overview

With over 65+ PhDs and 60+ advanced degrees in financial disciplines on staff, Numerix offers an array of Risk Advisory Services that enable capital market firms to gain greater insight into market risk, counterparty risk, and model risk exposures.

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 stress testing are utilized to run a collection of tests that highlight and categorize different forms of embedded model risk.

capabilities
Experienced Practitioners   Our risk advisory team is made up of market practitioners skilled in advanced modeling and exotics with many years of experience in some of the largest derivatives houses globally. 
Advanced Models   We employ the Numerix model library of advanced models, Learn More.
Market Best Practices   Numerix financial engineers leverage our deep experience across our capital market client base to benchmark and validate each element of your risk models against market best practices.
Back Testing and Stress Testing   Our expert team runs a battery of back tests and stress tests to explore, highlight and categorize embedded model risk exposures. 

 

Benefits & Features
  • Experience Means Confidence
    Our deep experience across the capital markets gives our clients peace of mind and confidence that their risk models and risk framework are benefitting from industry best practices.

  • Better Hedging and Risk Management
    Numerix clients can gain a better understanding of where risk models can be improved and can leverage this insight to create better hedging programs and improve their risk management framework

  • Helping Clients Meet Regulatory Requirements
    Assess and manage market risk, counterparty risk, and model risk exposures—including various types of back testing and stress testing—to meet evolving regulatory requirements. 
Case studies
HDFC Bank Market Risk Case Study
Kerius Finance CrossAsset Risk Case Study
ppb Deutsche Pfandbriefbank XVA/CVA Case Study
Additional Resources
Quantitative Research
Multi-curve Cheyette-style models with lower bounds on tenor basis spreads
White Paper
Article | Technology and Innovation Push Growth of Structured Products
On-Demand Webinar
Risk.net On-Demand Webinar | LIBOR Telethon: Derivatives, Trading and Liquidity
On-Demand Webinar
The Impact of New Alternative Reference Rates on ​Curve Instruments and Curve...
Press Release
Crain’s New York Business Names Numerix #5 Best Place to Work in New York City and #...
Press Release
Numerix Pricing & Risk Solutions Win Several Industry Awards Across Asia-Pacific
Written Blog
Leading Numerix Through the Pandemic: Taking Action that Makes a Difference
Press Release
Numerix Claims Top Ten Ranking in the Chartis RiskTech 100 2021
Written Blog
How to Make the Smart Investment in FinTech
On-Demand Webinar
Adapting Market Risk Management Practices Amidst COVID-19

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