Case Study: The New South Wales Treasury Corporation (TCorp) achieves robust debt risk management and interest cost forecasting with Numerix

The New South Wales Treasury Corporation - Customer Case Study

The New South Wales Treasury Corporation (TCorp), the central financing authority for the New South Wales public sector, needed an enterprise analytics solution to manage debt portfolios, support specialized risk analysis, and generate accurate interest cost forecasts and reports. TCorp selected NumeriX CrossAsset to handle real-time pricing, risk aggregation, simulation, and portfolio optimization, with custom workflows for what-if scenarios, future drawdowns, and market-based projections.

NumeriX implemented a scalable server architecture with a custom web front end and on-demand reporting framework, creating a best-practice debt management and risk system for TCorp’s forecasting and client reporting needs. As a result, TCorp gained enhanced portfolio composition and interest cost projections, plus customizable reports for interest expense forecasts, cashflow reporting, attribution analysis, and scenario testing across multiple aggregation levels.

The New South Wales Treasury Corporation

Stephen Knight

Chief Executive Officer