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... Read More
A Newcomer to the ‘XVA Party’
Jim Jockle Reflects on Model Risk Debate
Udi Sela asserts that while the low rate environment may not lead to a catastrophic default, inflation is certainly on the horizon
Highlights and Perspectives from Greenwich Associates & Numerix Panel Discussion
Dr. Serguei Issakov discusses counterparty credit risk capital, KVA and MVA calcuations
Cloud-enabled systems that support the end-to-end risk management and hedging of life insurance and annuity products (VA/FIAs) are on the rise.
The challenges and opportunities associated with the implementation of a model risk framework are discussed.
For some time the financial services industry has been abuzz with interest regarding how to securely and efficiently leverage Cloud computing to solve increasing computational and regulatory demands.
From liquidity management to the growing scope of stress testing requirements and overlapping responsibilities across the banking enterprise, market practitioners are increasingly asking themselves: What now? What’s next?