Case Study: Yuanta Financial Holdings achieves consolidated market risk and VaR reporting with Numerix

Yuanta Financial Holdings - Customer Case Study

Yuanta Financial Holdings chose NumeriX Portfolio for its risk management department, building on a relationship with NumeriX that began in 2008 with the deployment of Numerix Bloomberg Edition (NBE). Yuanta needed a way to manage, monitor, and report market risk across banking, securities, and asset management portfolios, including complex instruments like semi-exotics, exotics, and structured products.

NumeriX implemented a consolidated platform that let Yuanta aggregate risk, drill down across trades, and quickly perform mark-to-model pricing plus historical and Monte Carlo VaR calculations for OTC derivatives and structured products. As a result, Yuanta gained broader valuation coverage across its portfolios and expanded NumeriX into its daily market risk and VaR reporting operations.

Yuanta Financial Holdings

Connie Lin

Chief Risk Officer