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| Counterparty Exposure Profile |
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Case Studies |
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The Numerisk team has had experiences in providing a variety of solutions during their work life. The value-add that Numerisk is able to bring to its existing clients are demonstrated by the following details of the projects executed by Numerisk team members. |
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Implementation of Python add-ons for mark-to-market valuation and jump-to-default analysis for structured credit products.
The project involved streamlining the risk management workflow and transitioning of various Excel-based analytical tools into FRONT ARENATM mainframe. The next phase of the project involves extending analytics library and enhancing computational speed of pricing models. |
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Architecting and developing a reconfigurable booking, valuation and risk management software for structured credit products.
To capture the dynamic nature of credit products and risk measurement practices in terms of model, derivative deal and risk analysis methods, Numerisk jointly ventured with the customer to create a an optimized suitable system. |
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Developing a software system for pricing of foreign exchange and interest rate derivatives.
The software is a multi-user application integrated with other in-house applications. Apart from pricing of derivatives the system also computes value-at-risk and performs scenario analysis. The extension of the project involved the development of a pricing library for hybrid products of FX and IR derivatives. |
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