Offers advanced analytics for assessing counterparty credit risk across derivatives and other financial instruments, including quantitative models and software tools.
Systems that evaluate and monitor credit risk of financial counterparties, setting and tracking exposure limits and providing early warning indicators.
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ERP Integration Ability to connect with enterprise resource planning systems for enrichment with transactional and master data. |
Numerix documentation and solution pages emphasize integration with ERP and other treasury or trading systems. | |
Bank Connectivity Direct integration with multiple banking platforms to fetch real-time account and transaction data. |
Numerix offers direct bank connectivity through API integrations as outlined in their connectivity documentation. | |
Market Data Feeds Automated import of live or historical market data (credit spreads, ratings, CDS, etc.) from external providers. |
Product supports live and historical market data ingestion (spreads, ratings, CDS) via external providers and feeds. | |
File Import Capability Import of data from CSV, Excel, XML, or other formats for manual updates or data migration. |
Numerix features robust file import tools supporting CSV, Excel, and XML for manual and batch uploads. | |
APIs for Custom Data Sources REST or SOAP API endpoints to connect to proprietary or bespoke data sources. |
RESTful and SOAP APIs for custom/bespoke data integration are documented in API developer guides. | |
Automated Data Refresh Rate Frequency with which external and internal sources update within the system. |
No information available | |
Data Mapping and Transformation Tools Ability to reconcile and standardize data from diverse formats and structures. |
Feature maps and normalizes diverse internal and external data through data transformation tools. |
Credit Exposure Calculation Calculates current and potential future exposures for individual and aggregated counterparties. |
Core functionality includes robust credit exposure measurement for counterparties and portfolios. | |
Probability of Default (PD) Incorporation or calculation of PD based on internal or third-party methodologies. |
Probability of Default (PD) calculation supported directly or via integration of third-party/ratings model as per product sheets. | |
Loss Given Default (LGD) Determination of expected loss if a counterparty defaults. |
LGD calculation for credit risk is built-in, configurable to customer methodologies. | |
Expected Exposure (EE) Modeling Computation of expected exposure profiles over different time horizons. |
Expected Exposure (EE) modeling is a core analytics offering. | |
Wrong-Way Risk Analysis Identification of risk scenarios where exposure increases as counterparty credit quality deteriorates. |
Wrong-way risk detection and scenario modeling is available and referenced in analytic capabilities. | |
Concentration Risk Measurement Assessment of risk exposure based on industry, geography, or other dimensions. |
Provides concentration risk measurement by geography, sector, or other criteria. | |
Stress Testing and Scenario Analysis Ability to simulate the impact of adverse events or macroeconomic shocks on counterparty risk metrics. |
Supports scenario analysis and stress testing across macro and market-driven events. | |
Custom Risk Modeling Configuration or development of bespoke risk factor models. |
Numerix's custom risk modeling tools allow user-defined risk factor models. | |
Monte Carlo Simulation Support Utilization of Monte Carlo simulations for assessing potential exposures. |
Monte Carlo simulation supported and central to exposure modeling approaches. | |
Time to Compute Exposure Metrics Average system time to recalculate exposure metrics after new data ingestion. |
No information available |
Dashboard for Risk Overview Real-time visual dashboards summarizing exposure, risk concentrations, and breaches. |
Real-time dashboards display risk concentrations, exposure, breaches, as highlighted in UI/UX resources. | |
Customizable Alert Rules User-defined thresholds for financial, market, or credit events triggering alerts. |
Alerting is customizable; users can set exposure, limit, or risk threshold alert rules. | |
Automated Email/SMS Notifications Immediate notification to stakeholders on risk limit breaches or significant events. |
Automated notifications (email/SMS) for breaches and events are supported. | |
Intraday Risk Updates Frequency at which the risk status is refreshed and checked for exceptions. |
No information available | |
Severity-based Escalation Workflow Escalation paths for critical alerts based on event severity. |
Severity-based alert escalation and notification workflow referenced in support documentation. | |
Historical Alert Log Maintains a time-stamped archive of all generated alerts and events. |
System keeps a historical log of all alerts and exceptions, as per compliance requirements. | |
Mobile App Access Availability of monitoring and alert features via a secure mobile app. |
No information available |
Limit Assignment and Approval Workflow Configurable process for setting, reviewing, and approving credit limits by hierarchy. |
Product provides workflow support for limit assignment and reviews, including multi-level approvals. | |
Real-Time Limit Utilization Tracking Immediate monitoring of available, used, and breached limits. |
Limits are monitored in real time and utilization is immediately updated. | |
Automatic Limit Recalculation Adjustment capabilities based on changing exposures or market conditions. |
Limit recalculation is automated based on updated exposures or market data. | |
Limit Breach Controls Blocking or warning mechanisms for new transactions breaching set limits. |
Breach control mechanisms—blocks, warnings—are standard for limit management. | |
Multi-Currency Limit Support Ability to handle and aggregate limits in different currencies. |
System handles multi-currency limits; aggregates exposure across currencies with real-time FX rates. | |
Limit Usage Reporting Frequency The system's interval for updating and reporting on limit usage. |
No information available | |
Historical Limit Utilization Record Archival of credit limit changes and utilizations for audit purposes. |
Historical record of credit limit changes/utilization for auditability is described in audit features. | |
Bulk Limit Update Capability Ability to update limits for multiple counterparties by batch processes. |
Bulk/batch process updates for limits are supported via import file or API. |
Digital Onboarding Workflow Guided input and approval steps for adding new counterparties. |
Digital onboarding workflow with KYC data input and approval steps is highlighted among onboarding tools. | |
Automated KYC/AML Screening Screening processes for regulatory compliance checks during onboarding and review. |
Automated KYC and AML screening integrations are available with leading providers. | |
Document Management Secure collection and storage of counterparty documentation (contracts, risk assessments, financials, etc.). |
Document and data management is a core component for onboarding and maintenance. | |
Periodic Review Scheduling Automated reminders and workflows for scheduled risk assessment reviews. |
System includes scheduling and reminders for periodic reviews in compliance and credit policy workflows. | |
Custom Data Fields Ability to add unique data attributes specific to corporate policy needs. |
Allows custom data fields for bespoke client needs, as shown in customization docs. | |
Bulk Data Maintenance Ability to update, merge, and clean large counterparty databases efficiently. |
Bulk updates & maintenance of counterparty data supported via batch processes or API. | |
Audit Trail for Counterparty Changes Comprehensive logs of all updates, reviews, and approvals for each counterparty. |
Counterparty audit trails/logging are maintained as per regulatory compliance and product detail. |
Pre-built Risk Reports Library of standard regulatory, credit, and management reports. |
Standard and regulatory risk reports are pre-built and available out-of-the-box. | |
Custom Report Builder Flexible tools that allow users to select fields, metrics, and filters for custom output. |
Custom report builder for bespoke analytics is a documented feature in reporting suite. | |
Interactive Visualization Tools Dashboards, heatmaps, and graphical analytics of exposure and risk. |
Interactive visualization tools (dashboards, heatmaps, etc.) highlighted in UI/UX descriptions. | |
Scheduled Report Distribution Automated delivery of reports to designated recipients at set intervals. |
Scheduled report distribution to designated recipients, as per automation options in reporting suite. | |
Export to File Formats Support for exporting reports to Excel, PDF, CSV, and other formats. |
Reports exportable to Excel, PDF, CSV and other formats. | |
Ad Hoc Query Response Time Average time to process user-defined report queries. |
No information available | |
Drill-down Capabilities Ability to view detailed transactional or entity-level data from summary reports. |
Drill-down on exposure and transaction data from summary reports is demonstrated in product demos. |
Role-Based Access Controls (RBAC) Assignment of permissions based on job roles, ensuring users only access required data and functions. |
Role-based access control implemented as part of standard security architecture. | |
Single Sign-On (SSO) Integration with enterprise identity management for seamless authentication. |
Single Sign-On support for enterprise directory services covered in IT integration guides. | |
Granular Permission Settings Ability to segregate duties (view, edit, approve, etc.) at a field, report, or transaction level. |
Permissions can be specified by role and transaction type. | |
User Activity Logging Detailed tracking of user actions within the system for audit and security. |
User action logging/auditing for compliance and controls. | |
Concurrent User Sessions Supported Number of simultaneous logged-in users supported by the system. |
No information available | |
Two-Factor Authentication (2FA) Security measure requiring a secondary validation method for access. |
2FA/MFA options are described as part of standard security hardening. |
Regulatory Reporting Templates Provision of regulatory-compliant templates (e.g., EMIR, Dodd-Frank). |
Supports regulatory templates (including EMIR, Dodd-Frank) in compliance package. | |
Audit Trail Capabilities Extensive, immutable logs to support regulatory and internal audits. |
Audit trail capabilities for system changes are a core requirement for their customer base. | |
Policy Enforcement Engine Configurable enforcement of internal risk and compliance rules. |
Risk and compliance policy enforcement engine is part of risk management configuration module. | |
Documented Validation Processes In-system workflows and logs for required risk assessment validation. |
Validation/approval workflow for risk assessment is included; workflow logs are maintained. | |
Regulatory Change Notification Alerts and updates on relevant regulatory changes impacting counterparty risk. |
Product supports regulatory change alerting as listed in compliance module details. | |
Retention Period Configuration Ability to set and manage data retention per jurisdictional requirements. |
Retention period configurable per jurisdiction/regulation as described in compliance documentation. |
System Uptime SLA Guaranteed percentage uptime as per service level agreement. |
No information available | |
Maximum Supported Counterparties System's capacity for managing distinct counterparty entities. |
No information available | |
Peak Transaction Throughput Maximum rate at which transactions can be processed. |
No information available | |
Data Storage Scalability Ability to scale data storage seamlessly as volume grows. |
Cloud-native and scalable architecture to handle growing data volume. | |
Disaster Recovery RTO Recovery Time Objective in the event of system downtime. |
No information available | |
Latency of Core Operations Typical end-to-end time for risk calculations or limit checks. |
No information available |
Implementation Time Average rollout duration from contract to live operation. |
No information available | |
Dedicated Customer Support Access to specialized support teams for issue resolution and inquiries. |
24x7 customer support and dedicated staff for production/critical issues per service collateral. | |
Online Help Resources Documentation, FAQs, and how-to guides accessible digitally. |
Comprehensive online documentation, help resources, and FAQ are readily available. | |
Training Programs Provision of onboarding and advanced skills courses for users. |
Formal training and onboarding available for all customers in different formats. | |
Software Upgrade Frequency Typical frequency for minor and major product enhancements. |
No information available | |
Customization Services Availability of vendor-driven customization to meet bespoke needs. |
Customization services are offered by Numerix to tailor product. | |
Community and User Forums Channels for user-to-user knowledge sharing and best practices. |
User forums, customer community, and knowledge sharing portals exist for Numerix clients. |
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