Numerix Pricing & Valuation Research & Inisights

Presented at the MATLAB Computational Finance Conference | September 2017
This presentation entitled “Pricing and...
Efficient SIMM-MVA Calculations for Callable Exotics - See more at: https://www.numerix.com/quantitative-research-...
Presented at the Asia Risk Congress | September 2017
This presentation entitled “Efficient MVA by Backward...
MVA: Rationale and Practical Calculations as Margining Rules Tighten
In the wake of regulatory initial margining...
In this Month's Issue:
Rise of xVA: How It Transformed an Entire Industry
Fintech News: How to Navigate the Hype...
Over the last decade, the banking industry has had to traverse immense change, particularly regulatory changes...

Tough decisions often force us to leave our comfort zones. Almost as often, they’re an impetus for growth. For...
Presented at the Il Congreso Latinoamericano de Riesgos | August 2017
Dada la importancia que está teniendo el CVA...
The financial services industry has been in a state of rapid flux ever since the first of a series of critical...

Learn how taking a proactive approach to FRTB can bring capital benefits and enable banks to achieve competitive...

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