Case Study: TDC improves derivatives risk management with Numerix FINCAD Analytics Suite

TDC quickly obtains market values and risk statistics with Numerix

TDC, the leading Danish telecommunications company, needed a sophisticated solution to model and perform risk calculations on its interest rate derivatives portfolio. Their challenge was to improve day-to-day risk management and generate accurate market values without building new technology, requiring a flexible and comprehensive analytics tool. They turned to NumeriX for its FINCAD Analytics Suite.

The solution from NumeriX was deployed through Microsoft Excel, enabling easy integration with TDC's existing setup. Using FINCAD's analytics, TDC could calculate derivatives values, manage asset liability, build interest rate curves, and conduct stress testing. As a result, TDC achieved comprehensive, out-of-the-box coverage for portfolio management, reliable compliance with local stress testing requirements, and valued the platform's continuous improvements and responsive client support from NumeriX.

TDC