Numerix Pricing & Valuation Research & Inisights

Special Edition: Best of 2015 Research & Insights
BEST OF RISK
BEST OF PRICING
BEST OF INSURANCE
 
 
Newsletter Issue


Udi Sela VP of Partner Solutions reflects on the highs and lows of the past quarter and provides an outlook for what the markets could hold in the coming weeks.
Jim Jockle, CMO discusses highlights from Bloomberg calling out how almost $11...
Video Blog
Capital Valuation Adjustment (KVA) is a recent addition to the family of XVAs, capturing the cost of tying up capital to support the risk of trades. Whereas Credit Valuation Adjustment (CVA) and Funding Valuation Adjustment (FVA) require simulation...
On-Demand Webinar
Extensions and revisions of bank capital and margin requirements have given rise to increased interest in capital calculations and the methods employed. Developed by Dr. Serguei Issakov, Global Head of Quantitative Research at Numerix, the following...
Written Blog
In this Issue
Video Blog: Derivatives Industry Update FRTB CVA Framework & ISDA SIMM Methodology
Numerix Quantitative Research Paper in Risk Magazine: Funding Valuation Adjustment for General Instruments
On-Demand Webinar: Real World...
Newsletter Issue
Can your organization's technology infrastructure support the newly finalized Fundamental Review of Trading Book (FRTB) changes?
Word on the street is that implementing FRTB by the 2019 deadline will be a herculean task for many banks, and the...
Written Blog
Numerix Journal Vol. 2, No. 2

In light of the continuously increasing demand for more efficient and sophisticated risk solutions, Vol 2 No 2 of the Numerix Journal is a Special Edition dedicated to risk. The issue showcases the most recent research and developments in risk at...
Journal Issue

In this video blog Janghyuk Youn, Senior Financial Engineer at Numerix speaks with HyungKeun Kim, CEO of Risk & Actuary consulting to discuss the growing variable annuity market in Korea. A consulting company based Seoul, South Korea, R&A...
Video Blog
Fixed Indexed Annuities are taking off, but are Insurers modeling FIAs effectively? This info graphic explores the popularity of FIAs along with considerations for modeling the risk within these products properly.


To learn more about how to model...
Info Graphic

In this video blog Jim Jockle, CMO of Numerix speaks with Kevin McPartland, Head of Market Structure and Technology at Greenwich Associates about trends in volatility. - See more at: https://www.numerix.com/volatility-focus-should-we-fear-vix#...
Video Blog

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