"Since we began the bond and derivative valuation project, we have relied on Numerix calculations and been happy with the outcome. Contact with Numerix has always been easy, as well as adjusting the size of the Numerix team {as needed} to the workload at each point...I have been very happy with the robustness of the calculations Numerix has provided."
"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."
"Using Numerix added transparency to the valuation process and prepared us for changing market practices - OIS discounting, daily collateral management and margining based on risk analytics. TFS’ close collaboration with Numerix financial engineering team resulted in better structuring, calibration and performance attribution tools that enhanced our structured product range and business competitiveness."
"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."
"With Numerix’s high performance computing environment and custom analytics applications underpinning our debt management framework, we’ve implemented a robust best-practice risk management system for hedging decisions and risk management. We’re also able to provide clients with enhanced portfolio composition and interest cost projections, based on various market scenarios and assumptions."
"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."
“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.”
"We selected Numerix because we value its wide range of asset-classbased analytic tools and models, as well as its ability to generate risk information."
"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."
"The integration of Numerix analytics within our proprietary Aladdin system provided us with the ability to quickly enhance our offering to support exotic FX derivatives and meet the requirements of our clients.…"
"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."
"One of the objectives of our activity is validating the accuracy and the completeness of the models used in particular for pricing financial products. Numerix will be very helpful in achieving this objective and will allow us to improve our reactivity and efficiency."
"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 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 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."