Broker-dealers face intense competition to capture derivative deal flow and to retain and grow their client base.  In order to capture deal flow, firms must have fast but accurate pricing while understanding the risk of the trades to themselves or to clients.  Moreover, they must understand the initial margin and collateral ramifications of trades to ensure collateral usage is optimized.  To keep clients happy, broker-dealers must provide outstanding service and fast quotes, plus provide value-added reports and services in order to differentiate themselves from competitors.

Numerix provides broker-dealers with the real-time pricing and risk analytics they need to trade profitably for their own account and to successfully advise clients on their derivatives trades.  Numerix also offers the tactical quantitative services necessary to supplement a broker-dealer’s own quantitative staff and free them to work on strategic projects.

Numerix Broker-Dealer Solutions Help Firms:

Perform real-time pricing and risk calculations for any derivative type (from vanillas to exotics) across all asset classes   Value, calculate P&L and understand the risk of derivative portfolios of any size, from hundreds to millions of trades
Validate counterparty prices and initial margin/collateral charges during trade negotiations and afterwards, to obtain the best terms possible, to reduce post-trade disputes, and to optimize collateral usage   Produce advanced market risk and counterparty risk analysis to support risk management activities and to create high-value client reporting
Quickly structure  and price new structured products and exotics, to increase time-to-market for trading the new instruments      

Numerix Broker-Dealer Solutions

Delivered on the desktop as an Excel add-in, the Numerix Bloomberg Edition enables you to describe any new deal type using hundreds of customizable trade templates, an intuitive payoff scripting language and the industry's most comprehensive library...
Product
From trading desk to enterprise risk management—Numerix easily integrates into proprietary or third-party systems via the Numerix CrossAsset Integration Layer and SDK in C#, C++, or Java. 
The Numerix SDK includes the CrossAsset Integration Layer,...
Product
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...
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Oneview XVA gives users the ability to calculate, analyze and limit exposures across business units and minimize capital charges for Basel III compliance, with fast and accurate PFE, CVA/DVA and FVA calculations, using an accelerated Monte Carlo...
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With a customizable infrastructure at its core, Oneview Market Risk provides real-time, pre-and post-trade Market Risk analytics—at both the desk and enterprise level.
Oneview Market Risk supports enterprise risk management with a full suite of real...
Product
With over 65+ PhDs and 60+ advanced degrees in financial disciplines on staff, our expert quantitative team makes sense of even the most complex term sheets and provides a complete solution—from payoff modeling to curve construction, utilizing the...
Service
This can get very complex.
Our quantitative advisory services help you navigate this complexity and chose the right input, for the right situation. We believe that model best practices is really about doing a global search of the options that exist...
Service
Our Numerix financial engineers can work with complex, portfolio level models, which often have a lot of subjectivity involved, and validate each element of the model against the market best practice. Various forms of standard back testing and...
Service