case study
Swedbank CrossAsset/Model Validation Case Study
Swedbank selected Numerix CrossAsset for pricing complex structures and model validation. The Numerix CrossAsset analytics platform provides a framework for structuring, pricing and managing complex derivatives and structured products, allowing users to calculate prices and Greeks and perform scenario analysis using real-time data.
By implementing Numerix analytics and utilizing its models and methods library, we’re able to reduce operational risk and external valuation costs across the bank.
Mats Ihrlund, Chairman of the Valuation Steering Group of Swedbank