Wall Street Systems (Wallstreet) is a premier global provider of treasury, trading and settlement solutions and services that help improve workflow, control and overall productivity for corporate treasury, bank treasury, central banking, FX trading and global back office operations.
Numerix can be embedded in both the Wallstreet Suite and Wallstreet FX applications, providing enhanced pricing and risk analytics for a wide range of complex derivative instruments.
With Wallstreet Suite, banks and corporate treasuries can automate, audit, consolidate and account for all cash management, trading, funding and investment activities — instantaneously and globally.
Users can choose to price and value transactions using either internal libraries or Numerix libraries, including models, methods and calibration. These calculations feed into key accounting, risk management and other reporting functions.
Sample transaction types include index-linked coupon structures, sticky coupons, range accruals, rainbow coupons, interest structure conversion options, conditional/ digital coupon structures, triggered call/put structures, ladder inverse floating bonds/notes and call/put structures with currency conversions.
This integrated high-volume, trade-processing platform helps banks be competitive in the foreign exchange market by reducing transaction costs and providing transparency to clients. Wallstreet FX integrates Numerix analytics to support pricing, valuation and risk management, with mark-to-market values feeding accounting and other reporting functions. Sample transaction types include FX options such as accumulators, faders and digital KIKOs.