overview

Numerix CrossAssetServer extends the rich features of Numerix CrossAsset into an in-memory, gridded server platform that both sell-side and buy-side firms can use to compute pre-trade pricing, Mark-to-Market (MTM), Greeks, sensitivities, cash-flows, and both market risk (all flavors of VaR) and& counterparty risk (CVA, DVA, PFE, FVA for all enterprise requirements—from front office to compliance and regulatory reporting. From one position to one million, the Numerix CrossAsset Server provides an analytic ‘Single Source of Truth’ across the enterprise while ensuring the flexibility and transparency needed to define instruments, curves and risk scenarios, all with industry leading real-time performance.

CrossAsset Server leverages multiple third-party middleware and related web service-based technology to deliver a scalable, high performance platform. It can be consumed from standalone desktop installations to enterprise-wide deployments. Numerix CrossAsset Server can also be run on internal grids or via public or private clouds.

capabilities
Consolidates Data and Analytics   Consolidates data and analytics into single analytic engine. Enables the convergence of the front and middle office. Brings risk into the front-office to create analytic single source of truth across the enterprise.
Efficient Enterprise Compute Engine   Compute  pre-trade pricing, mark-to-market, Greeks, sensitivities, cash flows, market risk (all flavors of VaR), counterparty risk (CVA, DVA, PFE, FVA) for all enterprise requirements from front- to-back office.
Desktop or Enterprise-wide   Can be consumed from standalone desktop installations to enterprise-wide deployments.
Adaptability   Utilizes best-of-breed open source components and market standard interfaces to make it adaptable to any client infrastructure.
Extends Numerix Model Library    Access the Numerix cross-asset, industry –standard library of models and methods, spanning all asset classes (fixed income, equities, FX, credit, commodities, inflation, life and hybrids) for consistency across the enterprise.

 

Benefits & Features

 

  • Eliminates Fragmented Infrastructure Across the Company
    Consolidates data and analytics into a single analytic warehouse. Eliminates fragmented infrastructure for risk analytics, from front-to-back office.

  • Enables the Achievement of a ‘Single Source of Truth’ Across the Enterprise
    By aligning pricing and risk analytics across the enterprise and bringing risk into the front-office, CrossAsset Server enables the development of an analytic ‘single source of truth’ across the institution.

  • Enhance Computational Efficiencies and Cloud-Enablement
    CrossAsset Server delivers a scalable, high performance by leveraging multiple third-party middleware and related web service-based technologies. It can also be run via public or private clouds enhancing computational speed and efficiency.

  • Helps Meet Regulatory Requirements
    Bringing the XVAs (i.e. CVA, DVA, FVA) into the front office and the overall convergence of analytics across business units provides consistency and transparency across the enterprise. This helps support the regulatory requirements set forth in such regulations as Dodd-Frank and Basel III.

  • Easily Interoperate Across Platforms and Operations
    Enhancing interoperability and providing consistency, Numerix CrossAsset Server is a cross-asset enterprise platform that enables portfolio-level pricing, analysis, risk aggregation, simulation and optimization across the enterprise.

Case studies
Black Rock CrossAsset Case Study
Kerius Finance CrossAsset Risk Case Study
New South Wales Treasury Corporation (TCorp)...
Toyota Financial Services CrossAsset/OIS Case...
Additional Resources
Press Release
Financial Firms Burst Calculations to the Cloud with Numerix CrossAsset and Azure
Press Release
Numerix CrossAsset Server Real-Time Calculation Engine Recognized
Press Release
Numerix CrossAsset Server Recognized as Best ISV Innovation in FOW Asia Awards
Press Release
Numerix Voted by End-User Firms as Best Credit Risk Solution Provider and Best...
Press Release
Numerix Introduces CrossAsset Server: Analytics Engine

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