Case Study: OTP Bank improves derivatives pricing and risk analysis with Numerix CrossAsset

OTP Bank - Customer Case Study

OTP Bank, a leading bank in Central and Eastern Europe, needed stronger derivatives analytics across the enterprise to support pricing, model validation, and risk analysis for complex derivatives and structured products. To meet this challenge, OTP Bank selected NumeriX and its CrossAsset analytics platform.

NumeriX implemented CrossAsset to provide flexible, transparent cross-asset pricing and risk capabilities, including pre- and post-trade analysis, Greeks, scenarios, and stress testing. The result was improved model coverage, more reliable mark-to-market pricing for structured products, better assessment of model and operational risk, and fully transparent reporting that helped OTP Bank improve profitability.

OTP Bank

Krisztian Kovacs

Head of Middle Office