Numerix Pricing & Valuation Research & Inisights

Best's Review | June 2015 | By Angelo John Lewis
Variable Annuities: Reducing Risk
While current VAs have key differences than those issued before the financial crisis, many have embedded risk management features that reduce volatility and the cost...
News - Article PDF

In this special edition video blog Numerix Chief Strategy Officer, Satyam Kancharla joins Jim Jockle to provide his insights from this year’s Global Derivatives Conference. Satyam provides cutting-edge insight into latest quantitative trends...
Video Blog
As the XVA valuation framework continues to evolve, today’s derivative practitioners are facing a new slew of complicated computational and other challenges as they work hard to achieve their end goal—profitability. With ever-increasing regulations...
Written Blog

At a recently held panel discussion hosted by the Professional Risk Managers' International Association of New York featured panelists from Credit Suisse, the Structured Products Association and Numerix provided their perspectives on the challenges...
Video Blog
Euromoney | June 2, 2015 | By Rob Hartley
This article discusses the rise of new technologies in APAC to more efficiently streamline the buying and selling of structured products in Asia. The newly launched Investment Products Distribution System –...
In The News

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

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