanillas to exotics) across all asset classes   Manage counterparty credit risk and calculate exposure measures (PFE, EPE, ENE etc.), pricing adjustments (CVA/DVA) and CVA sensitivities for hedging
Value and calculate P&L for derivative portfolios of any size, from hundreds to millions of trades   Develop and test derivative trading strategies and hedging programs
Produce risk sensitivities/Greeks, scenario analyses, VaR and Expected Shortfall for market risk management   Structure, distribute and manage the risk of structured products and exotics
Perform stress tests, shocks and scenario analysis for regulatory purposes as well as risk management purposes   Integrate industry standard analytics into a bank’s proprietary systems or use them to extend third party systems
Manage model risk and validate pricing models, as well as perform model comparisons   Optimize margin and collateral usage and accurately price CSA optionality

Numerix Banking Solutions

As regulations in the derivatives markets continue to be rolled out and implemented, today’s practitioners need to re-examine their pricing and risk infrastructures and adopt a more integrated and holistic approach for assessing trade profitability...
Numerix CrossAsset Analytic Platform provides a single analytics platform that can be scaled to meet your company's needs, from stand-alone desktop installations to enterprise-wide deployments ― whether you need a single asset class or a complete...
Numerix CrossAsset Excel provides unprecedented flexibility for structuring, pricing and managing even the most complex derivatives and structured products—all in the Microsoft© Excel environment that traders and structurers are already accustomed...
Delivered on the desktop as an Excel add-in, the Numerix Bloomberg Edition enables you to describe any new deal type using hundreds of customizable trade templates, an intuitive payoff scripting language and the industry's most comprehensive library...
Oneview XVA gives users the ability to calculate, analyze and limit exposures across business units and minimize capital charges for Basel III compliance, with fast and accurate PFE, CVA/DVA and FVA calculations, using an accelerated Monte Carlo...
Clients trust Numerix Valuation Services to produce accurate and transparent valuations built on the foundation of our experienced practitioners, advanced model library, and best of market data and auditing practices. Comprised of market...
To ensure models have been implemented properly, perform as expected providing good hedges in all market conditions, and to understand model behavior and limitations under extreme market scenarios. The Model Validation Studio is part of the Numerix...
Learn more about FRTB through our analysis of the legislation, its challenges, how the industry is tackling and solving FRTB, along with quantitative insights to approaching the specifics of FRTB guidance.
Research & Insights
Navigating the myriad of valuation adjustments across the OTC derivative space can be a computational, quantitative and technological challenge. Our research and insights help you delve into this XVA landscape to better understand the adjustments,...
Research & Insights
Resources for Navigating Negative Rates
Negative rates continue to be a critically important issue impacting global financial markets and some of the most basic calculations and procedures used by derivatives and insurance practitioners. How could negative interest rates be impacting...
Research & Insights