Product
Numerix Portfolio
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Product and service specifications
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Database
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• MS SQL Server
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Language used
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• C#
• C++
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Operating system
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• Windows 2000
• Windows 2003
• Windows Vista
• Windows XP
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Pricing structure
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• Per seat
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User interface
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• GUI
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Tags: derivatives structured products valuation analytics portfolio risk management structuring credit fixed income interest rate inflation credit foreign exchange fx equity pricing models scenario analysis
Overview
Numerix Portfolio provides institutions with a powerful and flexible front-office solution for pricing and managing even the most complex derivative portfolios.
Deployable as a single-user or enterprise solution, Numerix Portfolio enables a consistent and transparent process for capturing trades, calculating valuations and analyzing risk across multiple trade types. It is available as a cross-asset solution or as a single-asset-class module, with support for a wide range of fixed-income, credit, equity and FX deals, including over 40 market-tested models and accelerated calculation methods.
How Numerix Portfolio Can Benefit You
- Advanced deal-structuring capabilities, including custom payoff scripts
- Consistent risk calculations for both hedges and underlying assets
- Grid computing capability and other methods for accelerating calculations
- Full transparency in deal definitions and valuation
- Reduces development time and cost for integrating new trade types
Key Features
Highly Efficient, Intuitive Workflow
Easily monitor and price your portfolio, set up new trades, import market data and generate reports — all in a familiar Windows interface.
Comprehensive Risk Reporting
An extensive range of reporting capabilities, including MTM, P&L and risk metrics, including all the Greeks, VaR, scenario analysis, model validation/convergence and custom risk reports. Supports jump-to-default, instrument-quote and zero-rate shifts for calculating market risk.
Fast Deployment of New Deal Types
Reduces the time-to-market for new deals to hours, with rapid trade set up and accelerated computations.
A Scalable, Future-Proof Technology Platform
Numerix Portfolio is designed to adapt as derivatives trends evolve and your business needs grow, with infinite structuring possibilities and a distributed architecture that can easily scale to handle various deployment requirements — from single-user to enterprise-wide rollouts.
Database and Grid Computing Functionality
High-performance calculations using portfolio (database) pricing and grid computing functionality, and a user interface designed for trade capture.
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