"We have a responsibility to our customers to guarantee the accuracy and completeness of the models used throughout our derivatives and risk operations…Numerix was thus an excellent match to our needs: it will significantly improve our efficiency by allowing us to perform deeper and more challenging analysis under shorter time delays."
"The flexibility of Numerix models and transparency that comes with the ability to view and customize all model and calibration settings was central to our interest for Numerix ESG. With a unified modelling framework for risk neutral and real world scenarios, we’re able to power applications with robust, consistent scenarios for our ALM model. We’re also confident in our utilization of Numerix ESG generated real world scenarios for benchmarking purposes. This also helps us with our ALM studies."
“We are pleased with the outcome of that decision and also with Numerix’s ability to offer valuations on our entire range of portfolios, including semi-exotic and exotic instruments. We look forward to expanding our relationship with Numerix to now include market risk and Value-at-Risk (VaR) calculations and reporting capabilities as part of our daily risk management operations.”
"STI CS is also pleased to have played a strategic role in helping Numerix to secure its first client in the Korean region,” said Donnie Choi, President of STI CS, “The successful introduction and signing of Hana Daetoo represents a win for all three organizations."
"The Numerix platform plays a central role in elevating our risk management infrastructure and analytics. We have realized significant advances in flexibility, expandability, reduced runtime and transparency with the adoption of Numerix Leading Hedge."
"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."
"We look forward to continuing our close relationship with Numerix as the team provides us with the technology and support needed to take our risk management system capabilities to the next level."
"This new module enabled Transamerica to reduce end-to-end run time from 40 hours to 6 hours while improving modeling precision. In addition, Leading Hedge is setting the stage for additional uses for nested stochastic projections."
"With substantial domestic and foreign market operations, innovation extends to how we’re improving our technology and analytics capability for improved risk management. For us the most important thing is to have comprehensive analytics that enable us to assess value and risk management options using the most up to date methodologies and to make decisions in real time."
"We selected Numerix CrossAsset as a solution for its usability, fast deployment, and ease of integration into our proprietary platform… Achieving faster time to market will bring an enormous value-add to our consulting and advisory services especially for risk management and reporting for hedges and exposures."
"As the recognized leader, and industry standard for cross-asset derivatives pricing and risk management, Numerix analytics enable our quant teams to better support clients in assessing and managing their financial risks."
"In choosing Numerix CVA, we received the best performing methods for each instrument category and a reliable, flexible CVA solution, that above all else was easy to use."
"By selecting Numerix, our ESG models are founded on the market-tested industryleading Numerix model library of advanced models, all of which have been rigorously tested and validated by Numerix’s model validation team and verified in the capital markets for many years."
"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."
"It was clear that Numerix was the only solution available that met all of our requirements. Numerix provided the breadth and depth of independent models we needed for FX exotics."