Institutional-Grade Crypto Analytics and Real-Time Risk Management

Power Your Crypto Business with Numerix

Battle-tested, institutional-grade crypto derivatives pricing and valuation analytics
Cryptocurrency markets are characterized by extreme volatility, price discontinuities and a high level of speculation. Numerix’s battle-tested valuation models are robust enough to handle extreme volatility and help investors navigate even the most challenging market environments with ease.

• Street-proven valuation models are robust enough to handle volatile cryptocurrency markets and specially crafted for intuitional investors
• Rapidly structure and price any crypto derivative in an easy-to-use Excel interface to gain time-to-market advantages
• Quickly and easily model and analyze crypto derivatives and structured products including hard-to-price crypto exotics

Real-time, pre-trade limit checking for crypto banks & dealers
Perform pre-trade checks on credit limits and manage margining of crypto clients
Due to the fast-moving and volatile nature of the digital asset market, crypto banks and their dealing desks face considerable counterparty risk as well as market risk. This could result in significant losses and has the potential to destabilize the firm. It is imperative for crypto banks to employ robust procedures and implement the right technology to actively mitigate their counterparty exposures, conduct pre-trade credit checks, and effectively manage margin and collateral calls.

• Perform real-time, pre-trade limit checks on counterparties to ensure there is sufficient collateral in place to cover potential losses
• Automated margin management and collateral calls enable users to reduce processing times and manage collateral confidently
• Seamlessly track loans and payments (future and due) to increase operational efficiency and minimize operational risk

Real-time risk and position management for cryptocurrency portfolios
Seamlessly monitor crypto derivatives positions and risk in real-time
Crypto never sleeps. The volatile swings in crypto mean that real-time, 24/7 active monitoring and management of portfolios are more important than ever. The need for real-time capabilities as well as automated workflows and round-the-clock operation is key.

Numerix’s real-time risk and position management solution for crypto products empowers firms to trade and manage risk confidently even in fast moving markets.

• Real-time calculations of risk measures including Greeks, PnL and VaR help risk teams understand exposures and make more informed risk
• management decisions
• Positions and risk are updated in real-time as market data streams into the system - enabling faster decisions in volatile crypto markets
• Multiple hierarchies for viewing risk/P&L (eg. legal entity, counterparty, fund, managed account, portfolio, strategy) to give users a holistic view of their risk
• The solution is deployed as a hosted service in the cloud, which facilitates rapid installations, streamlined updates, high operational efficiency and multi-regional availability, as well as a lower total cost of ownership compared to on-premise software
• Automated workflows and comprehensive back office capabilities increase efficiency and decrease operational risk