Swedbank CrossAsset/Model Validation Case Study


Swedbank selected Numerix CrossAsset for pricing complex structures and model validation. The Numerix CrossAsset analytics platform provides a framework for structuring, pricing and managing complex derivatives and structured products, allowing users to calculate prices and Greeks and perform scenario analysis using real-time data.

“Recognized in the market for its asset class coverage and market tested models, with Numerix Swedbank is able to confidently manage and report pricing and risk for complex structures,” said Mats Ihrlund, Chairman of the Valuation Steering Group of Swedbank. “By implementing Numerix analytics and utilizing its models and methods library we’re able to reduce operational risk and external valuation costs across the bank.”

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