Waters Rankings 2025: Best market risk solution provider—Numerix

Overview

Oneview for Market Risk is a cloud-native enterprise platform providing real-time and on-demand market risk analytics. It helps financial institutions (front office, middle office and model validation groups) assess, monitor and manage market risks across all asset classes. The platform supports pre-and post-trade analysis, scenario analysis, and value-at-risk (VAR) calculations. It addresses business problems like regulatory compliance, risk transparency, and decision-making efficiency by offering risk management and customizable reporting capabilities. 

The solution  

The Numerix Oneview platform extends the features of the Numerix CrossAsset Library into a gridded server platform that sell-side firms can use to compute pre-trade pricing, mark-to-market, sensitivities, stress-testing, scenario analysis, cash-flows, VAR (historical and Monte Carlo) and a reporting module (including a P&L explainer report). It is highly scalable, employing a pay-per-use model allowing users to focus on creating value for the business while lowering total cost of ownership.  

Differentiators  

Oneview comes with broad analytical coverage to support all over-the-counter (OTC), structured finance and fixed-income products. It incorporates the industry’s most widely used models, offering transparency and enabling market risk management of all portfolios and trade types using one cloud-based, scalable solution, utilizing modern databases and business intelligence tools like Snowflake and Tableau. The combination of its modular approach, pay-as-you-go commercial model and scalability provides clients with an optimized risk analytics offering.  

Recent goals

This year has been a busy one for Numerix’s product and development teams. The firm has added three real-time market risk dashboards:

• A risk-monitoring dashboard enabling the management of assets/liabilities and hedges within the same workflow screen
• Sensitivity and stress-testing dashboards with similar functionality
• Functionality related to VAR simulations, P&L explainability and margining

Product roadmap

Numerix’s focus this year is on enriched functionality enabling clients to extract additional value from its Oneview offering. These revolve around enhanced back-testing capabilities, VAR what-if functionality, Taylor VAR―enabling three types of VAR within the same solution, and a related comparison between all three―as well as enhanced editable stress-testing functionality. It also plans to add additional fixed-income sensitivities for enhanced market risk management and monitoring.