More Blogs from Numerix

Apr 16, 2015
RISK EXECUTIVE SERIES
James J. Jockle, Chief Marketing Officer at Numerix, speaks out on the challenging issues surrounding BCBS 239 and increasing risk data, aggregation and reporting requirements.
While there have been many heated discussions in...
Apr 16, 2015

Despite the fact that the foreign exchange forward is the most widely used derivative instrument amongst corporate hedgers, some experts are now questioning the effectiveness of utilizing forwards when it comes down to hedging emerging market...
Mar 24, 2015

In this video blog, Dr. Alexandre Antonov, Senior Vice President of Quantitative Research at Numerix, discusses how the recent development of the Free Boundary SABR model for option pricing is a natural and efficient extension of the classical SABR...
Mar 17, 2015

In this video blog Satyam Kancharla, Chief Strategy Officer and SVP of the Client Solutions Group breaks down the key components of the Fundamental Review of the Trading Book. Specifically he addresses Expected Shortfall vs. VaR, Liquidity Horizons...
Mar 12, 2015

In advance of formal regulation, Alex Marion, Vice President of Client Solutions Group for Insurance at Numerix discusses the best practices U.S. insurers are utilizing to manage model risk. With the introduction of capital markets models alongside...
Feb 23, 2015
Numerix identifies a top ten list of priorities that institutions need to be thinking about in terms of Basel III implementation this year, and beyond. From collateral and model risk management, to liquidity and stress testing requirements, we call...
Jan 21, 2015
In our recent discussions on XVA trends we’ve explored the concepts of Trade EVA and best practices for visualizing trade profitability, in addition to bringing XVA pricing and risk into the front-office.
But, what about implementation strategy?...
Jan 7, 2015
The question at the root of any OTC derivatives’ trading decision process, “Is this trade profitable?,” may at its core seem like a simple proposition. But with the ever-changing landscape slated for OTC derivatives in 2015, the issues of adjustment...
Jan 6, 2015
As derivatives experts have debated XVA pricing and risk adjustments over the past several years, today the industry seems to have reached a consensus at least in terms of how these calculations should be derived from a quantitative perspective.
In...
Jan 1, 2015
As we look forward to 2015, Satyam Kancharla, Chief Strategy Officer & SVP of the Numerix Client Solutions Group presents his top five technology trends and predictions for the New Year.
  1)    Real-Time Risk
Institutions require real-time...

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