Numerix CrossAsset offers firms direct access to the industry’s most comprehensive structured finance pricing, reference data, and analytics without installing and maintaining any addition software or hardware.
With CrossAsset, users can easily price structured finance securities in the cloud by submitting a security identifier. This provides users with a comprehensive and consistent view of their structured finance securities in a single application.
EXTENSIVE SECURITY COVERAGE
Complete coverage of all structured deals, including loan by loan analysis using the Intex Deal Library. RMBS, CMBS, CMO, CLO, CDO, ABS, leveraged loans and much more.
FAST PERFORMANCE
Leverages the speed, scalability and elasticity of the cloud, plus multi-threaded calculations at the path or deal level, to optimize calculations to meet any time requirements.
RICH ANALYTICS
Follows industry-standard approaches to analyzing individual securities, and provides a broad range of security-level and portfolio-level analytics you can utilize for investment and risk decisions.
ADVANCED PREPAYMENT MODELS
Best-in-class models for calculating prepayments and defaults. We handle everything from the interest rate process to CPR curve. Have a different view? Utilize your own inputs.
FASTEST STRUCTURED FINANCE SIMULATIONS ON A SINGLE PLATFORM
Simulate thousands of cash flow paths, interest rate scenarios or historical perturbations for any calculation, whether it’s regular analytics or key rate durations. Numerix Structured Finance incorporates its Monte Carlo Engine with best-in-class prepayment analytics to ensure street standard analytics.
Security Analytics
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Portfolio Analytics Portfolio Analytics cover a range of use cases, including:
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Available security analytics include: |
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Yield Calculations
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Spreads
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Sensitivities
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Cash Flows
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