Case Study: OTP Bank achieves better model validation and risk analysis with Numerix CrossAsset

OTP Bank improves model validation and risk analysis across all relevant asset classes with Numerix

OTP Bank needed a robust solution for model validation and pricing of complex derivatives, requiring comprehensive risk analysis capabilities. To address this, they turned to Numerix and its CrossAsset platform for a flexible tool with complete model coverage across asset classes.

Numerix implemented its CrossAsset solution, which provided the bank with deep pre- and post-trade risk analysis, including Greeks, scenarios, and stress testing. As a result, OTP Bank gained greater insight into structured product risks and improved the reliability of its mark-to-market pricing, as noted by its Head of Middle Office.

OTP Bank