Toyota Financial Services CrossAsset/OIS Case Study

Numerix provided TFS with the advanced and flexible analytical application it required to be ready to value its entire portfolio on a daily basis,using an OIS based methodology. With Numerix, TFS also gained the capability to structure and value more complex structured products, capitalizing on investor demand and leveraging more diversified and efficient funding channels. Through implementing Numerix, TFS will be amongst the first corporate treasuries that will be ready to implement the FASB accounting rules requiring OIS based valuation.

"Numerix products are vital to our ability to value complex derivatives real-time, allowing the company to structure bonds that not only achieve our investors’ specific needs, but also enable Toyota to reduce borrowing costs in the capital markets. In addition, the Numerix Position Data Loader will increase efficiency, accuracy, and generate significant time savings for booking trades." —Jonathan Cowan, CFA; National Manager, Rate Desk & Derivatives

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