Numerix Treasury. Structured Product Sales and Trading

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Derek Sherman
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1 Numerix Treasury Structured Product Sales and Trading Enhances overall operational efficiency Eliminates need for double-booking Generates MTM, Greeks, scenario analysis Provides PnL, FX Ladder, Knock-in/ Knock-out reports Enables comprehensive, accurate and timely regulatory reporting

2 NUMERIX TREASURY STRUCTURED PRODUCT SALES AND TRADING In today s highly competitive marketplace, bank Treasury Marketing Units (TMUs) need to perform as efficiently and effectively as possible in order to differentiate themselves. The Numerix Treasury Structured Product Sales and Trading enables banks to effectively manage their clients treasury risks, while enhancing operational efficiency all making it easier to provide clients with best-in-class, superior service. Numerix understands the wide-range of challenges facing today s TMUs, and how these challenges can delay response times to important customer requests. That s why we have designed a solution to address each of these specific challenges. Whether your TMU sales team spends too much time on operating processes like double booking or calling to ask for quotes or faces challenges meeting regulatory reporting requirements Numerix Treasury Structured Product Sales and Trading helps differentiate the level of service your bank can offer.

3 ENHANCING YOUR OPERATIONAL EFFICIENCY With Numerix, when TMU sales are booking exotic trades like Target Redemption Forwards (TRFs), they only have to book once; the Numerix Treasury Structured Product Sales and Trading will automatically produce the other legs for them. In addition, by simply inputting some trade information and clicking price, the system will automatically generate other information, such as MTM and Greeks. This further enhances operational efficiency because it eliminates the need for additional calls to counterparties to fill in the gaps. Moreover, when there s market turmoil, such as depreciation in CNH, Numerix Treasury Structured Product Sales and Trading enables you to generate a wide range of reports which can be sorted by customer, by product and by currency. This enables your TMU sales team to actively communicate with customers what their portfolio looks like, and provide comprehensive scenario analysis. In addition, Numerix enables you to efficiently generate statements for your VIP customers on a periodic basis, so you can actively provide them the highest level of professional services. Meeting Today s Regulatory Demands Today s TMUs are operating in an environment where regulators are asking for more and more reports, and demanding quick response times. Numerix Treasury Structured Product Sales and Trading provides you with the many types of reports you need to fulfill these increasing regulatory reporting requirements, such as: PnL Blotter, Knock-in/ Knock-out Reports, FX Ladder Reports and Scenario Analysis, which can also be put into the indicative termsheet.

4 NUMERIX TREASURY STRUCTURED PRODUCT SALES AND TRADING: KEY FEATURES Diagram 1. Numerix Generates MTM & Greeks Automatically The diagram above highlights how using the trade booking details, Numerix Treasury Structured Product Sales and Trading can generate MTM and Greeks automatically. This enhances operational efficiency and eliminates the need for sales double-booking.

5 Diagram 2. Sample FX Ladder Report Capabilities Diagram 2. is a sample FX Ladder Report. With the Numerix Treasury Structured Product Sales and Trading enhanced reporting capabilities, users are able to generate scenario analysis by changes in different percentage of FX rate. In addition, this report can also be sorted by product, by customer, by currency pair and more. Diagram 3. Sample Knock-in/Knock-out Report Numerix Treasury Structured Product Sales and Trading has the capability to generate Knock-in/Knock-out Reports. This enables TMU sales to communicate actively with their customers when they have deals that are going to be knocked-out in addition to enabling them to actively provide other investment suggestions.

6 NUMERIX TREASURY STRUCTURED PRODUCT SALES AND TRADING: KEY FEATURES (CONT.) Diagram 4. Sample PnL Report Numerix PnL reporting helps our clients meet current regulatory requirements for very detailed PnL reporting. With this information readily available, customer modifications can be made as needed, and information can be reported quickly and efficiently to regulators. Diagram 5. Sample Scenario Analysis The above diagram demonstrates Numerix scenario analysis capabilities for a single trade. Numerix customers can enter information into the indicative termsheet, which enables risk analysis and preannouncement and also helps customers to meet regulatory requirements.

7 KEY BENEFITS The Numerix Treasury Structured Product Sales and Trading Solution: Reduces the repetitive operational work and enables bank TMUs to spend more time on providing superior customer service, thereby generating more profits for the bank. Enables more efficient response times (first-time responses) to customer questions. Deals can be completed within one phone call. Increases customer satisfaction with the ability to offer a wide range of professional reports, enabling enhanced customer advisement. Enables expedited response times to regulatory requests, due to highly efficient and accurate reporting capabilities. ABOUT NUMERIX Numerix is the award winning, leading independent analytics institution providing cross-asset solutions for structuring, pre-trade price discovery, trade capture, valuation and portfolio management of derivatives, structured products, and fixed income instruments. Since its inception in 1996, over 700 clients and 80 partners across more than 25 countries have come to rely on Numerix analytics for speed and accuracy in valuing and managing the most sophisticated financial instruments. With offices in New York, London, Paris, Frankfurt, Milan, Stockholm, Tokyo, Hong Kong, Singapore, Dubai, South Korea, India, Australia and Brazil, Numerix brings together unparalleled expertise across all asset classes and engineering disciplines. Overall #1Technology Vendor #1 in Pricing and Analytics: Cross-Asset Commodities Credit Equities Foreign Exchange Rates #1 in Risk Management: Market & Credit Risk CVA, DVA, FVA #1 in Systems Implementation Efficiency & Support: Best Service Best Back-up Technology Innovation of the Year Numerix Copyright 2014 Numerix LLC. All rights reserved. Numerix, the Numerix logo, and CrossAsset are either registered trademarks, or trademarks, of Numerix LLC in the United States and/or other countries.

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