Numerix
Paladyne Makes a Play for Control of Numerix Risk Tool
Paladyne Systems has secured the rights to the source code, development rights, and unlimited distribution rights for the Portfolio Risk product from analytics provider Numerix. Paladyne has also hired the Toronto- and Hong Kong-based development teams…
Pricing & Valuations special report
April 2013 - sponsored by: Interactive Data, Numerix, SIX Financial Information
Numerix, JPMorgan Eye Cross-Asset Application of Volatility Model
A new Unspanned Stochastic Local Volatility (USLV) model, an alternative to established Heath-Jarrow-Morton (HJM) methods for modeling options volatility, looks to build on pricing analytics for credit derivatives.
Kerius Takes Numerix CrossAsset
Boutique financial risk management advisory Kerius, based in Paris and Geneva, will integrate the Numerix CrossAsset derivatives pricing analytics platform for its hedge modeling business.
Numerix Releases Server Version of CrossAsset
Numerix, a New York-based provider of cross-asset analytics for derivatives valuations and risk management, has announced the release of CrossAsset Server (CAS), which extends the features of Numerix CrossAsset─the library of market standard valuation…
Numerix Creates CTD Curve Construction, Collateral Analysis Tool
Numerix, a provider of analytics for derivatives valuations and risk management, has added new functionality for Cheapest-To-Deliver (CTD) curve construction and collateral analysis.
Optimize: The How and Who
Collateral optimization is a reality for a few institutions, an attainable goal for a few others, and a pipe dream for the rest. In the second part of his feature on optimization, Jake Thomases checks in on who is optimizing and who isn’t, and on what an…
O'Hanlon Appointed Numerix CEO
After serving as chief operating officer for more than a decade, Steven O'Hanlon has been named chief executive of the analytics software provider
O’Hanlon Assumes CEO Role at Numerix
New York-based Numerix, a provider of cross-asset analytics for derivatives valuations and risk management functions across the sell side and buy side, has appointed Steven O’Hanlon as the firm’s CEO. Gregory Whitten, who held the position of CEO since…
Credit Valuation Challenge
Following the financial crisis and the subsequent influx of new regulation into the capital markets, credit valuation adjustment has seen a significant uptick in interest among financial services firms. For large-scale banks and other entities with…
Numerix Updates Data Infrastructure For Multi-Curve Modeling
The analytics software vendor has updated the reference data infrastructure of its trade capture application to support multi-curve modeling functionality
Numerix Adds Multi-Curve Modeling Functionality
Cross-asset analytics provider Numerix has announced enhanced multi-curve modeling capabilities for Portfolio, its trade capture application.
2012 Review: 2012: The Year of the Alternative Asset Class?
Faye Kilburn looks at the year's rising market data applications for alternatives, with a particular focus on commodities.
Xenomorph, Numerix Pair on Derivatives Trade Pricing
The providers of data management and derivatives valuation analytics say users of Numerix's Portfolio solution will now have integrated access to Xenomorph's TimeScape system, forming a complete risk management function.
Numerix Unveils Latest Version of CrossAsset
Numerix has released version 10.2 of CrossAsset, its flagship analytics framework for structuring, pricing and risk managing any derivative.
Numerix Adds Derivatives Modeling Framework for Trading Desks
The firm's CrossAsset Integration Layer (CAIL), based on its current analytics platform, will allow users to build custom interfaces for listed, exotic, and structured products.
Numerix's LiquidAsset to Cover Municipal Derivatives
The valuations analytics provider says its solution, LiquidAsset 2.1, will now be able to support vanilla and basis muni swaps, swaptions, swap and bond curves, fixed rate muni bonds, and muni variable rate demand obligations (VRDO).