OTP Bank CrossAsset/Model Validation Case Study

OTP Bank leverages Numerix CrossAsset for model validation, pricing complex derivatives and drilling down to comprehensive pre- and post-trade risk analysis, including Greeks, scenarios and stress testing.

“Numerix CrossAsset is a highly flexible tool, which provides us with complete model coverage in all relevant asset classes. CrossAsset enables insight into the risk of structured products, and improves our ability to provide more reliable mark-to-market prices for these instruments,” said Mr. Krisztian Kovacs,Head of Middle Office at OTP Bank.

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