Analytics

Numerix the independent, cross-asset, analytics service provider for the structuring, pricing and valuation of derivatives and structured products, has opened a new regional office in Dubai. As a satellite of the EMEA group based in London, the office will be managed by Neil Orchard, Vice President, who is responsible for the region. With the opening of this office, Numerix is the first analytics company in the region to provide local quantitative support.
Numerix Opens Middle East and Africa Office in Dubai

CMA, the credit information specialist, and Pricing Partners, the independent provider of valuation analytics, today announced a strategic partnership to provide a powerful combination of credit market pricing data and analytics to OTC credit market participants. The deal will integrate CDS price data from CMA's market-leading, buy-side consensus based CDS pricing service, DataVision, with Price-it Excel, a multi-asset class pricing platform from Pricing Partners, allowing Price-it users access to the most trusted CDS data in the market.

FINCAD, a leading global provider of financial analytics and Digiata, a premier South African business process automation provider, today announced that Digiata has joined the FINCAD Alliance Program. Through this agreement, Digiata will leverage FINCAD’s industry standard financial derivative analytics with its Valuations Dashboard to provide its clients with the ability to effectively and transparently value derivatives in a high volume Straight Through Processing (STP) environment.

FINCAD announced today that BNY ConvergEx Group’s Eze Castle Software has added FINCAD analytics to Eze OMS. This integration offers users enhanced functionality for analyzing, valuing and trading OTC derivatives. Eze OMS users now have seamless access to FINCAD’s comprehensive cross-asset class library of more than 1,600 functions for valuing and measuring risk for securities and derivatives directly from the Eze OMS blotter.

NumeriX, the leading analytic provider for derivatives and structured products, has introduced new functionality and greater model coverage within its leading cross-asset pricing and risk analytics solutions via the introduction of NumeriX 7.2, the engine behind NumeriX solutions. The upgrade includes many enhanced capabilities for all asset classes, as well as new models and functions for credit, inflation and hybrid derivative products.

NumeriX, the leading independent provider of advanced analytics for the derivative and structured products markets, and R2 Financial Technologies, a pioneering firm providing business solutions for pricing and risk profiling structured credit strategies, today announced the availability of NxR2, the first solution of its kind designed to enable easier and more accurate pricing and valuation of the complete spectrum of cash and synthetic credit instruments.

Quantifi, a leading provider of analytics and risk management solutions to the global credit markets, has released version 9.1, with many noteworthy enhancements. Responding to customers' needs for accurate pricing and risk management in fast moving markets, this release provides several new and powerful tools including new models for pricing CDOs and a flexible interface that enables users to perform complex ad hoc analysis across a broad range of market scenarios.

The recent volatility in the credit markets has made CDO base correlation calibration difficult for many market participants. Quantifi, a provider of analytics and risk management solutions for the global credit markets, has recently released a set of enhancements that will help those struggling with CDO correlation calibration. Ceo and founder of Quantifi, Rohan Douglas explains...

What is this newly released enhancement?

- Aleri to demo the solution at the Microsoft Enterprise Developer & Industry Solution Conference this week