Numerix Counterparty RIsk Research & Insights

Real World Algorithmic Exposure: An Innovative New Approach for Nested Simulations
Sep 17, 2015
The computation of counterparty credit exposures such as Potential Future Exposure (PFE), as well as Economic Capital calculations by insurance firms, require risk-neutral (RN) pricing at future time horizons along real world (RW) scenarios. The...
On-Demand Webinar
Sep 4, 2015
Asia Risk | September 4, 2015 | BY Clive Davidson
This article looks at the top providers of derivatives trading and risk management technology and their continued dominance of the market. Some smaller specialist vendors managed to claim a few spots...
In The News
Aug 21, 2015
FTF News | August 21, 2015 | By Eugene Grygo
This interview with FTF News and FinTech Person of the Year: Steven O'Hanlon, president and CEO of Numerix summarizes pertinent information about Numerix.
In The News
Aug 21, 2015
Structured Products | August 21, 2015 | BY Dan Barnes
Dealers and private banks are being pushed towards efficient new multi-issuer platforms due to high-friction transactions driving up costs on low-margin flow products. Numerix talks about its...
In The News
Aug 19, 2015

In this blog Steve O’Hanlon, CEO of Numerix discusses the key benefits of working in collaboration with IDA Ireland and elaborates on Numerix’s plans for expansion and job creation within the country. David O'Flaherty, Vice President for IDA...
Video Blog
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...
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