Sold by: Numerix
Deployed on AWS
Precise, fast, & scalable pricing & risk analytics to help you win business
Cutting-edge analytics for real-time prices and risk exposures, with comprehensive support for all OTC products.
Overview
NUMERIX ANALYTICS is a Front-to-Risk Analytic Infrastructure built on Industry-Standard Pricing Models for Equity, Credit, Rates, FX, Fixed Income, Inflation, Commodities, Hybrids and Crypto.
It is available in several offerings to meet the requirements of our clients and partners:
- NxCore Analytics Services (NAS) is a scalable Analytics API for Valuation, Sensitivities, Curves, XVA, Greeks, Surfaces, PFE, Scenarios, VaR, Cubes, and ESG.
- NxCore Workspaces is an Integrated Development Environment for batch scaling, interactive scaling, and data sandbox. It gives access to NAS, market data integration, and the Front-to-Risk Application Suite (Oneview).
- Oneview is a Front-to-Risk application for Traders and Risk Managers for Valuation, Trading, XVA, and Market Risk.
- NxCore Python is an SDK that offers simplicity, transparency, and control.
VALUATION: Batch MTM (PV) calculation Batch Sensitivities Ad-hoc Single Trade Pricing / Valuation from UI Ad-hoc Portfolio / Bulk Pricing / Valuation from UI
MARKET RISK: Historical VaR Component VaR Stress Period HVaR Stress Testing Back Testing Sensitivities Initial Margin (SIMM)
FRTB Intra-Day/What-If Trades Risk Based PnL Other ad-hoc calculations
COUNTERPARTY RISK and XVA: PFE, EPE, ENE, EE by Counterparty or Netting set CVA, DVA, FVA by Counterparty or Netting set Impact of adding a new trade to the counterparty intraday What if stress scenarios report Risks and sensitivities report Capital
TRADING: Request for Quote Capabilities (RFQ) Connectivity to Multi-dealer Vendor Platforms Position/Risk Management Realtime Risk (Taylor series) External Price Publishing Lifecycle Event Management PnL Attribution Trading Scenarios Term Sheet Generation Electronic Trading System Integration Third-party System Integration Market Data all major vendor integration
KYNEX Core Analytics
Advanced Search: Dynamic browsing of convertible securities in the U.S. to help identify attractive investment opportunities by screening on valuation attributes of convertible as well as underlying stock fundamentals.
Flexible Hedge Calculator: Calculation of cash-flows by changing the convert position, stock position/hedge and financing/rebate rates. Specification of a horizon date to calculate the cash-flows to reflect holding period. Computation of capital requirements using either the broker-dealer rule or a custom flat rate. Cash-and-Carry calculations based on both financing rates for capital as well as zero cost of capital. Static Return calculations using finance cost for capital, zero cost for capital as well as including the estimated option decay.
Historical Analysis: Plot various convertible valuation attributes such as conversion premium, implied spread and volatility, cheapness, yield-to-put/maturity, price, parity, etc. Plot the historical valuation attributes on a time-scale as well as against stock prices as a distribution chart.
Horizon/Scenario Analysis for Hedged Investment: Estimate the projected P&L for a given convertible hedge position for various scenarios of stock price movements instantaneously as well as over a customizable horizon. Specify assumptions such as spread, volatility and cheapness for each scenario. Use Price-Tuning mechanism to specify other ways to estimate the convertible price such as point-premium, premium-over-investment-value, etc.
New Issue Pricing: The structuring tool allows you to quickly price a potential new issue convertible security which captures all nuances of the convertible market in an easy to use interface.
Horizon/Scenario Analysis for Outright Investment: Estimate the projected reward/risk profile of a convertible for various scenarios of stock price movements over a customizable horizon. Start with generic matrix of the spread and cheapness dynamics for various scenarios. Fine-tune the assumptions such as spread, volatility and cheapness for each scenario.
KYNEX Comprehensive Portfolio Maintenance and Analytics
Core Analytics, PLUS:
Portfolio Maintenance Portfolio Analysis Portfolio Stress Tests Standard Reports KYNEX Trade Entry (Comprehensive OMS with P&L Analysis)
Core Analytics & Comprehensive Portfolio Maintenance and Analytics, PLUS:
Seamless Navigation Intuitive Ticket Entry Integration with Execution Platforms Shareable Indications Database with Dollar Neutral Calculations Commission Analysis P&L Analysis Back-Office integration
Highlights
- Numerix analytics suite offers a comprehensive solution for traders and risk managers. Our advanced models ensure accurate pricing, while robust risk analytics empower you to navigate complex instruments confidently. Whether it is custom deal structuring or stress testing, Numerix provides the tools you need to thrive.
- In today's financial landscape, managing risk effectively is not just about protection, it is about competitive advantage. Our suite of front-to-risk applications is designed to transform the way institutions approach risk management, trading, valuation, and XVA. By integrating real-time analytics, comprehensive risk assessment, and innovative trading tools, we provide a holistic view that aligns with your strategic goals.
- Cloud-native architecture: leverage the power of cloud computing to maximize performance, elasticity, and scalability, ensuring the applications are both robust and adaptable.
Details
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Features and programs
Financing for AWS Marketplace purchases
AWS Marketplace now accepts line of credit payments through the PNC Vendor Finance program. This program is available to select AWS customers in the US, excluding NV, NC, ND, TN, & VT.
Pricing
Pricing is based on the duration and terms of your contract with the vendor, and additional usage. You pay upfront or in installments according to your contract terms with the vendor. This entitles you to a specified quantity of use for the contract duration. Usage-based pricing is in effect for overages or additional usage not covered in the contract. These charges are applied on top of the contract price. If you choose not to renew or replace your contract before the contract end date, access to your entitlements will expire.
Additional AWS infrastructure costs may apply. Use the AWS Pricing Calculator to estimate your infrastructure costs.
Dimension | Cost/12 months |
|---|---|
Numerix Analytics | $200,000.00 |
Dimension | Cost/unit |
|---|---|
AWS True-Up | $50,000.00 |
Dimensions summary
This listing is sold as a contract with two billing units. The Numerix Analytics unit is the main charge you commit to for access to the cloud-hosted analytics service. The AWS True-Up unit handles usage that goes beyond your committed amount. In practice, you buy a base commitment through Numerix Analytics, then True-Up captures and bills any overage during the term. Both units bill by quantity, so your total scales with how much you commit and how much extra you consume. Pricing is not tiered; the two units work together rather than as alternative plans.
Top-of-mind questions for buyers
The unit provides access to a cloud-hosted analytics service that delivers pricing and risk analytics across major asset classes. You get valuations, Greeks, P&L, and risk figures, including counterparty credit risk and XVA, through a financial-language API that people and AI tools can call.
The AWS True-Up unit captures usage beyond your committed base. During the term, any overage above your Numerix Analytics commitment is metered and billed through True-Up. This addition is measured against your commitment, so you pay for the extra consumption rather than switching to a different plan.
The Numerix Analytics commitment usually drives the base cost, since it covers your committed access. The AWS True-Up unit adds charges only for consumption beyond that commitment. Both bill by quantity and appear together, so your total is the base commitment plus any metered overage.
www.numerix.com
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Software as a Service (SaaS)
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