Numerix Trade Capture & Management Solutions help front offices price and manage the risk of complex portfolios, including structured products and exotic derivatives.  Capture trades, import market data, access multiple market and pricing environments, monitor and revalue your portfolio—all using the most flexible deal-structuring tools and the industry’s most comprehensive cross-asset library of proven models and methods.

  • Front-office trade capture for any structured product or exotic from any asset classes, including fixed income/rates, credit, equity, FX, inflation, volatility, commodities, and hybrids
  • Uniform pricing and risk framework for all positions across a portfolio, with support for multi-curve discounting
  • Advanced structuring capabilities for representing complex instruments, including custom payoff scripts
  • Comprehensive risk capabilities, including risk sensitivities/Greeks, VaR, Expected Tail Loss, and scenario analysis
Numerix CrossAssetServer extends the rich features of Numerix CrossAsset into an in-memory, gridded server platform that both sell-side and buy-side firms can use to compute pre-trade pricing, Mark-to-Market (MTM), Greeks, sensitivities, cash-flows...
Numerix CrossAsset XL provides unprecedented flexibility for structuring, pricing and managing even the most complex derivatives and structured products—all in the Microsoft© Excel environment that traders and structurers are already utilizing....
This can get very complex.
Our quantitative advisory services help you navigate this complexity and chose the right input, for the right situation. We believe that model best practices is really about doing a global search of the options that exist...