Case Study: Banque Internationale à Luxembourg achieves stronger model validation and comparison with Numerix CrossAsset analytics

Banque Internationale à Luxembourg - Customer Case Study

Banque Internationale à Luxembourg (BIL), a leading bank in Luxembourg, needed a better way to validate pricing and risk models used for financial products. To address this challenge, BIL selected NumeriX and its CrossAsset analytics platform to support model validation and model comparison across interest rates, equity, and foreign exchange.

With NumeriX, BIL can independently verify pricing and sensitivity outputs, compare models under different assumptions, and improve the accuracy and completeness of its modeling processes. The result is greater reactivity and efficiency in model validation, helping BIL strengthen its financial correctness and decision-making with highly transparent analytics and strong documentation support.

Banque Internationale a Luxembourg

Cecile Lapointe

Head of Model Validation