overview

Numerix analytics can take advantage of your firm's private or public cloud computing infrastructure to produce pricing and risk reports for even the largest and most complex derivative portfolios faster.

capabilities
Accelerate Derivative Calculations   Perform calculations distributed over an internal grid or public cloud infrastructure
Speed & Accuracy   Perform rapid and consistent risk calculations for both hedges and underlying assets
Enhance Systems Efficiency   Improve systems productivity, interoperability and full transparency
Holistic View of Risk   Perform rapid unified risk calculations for complex derivatives portfolios
Gain Scale   Run multiple instances of Excel spreadsheets on Windows Azure or an HPC Cluster
Portfolio Wide Calculations   Run and distribute Excel-based computations for an entire portfolio
Batch Reporting   Gain optimized, high level of performance for batch reporting—with scalability for even the largest jobs
Partners

Numerix and Microsoft Azure

In the ecosystem of over 640,000 Microsoft partners, Numerix is one of a select group of Financial Services Industry Managed Partners. From Microsoft Excel and the Microsoft operating system to the .Net and Visual Studio development environments, from SQL Server to Microsoft Azure, Numerix supports the breadth of the Microsoft suite across all our solutions where appropriate to best meet our clients’ needs. This enables us to deliver innovative solutions that address our mutual customers compute power and big data requirements as they improve performance, lower Total Cost of Ownership (TCO) and reduce risk.

Numerix and Microsoft Azure: Real-Time Risk Calculation In the Cloud

Additional Resources
Video Blog
Counterparty Credit Exposure Benchmarking: Brute Force vs. American Monte Carlo
On-Demand Webinar
Understanding the American Monte Carlo Approach for Counterparty Credit Exposure...

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