More Blogs from Numerix

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...
Apr 21, 2015
RISK EXECUTIVE SERIES
James J. Jockle, Chief Marketing Officer at Numerix, discusses the latest challenges and opportunities involved with implementing an effective model risk framework.
When it comes down to managing model risk, what are banks...
Apr 17, 2015
From private, to public to hybrid Cloud solutions, 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...
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...
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...

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