overview

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 to.

Users gain the ability to rapidly describe any new deal type using hundreds of customizable trade templates, an intuitive payoff scripting language and the industry's most comprehensive library of cross-asset models and methods.

As part of the Numerix CrossAsset Suite, CrossAsset Excel is available as either a comprehensive cross-asset solution or select modules targeted to individual asset classes:

Fixed Income   Credit
Equity   Commodities
FX   Inflation
Life  

The Industry's only independent solution for hybrids

capabilities

Rapidly Structure and Price Any Derivative

 

Gain time-to-market advantages with 250+ pre-defined deal templates, including 'out-of-the-box' deal types and trade blotters that can be easily modified. Rapidly structure and price any derivative, across all asset classes (fixed income, equities, FX, credit, commodities, inflation, life and the industry's only independent solution for hybrids).

Pre-trade Analysis

 

Enables pre-trade price discovery and the ability to stress-test and monitor trading strategies in Excel.

Customizable Front-End for Trading

 

Traders can easily design and set-up a customized front-end for trading, with tailored workbooks/blotters and the ability to view a portfolio of trades.

Scenario Analysis

 

Supports pre- and post-trade scenario analysis, pricing grids and convergence using Excel to test trading strategies and shock portfolios.

Leverage Comprehensive Model Library

 

Access the most comprehensive cross-asset, industry-standard library of models and methods, spanning all asset classes (fixed income, equities, FX, credit, commodities, inflation, life and hybrids).

Extensive Risk Management/Reports

 

Provides an extensive range of risk management and reporting capabilities, including Greeks, VaR, P&L, model validation and customized risk reports.

Benefits & Features
  • Gain Speed-to-Market Opportunities
    Leverage time-to-market advantages with over 250 pre-defined templates, and the ability to rapidly structure and price any new instrument across asset classes. Users can dramatically reduce time-to-market for new products.

  • Experience Competitive Advantages, with the Ability to Price Any Deal Type
    Structure and price even the most bespoke deal types, utilizing the industry’s deepest independent, industry-standard model library—Numerix CrossAsset. Spreadsheet flexibility for any payoff or model, provides complete coverage for custom products.

  • Make Better Trading Decisions
    Pre-trade price discovery and the ability to stress-test and monitor trading strategies in Excel helps users develop more informed trading strategies and better trading decisions.

  • Create Personalized Trading Environment to Enhance Trading Efficiencies
    The flexibility of Numerix CrossAsset Excel enables traders to design and customize their front-end for trading with the tailored workbooks and blotters that work best for them.

  • Meet Risk Management and Reporting Requirements
    An extensive range of risk management and reporting capabilities, including Greeks, VaR, P&L, model validation and customized risk reports, enables users to meet internal and external reporting and regulatory requirements.

Case studies
Black Rock CrossAsset Case Study
Kerius Finance CrossAsset Risk Case Study
OTP Bank CrossAsset/Model Validation Case Study
Swedbank CrossAsset/Model Validation Case Study
Toyota Financial Services CrossAsset/OIS Case...
Additional Resources
Press Release
Numerix CrossAsset Analytics Platform Recognized in 2014 FOW Awards for Asia
On-Demand Webinar
Numerix Technology Update: New Usability Features in CrossAsset
Product
Numerix CrossAsset Server: Single source, cross-asset, enterprise platform that...

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