25 NumeriX Testimonials

"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."

"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.”

"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."

"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."

"Numerix products are vital to our ability to value complex derivatives real-time, allowing the company to structure bonds that not only achieve our investors’ specific needs, but also enable Toyota to reduce borrowing costs in the capital markets. In addition, the Numerix Position Data Loader will increase efficiency, accuracy, and generate significant time savings for booking trades."

"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."

"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."

"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."

"Derivatives perform critical functions for investment managers and institutional investors. Our global alliance with Numerix and Prism Valuation brings a range of capabilities and depth of knowledge to help our clients exercise greater control over valuation of these assets, while meeting the transparency standards sophisticated investors demand."

"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."

"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."

"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."

"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."