Numerix Pricing & Valuation Research & Inisights

The conundrum of XVA is that it seems to have no end game. Over recent years, we have seeing a steady output of...
Presented at the Risk Management and Trading Conference | June 2017
This presentation entitled “Implementing CVA...
Presented at the Buy-side Risk USA Conference | June 2017
This presentation entitled “Multi Asset Class Portfolio...
As the implementation deadline for Fundamental Review of the Trading Book (FRTB) nears, lack of clarity is causing...
Numerix, the leader in risk technology today is proud to announce it’s been named the recipient of two awards in...
PV and XVA Greeks for Callable Exotics: A New Approach to Algorithmic Differentiation
Pricing and risk management...
The financial services industry has been in a state of rapid flux ever since the first of a series of critical...
Presented at the FRTB Implementation Summit Europe | May 2017
This presentation entitled “From Theory to...
Presented at the FRTB Implementation Summit USA | May 2017
This presentation entitled “Another Look at Some...
Waters Technology | April 2017
Numerix, the leader in risk technology today is proud to announce the company’s...

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