Overview

Numerix Kynex Core Analytics is a comprehensive risk and pricing analytics platform designed to deliver real-time, scalable, and transparent derivatives valuation and risk management. It supports a broad spectrum of asset classes and derivative types, enabling financial institutions to enhance decision-making with fast, accurate, and flexible analytics. Built for cloud-native deployment, it streamlines complex risk calculations with high performance and configurability, addressing needs from front-office pricing to regulatory compliance.

Features and Capabilities

• **Broad Asset Class Coverage: **Supports pricing and risk analytics across rates, credit, equity, FX, commodities, inflation, and hybrid derivatives.
• **Real-Time Analytics: **Delivers instantaneous risk metrics, valuations, and sensitivity analysis for dynamic market conditions and trading desks.
• **Cloud-Native Architecture: **Designed for scalable deployment in cloud environments enabling elastic resource allocation and cost efficiency.
• **Advanced Modeling Framework: **Provides a wide range of quantitative models, including Monte Carlo, lattice, and closed-form models for complex instruments.
• **Comprehensive Risk Measures: **Offers Greeks, VaR, CVA, FVA, PFE, stress testing, and scenario analysis to support comprehensive risk management.
• **Integration and Extensibility: **Flexible API and SDK support for Python, C++, and RESTful interfaces allow easy integration into existing workflows and systems.
• **Regulatory Compliance Support: **Facilitates adherence to Basel III, FRTB, IFRS 9, and other regulatory frameworks with detailed risk and accounting analytics.
• **User Configurability: **Enables configuration of curves, models, and analytics workflows to meet firm-specific risk policies and pricing conventions.
• **High Performance and Scalability: **Optimized for parallel computation and distributed processing to handle large portfolios and complex risk scenarios efficiently.
• **Transparent Analytics: **Clear audit trails, model validation capabilities, and explainability features to foster trust in analytics results.