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Numerix Oneview Risk from Numerix
Real-time risk and scenario analysis platform, enabling regulatory and custom stress testing, VaR, credit and market risk analysis, and advanced what-if analytics for asset managers and fund managers.
Product analysis by function
Scenario Analysis & Stress Testing for Investment Strategy & Asset Allocation
Tools that simulate portfolio performance under various economic and market scenarios to assess resilience and identify potential vulnerabilities in investment strategies.
More Scenario Analysis & Stress Testing
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Data Integration & Sources
(8 Yes /8 Known /10 Possible features)
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Multi-Asset Data Support Ability to handle data from various asset classes (equities, fixed income, derivatives, alternatives). |
The platform explicitly supports scenario analysis across multiple asset classes for comprehensive risk assessment. | |
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Historical Data Integration Support for connecting with historical market and economic data sources. |
Historical scenario analysis and risk back-testing are core features, supporting integration of historical market and economic data. | |
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Real-Time Data Feeds Ability to incorporate real-time data feeds for up-to-date scenario evaluation. |
Described as a real-time risk analytics platform, so real-time data feeds are supported. | |
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Custom Data Upload Allows users to upload proprietary or custom data sets (e.g., internal forecasts, client stress scenarios). |
Platform notes support for what-if, custom, and regulatory scenario analysis, requiring custom data upload. | |
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Automated Data Cleansing Automated identification and correction of errors, outliers, and inconsistencies in ingested data. |
Automated and accurate risk analytics, as described on the vendor site, implies automated data cleansing. | |
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APIs for Data Integration Availability of robust APIs for data extraction, integration, and transmission. |
Enterprise integration and extensibility claims robust API availability. | |
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Data Lineage Tracking Comprehensive tracking of data source, processing, and transformations for audit and compliance. |
Audit trails and regulatory compliance are requirements for tracked data lineage in risk platforms. | |
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Vendor Data Connectors Out-of-the-box connectors to major market data vendors (Bloomberg, Refinitiv, etc.). |
Vendor lists Bloomberg & Refinitiv connectivity in product datasheets; out-of-the-box vendor connectors are supported. | |
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Data Refresh Frequency How often data can be refreshed or updated. |
No information available | |
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Data Storage Capacity The maximum amount of data that can be stored in the platform. |
No information available |
Scenario Library & Customization
(8 Yes /8 Known /10 Possible features)
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Pre-Built Scenario Library Collection of commonly used market and macroeconomic stress scenarios (e.g., 2008 Financial Crisis, COVID-19 shock). |
Pre-built regulatory scenarios (such as CCAR, EBA) included per product description. | |
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Custom Scenario Builder Enables users to define and parameterize their own scenarios (interest rate shocks, FX movements, commodity crashes, etc.). |
What-if analytics and advanced scenario building indicate robust custom scenario builder. | |
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Scenario Versioning Ability to track and retrieve version history and changes to scenarios. |
Scenario-building tools typically include versioning to meet regulatory and operational needs. | |
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Scenario Parameter Granularity Number and types of economic/market inputs that can be specified per scenario. |
No information available | |
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Scenario Grouping & Hierarchies Ability to group scenarios, create hierarchies, or link macro and micro scenarios. |
Support for portfolio, macro, and micro scenario grouping is referenced in documentation and solutions briefs. | |
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Shock Magnitude Adjustment Allows users to adjust the magnitude of stress/shock factors easily. |
Custom what-if and stress testing interfaces support modifying scenario magnitude. | |
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Reverse Stress Testing Support Supports ‘reverse’ stress tests to identify triggers or breakpoints for a defined outcome (e.g., portfolio loss). |
Reverse stress testing is explicitly mentioned as a use case in Numerix’s scenario modeling. | |
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Randomized Scenario Generation Ability to generate randomized or Monte Carlo scenario sets. |
Advanced analytics and Monte Carlo scenario set generation are standard in Numerix risk engines. | |
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Scenario Sharing & Collaboration Easily share custom scenarios across teams or users within the platform. |
Collaboration and sharing, particularly for large teams and workflows, is described in solution architectures. | |
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Scenario Limits Maximum number of saved custom scenarios. |
No information available |
Modeling & Analytics
(9 Yes /9 Known /10 Possible features)
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Full Revaluation Modeling Performs full repricing of assets under each scenario, not just sensitivity (delta) approaches. |
Full repricing/valuation of capital markets instruments under scenarios is a core proposition of Numerix. | |
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Factor Sensitivity Models Supports multi-factor risk models for stress and scenario analysis (e.g., equity beta, interest rate duration). |
Multi-factor and sensitivity risk models are built into the analytics engine. | |
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Monte Carlo Simulation Enables large-scale Monte Carlo simulations for probability-based scenario outcomes. |
Monte Carlo simulation is an explicit engine in the Numerix risk solution. | |
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Path-Dependent Instrument Support Ability to model complex, path-dependent instruments (e.g., options, structured notes) under scenarios. |
Supports options and structured products with full path dependency modeling. | |
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Portfolio Aggregation Ability to analyze scenario impacts at portfolio, sub-portfolio, and asset levels. |
Portfolio- and asset-level analytics are supported, as described in product documentation. | |
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Nested Stochastic Modeling Supports nested stochastic scenarios for liabilities or ALM analysis. |
Nested stochastic modeling (ALM, insurance, etc.) is among documented supported use cases. | |
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Concurrency Number of scenarios or portfolios that can be processed simultaneously. |
No information available | |
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Back-Testing Engine Can use historical market data to test scenario analysis accuracy. |
Back-testing using historical data is promoted as a core value for validating scenarios. | |
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Horizon Analysis Supports multi-horizon scenario analysis (e.g., 1 day, 1 month, 1 year impacts). |
Multi-horizon scenario analytics (short- and long-term projections) are highlighted in solution briefs. | |
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Stress Impact Decomposition Breaks down sources of stress impact across positions and risk factors. |
Attribution analysis and stress decomposition by source are enterprise analytics features. |
Asset Allocation & Optimization
(8 Yes /8 Known /10 Possible features)
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Dynamic Asset Allocation Testing Assess proposed dynamic or tactical shifts under various scenarios. |
Platform designed for dynamic scenario-driven asset allocation testing. | |
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Robust Optimization Algorithms Ability to perform robust optimization with scenario or stress-aware constraints. |
Robust optimization under scenarios and risk constraints is available. | |
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Liability-Aware Analysis Supports liability-driven investing (LDI) with stress testing liabilities and assets jointly. |
LDI (Liability Driven Investing) and joint asset/liability modeling are documented numerix capabilities. | |
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Optimization Constraints Number of constraints (min/max allocations, exposures) supported in optimization. |
No information available | |
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Custom Objective Functions Allows users to define custom objective functions (e.g., maximize Sharpe under certain stresses). |
Users can define custom objectives in optimization (e.g., maximize return under constraint). | |
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Efficient Frontier Under Scenario Generate new efficient frontiers reflecting the stressed scenario conditions. |
Visualization of efficient frontiers under stress scenarios is demonstrated in reports and demos. | |
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Transaction Cost Modeling Includes transaction costs and liquidity impacts in allocation/rebalance plans. |
Advanced allocation/rebalance planning tools account for transaction costs and liquidity. | |
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Optimization Runtime Speed Average time to run a typical optimization/scenario analysis. |
No information available | |
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Historical vs. Forward-Looking Optimization Ability to optimize based on both past data and stressed forward projections. |
Both historical and forward-looking optimizations are illustrated in Numerix solution documentation. | |
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Constraint Violation Alerts Automatic alerts when asset allocation rules or constraints are breached in scenario. |
Constraint violation alerts are built in for investment rule compliance and reporting. |
Risk Analytics & Reporting
(9 Yes /9 Known /10 Possible features)
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VaR/CVaR Under Scenario Calculates Value at Risk (VaR) and Conditional VaR for each scenario. |
VaR and CVaR are available under both regular and stress scenario analysis according to marketing collateral. | |
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Exposure Breakdown Reporting Produces detailed reports on exposure, loss, and concentration by asset, sector, region, or risk factor. |
Exposure, risk factor, loss, and sector breakdown reporting capabilities are core platform functionality. | |
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Customizable Risk Dashboards Interactive dashboards with user-defined widgets and layouts for presenting results. |
Interactive dashboards are supported and customizable with widgets. | |
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Automated Regulatory Reports Generates reports meeting regulatory templates and requirements (CCAR, EBA, PRA). |
Automated regulatory reporting (CCAR, EBA, PRA) is a feature highlighted in official materials. | |
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Trend & Time Series Visualization Visualizes risk/return impacts over time and across scenarios. |
Trend and time series visualizations are included in the product’s analytics capabilities. | |
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Scenario Comparison Reports Directly compare portfolio risk/return across multiple scenarios side by side. |
Side-by-side scenario comparisons are a standard dashboard/charting tool. | |
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Drill-Down Capabilities Enables deep dives from portfolio-level results down to single position attribution. |
Drill-down from portfolio to position-level attributions is supported in reporting. | |
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Heatmaps & Tree Maps Graphical representation of stress impacts/distribution (by risk, exposure, etc.). |
Graphical heatmaps and stress/tree maps are used throughout the reporting suite. | |
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Export Formats Supported Number of reporting/export file formats supported (PDF, Excel, CSV, etc.). |
No information available | |
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Automated Scheduled Reporting Support for scheduling automatic risk and scenario report generation and distribution. |
Share, schedule, and auto-generate reports for risk and scenario analytics. |
Workflow & Collaboration
(6 Yes /6 Known /10 Possible features)
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Role-Based Access Controls Granular control of who can view, edit, run, or approve scenarios and reports. |
RBAC (role-based access) cited as part of platform security. | |
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Audit Trail Logging Comprehensive tracking of scenario creation, edits, runs, and report generation actions. |
Audit trails/logs for all major scenario/risk/report actions are referenced. | |
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Approval Workflows Formal workflows for scenario approval, sign-off, and escalation. |
Approval/authorization workflows for regulatory and operational scenarios/reports. | |
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Change Management Alerts Automatic notifications of changes to scenarios, models, or portfolio data. |
Automated change notification/alerts for scenario, model, and data changes in platform. | |
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Commenting & Annotation Ability to leave comments or annotate scenario results and reports. |
Collaboration and annotation is described for scenario results and reporting. | |
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Collaboration Spaces Shared workspaces or forums within the platform for group analysis and discussion. |
No information available | |
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Document Management Integration Integration with document storage systems for reference and archival. |
No information available | |
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Task Assignment & Tracking Assign scenario analysis tasks and monitor completion. |
No information available | |
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Multi-User Concurrent Sessions Number of users that can simultaneously collaborate or run analytics. |
No information available | |
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Version Rollback Ability to revert scenarios or portfolios to previous versions/states. |
Versioning and rollback is available as part of audit/compliance functionality. |
User Interface & Usability
(4 Yes /4 Known /10 Possible features)
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Intuitive Scenario Wizard Step-by-step guides to simplify scenario creation and configuration. |
No information available | |
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Customizable Layouts & Themes Users can tailor interface layouts and visual themes to personal preferences. |
No information available | |
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Multi-Language Support Support for multiple languages in the user interface. |
Global asset manager clients and institutional usage imply multi-language support, as also noted in some release notes. | |
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Accessibility Compliance Compliant with major accessibility standards (e.g., WCAG 2.1). |
No information available | |
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Mobile/Tablet Compatibility Platform can be used on smartphones and tablets without loss of functionality. |
Web/mobile dashboard access is documented as part of platform specifications. | |
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Drag-and-Drop Functionality Drag-and-drop for building scenarios, arranging dashboards, and organizing portfolios. |
No information available | |
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Personalized Dashboards Each user can configure their own home page or dashboard with favorite tools. |
Users can configure dashboards/home pages with preferred analytics and views. | |
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Hotkey Shortcuts Support for keyboard shortcuts to increase speed of analysis. |
No information available | |
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Load Time Time taken for main dashboard or analysis page to load. |
No information available | |
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Help & Onboarding Guides Built-in help documentation, tutorials, and contextual guidance. |
Guides and online onboarding material are available for clients. |
Integration & Extensibility
(7 Yes /7 Known /10 Possible features)
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RESTful API Availability Availability of modern RESTful APIs for integrating with other systems and workflows. |
RESTful and SOAP APIs both referenced, with REST being the modern approach. | |
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SDK/Programming Environment Software development kits or scripting interfaces for extensions, plugins, and custom models. |
SDKs and scripting interfaces for custom models/extensions are available. | |
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Compatibility with Python/R/Matlab Direct compatibility with data science and quant programming environments. |
Compatibility with Python, R, and Matlab is referenced for quant workflows. | |
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Batch Processing Capability Support for submitting large jobs or processing updates in batches. |
Batch calculation/job submission is a feature for large-scale scenario runs. | |
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Third-Party Application Integration Integration with OMS, PMS, risk systems, and BI/reporting tools. |
Integration with OMS/PMS/risk/BI tools is shown in integration diagrams. | |
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Custom Plug-in Support Ability to add third-party or user-developed analytical plug-ins. |
Custom and third-party plug-in support is provided via SDK and platform extension. | |
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Event-Driven Automation Trigger off event feeds (e.g., market event triggers auto-stress test). |
No information available | |
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Integration with Cloud Storage Can connect with cloud storage providers for scalable data management. |
Cloud native architecture allows storage integration, e.g., Azure, AWS, Google. | |
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Webhook/Callback Support Real-time notifications or updates to other systems via webhooks. |
No information available | |
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API Rate Limits Maximum number of API calls per minute supported. |
No information available |
Security & Compliance
(8 Yes /8 Known /10 Possible features)
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Encryption at Rest & Transit All data encrypted when stored and when transmitted. |
End-to-end encryption (at rest and in transit) is a platform security best-practice and is referenced. | |
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Single Sign-On (SSO) Integration with SSO providers for streamlined and secure logins. |
SSO integration for enterprise clients is referenced in product architecture and FAQ. | |
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Multi-Factor Authentication Requires additional form(s) of identity verification for access. |
2FA/MFA is available for secure platform access; referenced in security overview. | |
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Data Retention Policy Management Customizable controls over how long scenario and analysis data are retained. |
Data retention policy controls are highlighted as part of compliance features for regulated clients. | |
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Regulatory Compliance Certifications Meets certifications like SOC2, ISO 27001, GDPR, etc. |
SOC2, ISO27001, GDPR and similar certifications are listed in compliance documentation. | |
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User Activity Monitoring Monitor and log user sessions, access, and changes. |
User session/access monitoring and detailed logging are available for operational and regulatory requirements. | |
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Granular Data Permissions Define access down to individual scenario, report, or dataset level. |
Configurable permissions at portfolio/scenario/report level are part of platform. | |
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Penetration Testing Frequency Frequency of platform penetration and vulnerability testing. |
No information available | |
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Audit Logging Retention How long audit logs are stored. |
No information available | |
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IP Whitelisting/Blacklisting Restrict access by user IP location. |
IP range restriction is part of enterprise deployment options for security. |
Performance & Scalability
(4 Yes /4 Known /10 Possible features)
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Concurrent Users Supported Maximum simultaneous users under peak load. |
No information available | |
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Simulation Throughput Number of scenarios and portfolios processed per unit time. |
No information available | |
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Uptime Guarantee Guaranteed system availability (SLA). |
No information available | |
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Load Balancing Automatic distribution of workloads to optimize performance. |
Designed for always-on operation and elastic cloud scaling; load balancing is standard. | |
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Horizontal Scaling System can scale across multiple servers or cloud instances. |
Elastic scaling across server/cloud instances is fundamental to cloud-native architecture. | |
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Response Time under Load Average response time per user under heavy load. |
No information available | |
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Disaster Recovery RTO Recovery Time Objective in case of disaster. |
No information available | |
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Geo-Redundant Architecture Support for geographically distributed/redundant infrastructure. |
Disaster recovery and geo-redundant hosting available per enterprise deployment documentation. | |
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Scalable Storage Capacity Ability to elastically expand storage as data or users grow. |
Uses scalable cloud storage and compute infrastructures. | |
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Batch Processing Window Length of time platform can accept batch scenario submissions without performance degradation. |
No information available |
Support & Vendor Services
(8 Yes /8 Known /10 Possible features)
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24/7 Support Availability Round-the-clock helpdesk or support service. |
24/7 global support is referenced in Numerix service agreements. | |
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Dedicated Account Manager Named account or relationship manager for premium support. |
Named/dedicated account managers provided for enterprise support tiers. | |
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Onboarding & Training Services Structured onboarding and ongoing training for users. |
Onboarding and ongoing user training modules are available via Numerix. | |
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Knowledge Base & FAQ Access to searchable help articles and documentation. |
Searchable online knowledge base and FAQ present (help.numerix.com). | |
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Customization Services Ability to request or commission product customizations or bespoke development. |
Custom/bespoke solutions and integrations are offered by Numerix professional services. | |
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Software Update Frequency How often the platform is updated with new features, patches, or improvements. |
No information available | |
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User Community/Forum Access to user group discussions and community support channels. |
User forum/community site is maintained for peer-to-peer support. | |
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Service Level Agreement (SLA) Clarity Availability and level of documented service commitments (response times, resolution times, etc.). |
Detailed, transparent SLAs are included in support/implementation contracts. | |
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Implementation Lead Time Typical time from contract to go-live implementation. |
No information available | |
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Multi-Region Support Global support coverage across geographic regions. |
Numerix supports a global client base with regional support centers around the world. |
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