case study

OTP Bank CrossAsset/Model Validation Case Study

Case study cover
Download the Case Study

OTP Bank leverages Numerix CrossAsset for model validation, pricing complex derivatives and drilling down to comprehensive pre- and post-trade risk analysis, including Greeks, scenarios and stress testing.

Numerix CrossAsset is a highly flexible tool, which provides us with complete model coverage in all relevant asset classes. CrossAsset enables insight into the risk of structured products, and improves our ability to provide more reliable mark-to-market prices for these instruments.

Mr. Krisztian Kovacs, Head of Middle Office at OTP Bank
Subscribe

Related resources

Want More from Numerix?

Subscribe to our mailing list to stay current on what we're doing and thinking at Numerix