Numerix Pricing & Valuation Research & Inisights

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
The regulatory landscape for insurers around the world is undergoing significant changes that require companies to upgrade their risk management and assessment capabilities. Frameworks such as Solvency II, Own Risk and Solvency Assessment (ORSA),...
On-Demand Webinar
For much of the world the holiday season is still a few weeks away, but in the United States with Thanksgiving fast approaching, it is nearly upon us (cue stress levels and scales rising). Thanksgiving is time for family and reflection sure, but let...
Written Blog
In this Issue
On-Demand Webinar: A Primer on Solvency II for Insurers Around the Globe
Video Blog: Global Market Outlook – Q3 Reflections & Q4 Expectations
Blog Insights: What’s Driving Risk Infrastructure for OTC Derivatives?
...
Newsletter Issue

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