Numerix Pricing & Valuation Research & Inisights


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...
Video Blog
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...
Written Blog
In the Vol. 2 No. 1 Issue of the Numerix Journal, we propose an approach to dealing with negative rates in the SABR model, explore martingale and distribution tests for the LMM, "Hot-Start" Initialization of the Heston model, and the implementation...
Journal Issue

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...
Video Blog
Waters Sell-Side Technology | May 2015 | By Tim Bourgaize Murray
Best Sell-Side Credit Risk Product
With Numerix, picking out the exceptional work is a tough task—there is a lot of it. But it begins with the firm’s newly unleashed XVA framework...
News - Article PDF
Waters Sell-Side Technology | May 2015 | By Victor Anderson
Best Implementation at a Sell-Side Firm
The best implementation category is the only award of the 27 on offer in this year’s Sell-Side Technology Awards that considers the practical...
News - Article PDF
Numerix is proud to present this Master Class Collection of Educational Virtual Seminars
The series is a collection of on-demand Master Class video lectures which provide hands-on technical instruction for pressing challenges around OIS discounting...
On-Demand Webinar

In this advisory info graphic Numerix experts break down the growing list of XVA pricing adjustments impacting derivatives, explore how they interact and their relationship to the overall profitability of a derivatives business. XVAs covered...
Info Graphic
Insurance Risk | May 2015 | By Clive Davidson
Seen from Another Angle
Liability modeling has traditionally been dominated by actuarial modeling tools. Now firms with credentials in capital markets modeling are trying to muscle in on the territory,...
News - Article PDF
Structured Products | May 2015 | By Clive Davidson
Numerix Analytics named best in business for multiple pricing categories, credit risk and market risk
Numerix announced that the firm was voted best overall in Structured Products Magazine’s...
News - Article PDF

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