Numerix is the global leader in cross-asset analytics for OTC derivatives, structured products and variable annuities, providing software and services for structuring, pre-trade pricing, trade capture, valuation, and risk management. Numerix offers a comprehensive model library and a transparent deal-definition architecture that allows rapid modeling of any instrument, including commodity, credit, equity, fixed income, foreign exchange, and inflation derivatives, plus a unique hybrid model framework for exotics and structured products. Numerix analytics are available through Windows applications, Excel add-ins, developer kits and a wide range of partner systems, with over 700 clients and 80 partners across more than 25 countries.
With little reason to think the transition to alternative reference rates will be a straightforward process, this white paper addresses the 5 top-of-mind issues dominating the Libor transition.
This white paper explores the five key best practices for operating in today’s capital markets reality. It further examines the need for flexible and robust solutions to help organisations adapt to the next evolution of capital markets changes.
As the 2019 FRTB implementation deadline approaches, this white paper explores the technology infrastructure needed to meet the flexibility, agility, scalability and computational requirements of FRTB.
This white paper explores the theory behind and practice surrounding Risk Neutral Modeling for Economic Scenario Generation (ESG). In addition to laying out the foundations of the RiskNeutral Measure and Fundamental Theorem, this study also sets forth several practical case study examples that…