More Blogs from Numerix

Jul 8, 2015
Often in life we hit a point where paths converge, we look back behind us at a dusty beaten trail and forward at a newly paved road. It may not always be obvious though which path will be easier. Few want to be the first to test new terrain or see...
Jul 7, 2015

A decisive 'No' vote in Sunday’s referendum, and a surprise resignation from Greece’s Finance Minister Yanis Varoufakis has the world’s financial markets on edge today. As it looks more and more likely that Greece will exit the euro, in this video...
Jun 29, 2015

In this video blog Dr. Meng Lu, Senior Vice President of Financial Engineering provides key insights from the recent Bonds, Loans and Derivatives conference in Brazil where he spoke on a panel focusing on pricing dynamics of Brazilian debt...
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...
Jun 5, 2015
As the XVA valuation framework continues to evolve, today’s derivative practitioners are facing a new slew of complicated computational and other challenges as they work hard to achieve their end goal—profitability. With ever-increasing regulations...
Jun 4, 2015

At a recently held panel discussion hosted by the Professional Risk Managers' International Association of New York featured panelists from Credit Suisse, the Structured Products Association and Numerix provided their perspectives on the challenges...
Jun 1, 2015

In a recent story reported by the Telegraph, Jeremy Warner asserts that the global negative rate environment might be putting the world on course for the biggest mass default in history. In this video blog, resident trading strategist and FX Expert...
May 28, 2015
A recent industry panel discussion led by Numerix Chief Marketing Officer, Jim Jockle, addresses many of the key challenges associated with model risk faced by today’s financial market practitioners. So, just where is the prioritization of model...
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...
Apr 29, 2015



What happens when historically non-correlated assets quickly move together in the wrong direction all at once? As the 2008 financial crisis revealed, a more sophisticated treatment of correlation was required amongst financial market participants...

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