Institutional pricing.
Desk-specific output.
Turn a recurring front-office question into a reusable workflow built on CRZ pricing and risk.
Price and risk in CRZ
Price trades, calculate risk and run scenarios on the same institutional engine.
Build the workflow
Create the integration, tests, interface and scheduled output around the API.
Run it again
Rerun the analysis as markets move and extend it as the desk’s requirements change.
One engine. One tested path
to the desk.
Market data defines the state. CRZ calculates prices and risk. A tested workflow turns those calculations into the comparison, monitor or report the desk actually needs.
Data — controlled inputs
Connect provider feeds, exchange data, internal files or a frozen close. Keep the market state and valuation time attached to every run.
CRZ — the pricing engine
Database, FpML trade handling, pricing and real-time risk in one cross-asset application. Rates, FX, credit, equities, commodities and crypto — from linear products to bespoke exotics.
Desk workflow
The development workflow builds the integration, tests and desk-facing output around the CRZ API. CRZ remains the source of valuation and risk.
From recurring desk question
to reusable workflow.
CRZ supplies the institutional analytics. Build the monitor, comparison or research tool around it.
Recurring manual process
- Clicking through risk screens to build a scenario, one shock at a time
- Waiting on a quant or IT queue for any analysis the GUI doesn't offer
- Spreadsheet bridges between the risk system and the actual decision
- A morning pack assembled from several exports and hand checks
- Pre-trade comparisons dependent on specialist availability
- Useful one-off work that is difficult to rerun consistently
Reusable desk workflow
- Compare alternative trade expressions on the same risk budget
- Track positions and portfolio risk as markets move
- Alert when market, risk or data thresholds are crossed
- Automate morning P&L and risk packs
- Replay strategies on historical markets
- Extend the workflow without joining a central development queue
Start with the question
the desk already asks.
Start with a live desk question. Price it in CRZ, build the workflow and put the result where the desk can use it.
Every number says
where it came from.
CRZ calculations, workflow logic and desk assumptions remain distinct throughout the run.
Source labels
- CRZ CALCULATION
- WORKFLOW DERIVATION
- DESK ASSUMPTION
- NOT AVAILABLE
Run gates
- Record CRZ version, market and valuation date
- Prevent silent market or currency fallback
- Reprice deterministically and test reported risk
- Preserve failed and omitted tests with passed tests
Institutional derivatives analytics
under every workflow.
CRZ combines market data, trade handling, pricing and portfolio analytics in one cross-asset front-office platform.
Explore the full CRZ capabilities →
▸Cross-asset instruments
Rates, FX, credit, equities, commodities, crypto and hybrids; linear products, options, exotics and bespoke payoff scripting.
▸Pricing and models
Market conventions, calibration, valuation and sensitivities for vanilla and complex derivatives.
▸Portfolio risk
Tenor sensitivities, scenarios, risk-explained and realised P&L, VaR, expected shortfall and portfolio replication.
▸Market analysis
Historical and configured real-time contribution, curves, forwards, smiles, surfaces, relative-value measures, PCA, correlation and volatility.
▸Counterparty economics
XVA, exposure, SIMM and capital measures across the relevant trade, CSA and portfolio state.
▸API and workflow
Python and C# access, API code generation, task scheduling, exports and testable extension modules for desk-specific development.
Which derivatives platform fits your desk?
Compare front-to-back systems, specialist analytics platforms and open-source builds — and see how CRZ provides a direct route to bespoke desk tooling.
Institutional analytics.
A lean route to custom development.
CRZ combines institutional pricing and risk with a direct route to the integrations, controls and desk tools a team actually needs.
Bring one real
desk question.
A position to monitor. A trade to compare. A strategy to replay. A recurring process to automate.
Russ Oxley — Avrox Asset
Institutional pricing and risk. Bespoke desk workflow. One concrete question is enough to start.