Driving Long-Term Growth in Structured Products with Numerix CrossAsset

A leading European financial institution offering a wide range of equity-linked structured products partnered with Numerix to build a scalable analytics foundation to support the long-term growth of its equity derivatives business.

The Challenge

As the bank expanded its structured products offering, demands on its pricing and risk infrastructure increased materially. The firm needed an analytics solution that could support near-term growth, while remaining resilient and adaptable over time.

Key challenges included:

Comprehensive Asset Coverage 
Required broad multi-asset analytics with a strong foundation in equity derivatives.

Scalable Growth Support 
Needed a pricing and risk engine that could scale with higher volumes, new products, and evolving requirements.

Pricing and Risk Accuracy 
Required robust calibration, Monte Carlo pricing, and sensitivities to support both client pricing and internal risk management. 
 

The Solution: Numerix CrossAsset

The bank selected Numerix CrossAsset to power its equity derivatives desk, driven by Numerix’s strong market reputation, comprehensive asset coverage, and well-architected analytics framework.

Key capabilities include:

• Structured Product Pricing: Accurate pricing across a wide range of equity-linked structures, supports both client quotes and internal valuation.
• Market Data and Calibration: Robust tools ensure pricing models remain aligned with prevailing market conditions.
• Risk Management: Integrated analytics used for sensitivities, mark-to-market processes, and internal risk reporting.

“As our business grew, we needed a solution that could keep up. Numerix CrossAsset has been an essential tool for us to adapt to changing requirements over the past 15 years.” 
— Quant Lead, European Financial Institution

The Results

Over a 15-year partnership, Numerix CrossAsset has delivered sustained value across the bank’s structured products business.

Long-Term Scalability and Adaptability
The flexibility of the CrossAsset library has enabled the bank to evolve its analytics framework alongside changing business and market demands, without disruptive system replacements.

Enabled Business Growth 
Numerix provided the analytical foundation required to scale the structured products business, supporting the bank’s growth into a leading provider within its target markets.

Comprehensive Pricing and Risk Framework 
From initial product pricing through ongoing risk management, the bank benefits from a consistent, reliable analytics framework that supports confidence across trading and risk operations.

An Enduring Partnership 
The longevity of the relationship underscores the robustness and reliability of Numerix, which remains a core component of the bank’s technology infrastructure.

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