Numerix Counterparty RIsk Research & Insights

Jun 25, 2015
In this Issue
Video Blog: Global Derivatives 2015 Recap-Adjoint Algorithmic Differentiation to KVA
Blog: Margin Valuation Adjustment: Newcomer to the ‘XVA Party’
On-Demand Master Class Seminar Series:OIS Discounting, XVAs, FVA
Case Study: Cathay...
Newsletter Issue
Jun 16, 2015

In this special edition video blog Numerix Chief Strategy Officer, Satyam Kancharla joins Jim Jockle to provide his insights from this year’s Global Derivatives Conference. Satyam provides cutting-edge insight into latest quantitative trends...
Video Blog
Jun 12, 2015
Given the prevailing uncertainty in the industry, many of today’s OTC derivative participants are experiencing challenges as they continue to navigate the new (and still evolving) Initial Margining (IM) regulations—and the resulting shift in...
White Paper
Jun 3, 2015
Euromoney | June 2, 2015 | By Rob Hartley
This article discusses the rise of new technologies in APAC to more efficiently streamline the buying and selling of structured products in Asia. The newly launched Investment Products Distribution System –...
In The News
May 21, 2015

In this video blog, Dr. Serguei Issakov, SVP of Quantitative Research at Numerix breaks down the final ruling for calculating counterparty credit risk capital. Serguei discusses the standardized approach to the CCR capital requirement, as well as...
Video Blog
May 20, 2015
Waters Sell-Side Technology | May 2015 | By Tim Bourgaize Murray
Best Sell-Side Credit Risk Product
With Numerix, picking out the exceptional work is a tough task—there is a lot of it. But it begins with the firm’s newly unleashed XVA framework...
News - Article PDF
May 18, 2015
Waters Sell-Side Technology | May 2015 | By Victor Anderson
Best Implementation at a Sell-Side Firm
The best implementation category is the only award of the 27 on offer in this year’s Sell-Side Technology Awards that considers the practical...
News - Article PDF
May 15, 2015
Numerix is proud to present this Master Class Collection of Educational Virtual Seminars
The series is a collection of on-demand Master Class video lectures which provide hands-on technical instruction for pressing challenges around OIS discounting...
On-Demand Webinar
May 11, 2015

In this advisory info graphic Numerix experts break down the growing list of XVA pricing adjustments impacting derivatives, explore how they interact and their relationship to the overall profitability of a derivatives business. XVAs covered...
Info Graphic
Apr 17, 2015
While many of the objectives — such as tackling capital adequacy, collateral and liquidity challenges — behind Basel III are well understood by now, how to go about implementing these goals still remains perplexing.  From liquidity management to the...
Written Blog