all about risk
all about risk
allaboutrisk.com
Monday, 21st May, 2012
homeloginabout usabout usregister nowadd companysite map
vendor comparisonannual risk reportwhite papersvendor comparisonrisk eventsrisk jobsrisk newson the move
all about risk
all about risk
 
all about risk
enterprise-wide risk
credit risk
operational risk
market risk
trading risk
compliance risk
technology risk
risk analysis
all about risk
all about risk
all about risk
vendors
consultancy firms
service firms
associations
all about risk
all about risk
all about risk
Exact Match
all about risk
all about risk
Numerix Announces Launch of Bond Trader Application
13/May/2010
Numerix, (www.numerix.com) the leading provider of cross-asset analytics for derivatives valuations and risk management, has introduced Numerix Bond Trader, a front-office Excel based trade management and strategy tool.    Available via Numerix CrossAsset XL -- Bond Trader is the latest addition to Numerix’s suite of Trader applications: FX Trader, Rates Trader and Credit Trader.   The suite of Numerix trader workbook applications are an extension of the powerful Numerix CrossAsset platform – the most comprehensive independent library of market standard models  for all asset classes and hybrids - providing traders and risk managers advanced analytic solutions to manage a book of trades, monitor relevant market data and accurately value complex derivative deals.     Through an enhanced Excel interface, Numerix Bond Trader simplifies and accelerates the workflow associated with accurately valuing and managing a book comprised of corporate bonds, credit default swaps (CDS), Interest rate swaps and asset swap derivative instruments. Numerix Bond Trader provides front-office professionals a set of custom Excel spreadsheets for viewing and testing trades, and monitoring market data and risk metrics. Moreover, Numerix Bond Trader’s combined credit analysis and screening capabilities, allows users to view select securities (corporate bond, CDS, benchmark treasury) on-the-fly, analyze the impact of a potential trade and then book all or some of the trades selected in the trade blotter.   With the Numerix Bond Trader Market Monitoring function, users also have the ability to retrieve - import market quotes and display real time yield curve and treasury curve calculations from the leading data providers.   “With Numerix Bond Trader we are able to provide our clients with advanced workflow functionality,” said Steven R. O’Hanlon, President and COO of Numerix. “When coupled with the flexibility of the Numerix CrossAsset platform, Bond Trader is ideal for evaluating and monitoring all types of complex trading strategies. Bond Trader is the latest addition to our suite of existing Numerix Trader applications and based on our client’s needs we will be introducing applications for other asset classes in the future.”   Numerix Bond Trader Key Features & Benefits for Traders and Risk Managers   BOND TRADER:  
  • Integrated deal capture and management for portfolios consisting of corporate bonds and credit products
  • Perform Mark to Market (MTM) and Mark to Model calculations across the entire portfolio
  • Conduct pre-trade analysis for finding Delta/Gamma neutral trade strategies
  • Leverage combined credit analysis and screening capabilities
  • Integrated market monitoring for Rate Curves, CDS Curves, Bond quotes
  • Monitor risk exposure relating to interest rates, credit spreads, recovery rates and jump to default rates
  • Find relative value opportunities in Bond/CDS Markets
  • Tool set for active basis trading in the bond/CDS markets
  Numerix Bond Trader consists of an Excel template that includes pre-defined worksheets for performing key tasks related to bond trading. The worksheets are divided into five categories:  trade blotter, risk monitors, market monitors, position monitors and credit curve maintenance.
 
 
News Search
Keyword:
Risk Area:
Contract Wins
Click here rss to view more news
Archive
April 2012
March 2012
February 2012
January 2012
December 2011
November 2011
more...
 
 
 
Risk Home | Risk Vendor Directory | Risk Consultancy Directory | Risk Associations Directory | Risk Services Directory |
New Products | Risk Events | Annual Risk Report | On The Move | Risk Industry Resources | Contact Us | Site Map