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    Numerix Quantitative Analytics

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    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

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    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

    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

    Delivery method

    Deployed on AWS

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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.
    Financing for AWS Marketplace purchases

    Pricing

    Numerix Quantitative Analytics

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    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.

    12-month contract (24)

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    Dimension
    Cost/12 months
    Oneview Cloud - Valuation
    $100,000.00
    Oneview Cloud - XVA
    $100,000.00
    Oneview Cloud - MR
    $100,000.00
    Oneview Cloud - Trading
    $100,000.00
    NxCore Cloud - Realtime Framework
    $100,000.00
    NxCore Cloud - Workspaces
    $100,000.00
    NxCore Cloud - NxCore Python
    $100,000.00
    NxCore Cloud - Integration Services
    $100,000.00
    NxCore Cloud - Valuation
    $100,000.00
    NxCore Cloud - Fixed Income
    $100,000.00

    Additional usage costs (7)

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    The following dimensions are not included in the contract terms, which will be charged based on your usage.

    Dimension
    Cost/unit
    AWS True-Up
    $100,000.00
    Other - Customized A
    $100,000.00
    Other - Customized B
    $100,000.00
    Other - Customized C
    $100,000.00
    Other - Customized D
    $100,000.00
    Other - Customized E
    $100,000.00
    Other - Customized F
    $100,000.00

    Vendor refund policy

    Contact us at sales@numerix.com 

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    Usage information

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    Delivery details

    Software as a Service (SaaS)

    SaaS delivers cloud-based software applications directly to customers over the internet. You can access these applications through a subscription model. You will pay recurring monthly usage fees through your AWS bill, while AWS handles deployment and infrastructure management, ensuring scalability, reliability, and seamless integration with other AWS services.

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