overview

Numerix Oneview Leading Hedge Workbench provides a flexible Microsoft Excel© environment for designing and pricing insurance products, from the most basic to exotic designs— including all types of Variable Annuities, Indexed Annuities and hedge assets.

With models across all asset classes, including rates, equities, credit, foreign exchange, inflation, volatility, commodities, and life, Numerix Oneview Leading Hedge Workbench provides the industry’s leading hybrid model framework, which incorporates stochastic processes across multiple asset classes and captures correlations in a way that is consistent with market-observed behavior.

capabilities

 

Product Design and Pricing

 

A highly efficient, object-oriented architecture and a unique scripting language make it possible to quickly design and price new products – including Variable Annuities, Fixed Indexed Annuities, and any derivative instruments used for hedging or investing.

Greek Calculations

 

In addition to fair values, calculate Greeks for hedging and risk management purposes, with fast calculations even for higher order Greeks such as IR gamma.

Pre-trade Analysis for Hedges

 

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

Scenario Analysis

 

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

Leverage a Comprehensive Model Library

 

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

Benefits & Features
  • Fast time-to-market for new products
    With the ability to rapidly design and price new products, users can dramatically reduce time-to-market for product launches and gain a competitive advantage.

  • Model consistency across liability and investment sides of the business Utilize a capital markets-focused framework for both your product design and investment groups, so Greeks and risk factors are consistent across departments and hedging strategies are effective.

  • Consistency across product lines
    Different parts of the scripting and cash flow logic in product designs can be modularized, assigned to various departments within a firm and reused, ensuring consistency across product lines.

  • Make better trading decisions
    Pre-trade price discovery and the ability to stress-test and monitor trading strategies in Excel helps hedgers and investment managers develop more informed trading strategies and better trading decisions.

Case studies
Ohio National Leading Hedge Case Study: Economic...
Transamerica Leading Hedge Case Study: Variable...
Additional Resources
Press Release
Numerix Leading Hedge Insurance Solution Enhanced
Product Collateral
Numerix Leading Hedge Suite Brochure: Advanced Analytics for ALM and ESG

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