Corporate Treasury
Whether your company has a few outstanding trades or an extensive book of cross-asset derivatives, Numerix solutions allow you to effectively manage complex hedging strategies.
Numerix analytics enable corporate treasurers to value and manage portfolios consisting of any type of financial instrument — from plain vanillas to bespoke exotics. This reduces the reliance on external quotes, improves pricing consistency and transparency, decreases operational risk and helps companies meet accounting and regulatory requirements such as FAS 133/157 and IAS 39.
“Numerix’s ability to handle and price any standard or custom derivative, coupled with the flexibility of the Numerix platform and software, gave us the confidence we needed to choose them as a best of breed provider.”
— John Wolfe
Managing Director
Harmonic Fund Services
What Does Numerix Do?
- Pricing (pre-/post-trade) for any OTC derivative, from simple "vanilla" deals to exotics
- All Greeks, even for structured notes
- Cashflows
- Scenario analysis, including the ability to shift multiple market factors simultaneously
- VaR (Historical, Stressed, Monte Carlo)
- Potential future exposure (PFE)
- Credit valuation adjustments (CVA)
- Economic scenario generation (ESG)
Numerix Capabilities
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Complete cross-asset coverage, including hybrids
- Price, manage and stress test complex hedging strategies, including single- or cross-asset portfolios
- Pre-trade price discovery and reverse inquiry
- Accelerated calculations for daily MTM and P&L reports
- Drill-down risk reports, including all Greeks, VaR, scenario analysis and portfolio attribution
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Intra-day VaR calculations, including Historical, Parametric and Numerix's efficient "One-Step" Monte Carlo VaR
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Active management of counterparty credit exposure
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Deploy Numerix scalable solutions at a single desktop, or as an enterprise-wide solution
- Maintain consistent pricing policies throughout the enterprise