Numerix Counterparty RIsk Research & Insights

Aug 19, 2015

This video blog kicks off a new video series where we will be providing regional trends and analysis that examine derivatives pricing and risk management topics impacting specific global markets around the world. First up we have Kaare Andersen to...
Video Blog
Aug 14, 2015
Extensions and revisions of bank capital requirements under Basel III have given rise to increased interest in capital calculations and the methods employed. For example, the requirement to use stressed exposures for Counterparty Credit Risk (CCR)...
On-Demand Webinar
Aug 12, 2015
Waters Technology | August 2015 | By Tim Bourgaize Murray
Best Credit Risk Solution Provider
Numerix has once again shown itself to be the premier provider in the credit risk space by topping this year’s poll in the best credit solution provider...
News - Article PDF
Aug 11, 2015
In this research paper, Dr. Ion Mihai, Quantitative Analyst at Numerix, explores how negative interest rates have recently become a critically important issue in finance, as they impact some of the most basic calculations and procedures used by the...
Quantitative Research
Aug 6, 2015
In this Issue
On-Demand Webinar:The Fundamentals of Basel III Bank Capital Regulations
Video Blog: Numerix Regional Trends & Analysis: The Nordics
Blog Insights: Demystifying the XVAs
Numerix Research in Brief: Negative Rates —The...
Newsletter Issue
Aug 3, 2015
DerivSource | August 3, 2015 | NUmerix cso, satyam kancharla  with Julia Schieffer
This podcast delves into the XVA valuation framework, its role in derivatives risk management, and the challenges practioners are faced with as they strive for...
In The News
Jul 31, 2015
As internal stakeholders and regulators of financial institutions continue to demand faster and better risk analytics at both the desk level and enterprise level, legacy risk infrastructures are being stretched to the breaking point.  Unfortunately...
On-Demand Webinar
Jul 28, 2015

In this video blog, Numerix SVP of Financial Engineering Dr. Dan Li and Jim Jockle, CMO of Numerix discuss key highlights from Risk’s 13th Annual Quant Congress USA. The discussion addresses the debate surrounding the evolving role of quantitative...
Video Blog
Jul 27, 2015
Institutional Investor | JUly 27, 2015 | BY Jeffrey Kutler
The Tech 50 ranking was compiled with input from industry participants and experts. Attributes evaluated were: career achievements and contributions, leadership and influence inside and...
In The News
Jul 20, 2015
IFR | JUly 18, 2015 | by David Wigan
This article discusses Capital valuation adjustment (known as KVA) and the outlook for adoption across large banks. Andrew McClelland, director of quantitative research at Numerix discusses how tier 1 banks have...
In The News