Case Study: BlackRock Solutions achieves faster exotic FX pricing and analytics with Numerix

BlackRock Solutions - Customer Case Study

BlackRock Solutions needed to accelerate support for exotic FX instruments within its Aladdin platform, but building the capability in-house would not fit its timeline or cost constraints. The firm turned to NumeriX and its third-party FX analytics solution to add the pricing and valuation tools required for complex foreign exchange derivatives.

NumeriX implemented flexible, scalable analytics that integrated into BlackRock Solutions’ existing architecture via the CrossAsset SDK. The solution enabled support for instruments such as American, barrier, touch/no-touch, and digital FX options, improving pricing transparency and operational efficiency. As a result, BlackRock Solutions expanded its FX offering to clients and strengthened its exotic FX valuation and risk capabilities.

BlackRock Solutions

Yury Krongauz

Managing Director