Australia's TCorp Chooses Numerix CrossAsset

Sydney
Tcorp's head offices are in Sydney.

The New South Wales Treasury Corporation (TCorp), the Australian state's central financing authority and government securities issuer, is using Numerix for effective risk management of its clients' debt portfolios.

TCorp required an analytics platform capable of managing the business logic for its debt portfolios comprised of bespoke instruments and to perform real-time calculations of any scale and complexity, enabling faster time-to-market with portfolio updates, and improved management of debt risk management programs.

“The ability to implement business logic for debt portfolios including custom instruments has helped us provide better service to our clients, enhance Debt Interest Forecast (DIF) services, as well as increase interoperability and transparency across systems,” says Stephen Knight, CEO at TCorp. “With CrossAsset running debt optimization and debt risk management programs including risk attribution, the measuring and quantifying of client portfolio versus benchmark portfolio risk and the reporting of projected debt interest costs, we’ve successfully improved the overall client and risk services support. This has greatly improved our operational efficiency and established a solid ground for future services development and support.”

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