In this month's issue:

• On-Demand Webinar: FRTB: “Finalized” but Far from the Finish Line
• On-Demand Webinar: Real World Algorithmic Exposure: In-Depth Exploration with Case Study Examples
• Video Blog: Understanding the Digital Transformation with Paul Rowady
• Quantitative Research: Risk Magazine Article: The Free Boundary SABR: Natural Extension to Negative Rates

FRTB: “Finalized” but Far from the Finish Line

In this on-demand webinar, featured speaker Franck Rossi, Director of Product Management at Numerix, provides an in-depth analysis of the final FRTB text, including a comprehensive discussion of the methodologies for the standardized approach and internal model approach, to help banks better understand what it will take to cross the finish line for the new FRTB regulations. View Webinar

Real World Algorithmic Exposure: An In-Depth Exploration with Case Study Examples

Featured speaker Dr. Ping Sun, Executive Director of Financial Engineering at Numerix, takes a deep dive into the innovative new resampling approach, outlining the theory behind it along with showcasing examples of resampling in action and a comparison of the Algorithmic Exposure and Brute Force approaches. View Webinar

Understanding the Digital Transformation with Paul Rowady

In this video blog, Paul Rowady, Director of Research for Alphacution, observes the dramatic changes happening in the field, including new approaches to IaaS, the challenges and adoption of Cloud technology, and how institutions are responding to new demands for technology innovation – including information design and enterprise approaches to data management. Watch Video

Numerix Panel Discussion | NRI & Greenwich Associates Weigh in on Global Blockchain Impact

Kazu Yokokawa, Director of Financial Services Research and Technology Division at Nomura Research Institute, America and Richard Johnson, Vice President, Market Structure and Technology at Greenwich Associates share their perspectives on Bitcoin and Blockchain technology going forward.   Watch Video

Quantitative Research In Brief | Negative Rates: The Challenge and the Opportunity

Dr. Ion Mihai, Quantitative Analyst at Numerix, explores how negative interest rates have recently become a critically important issue in finance, as they impact some of the most basic calculations and procedures used by the financial community. Two prominent examples are the quotation of option volatilities and volatility smile interpolation models—both of which we will explore further in this paper. Read Paper

Numerix Introduces Oneview: Enterprise Platform for Real-Time XVA Pricing, Counterparty Credit Risk & Market Risk

With the finalization of FRTB, the consolidation of XVA pricing adjustments into pre-trade pricing and bilateral margin requirements becoming clearer, financial institutions are undergoing a transformative shift in risk technology infrastructure planning in order to meet implementation deadlines. Read More

2016 Risk Awards: Market Risk Technology Product of the Year

In many banks, regulation is strangling businesses because of the increased costs associated with both manpower and systems, leading to a growing focus on transformation projects and new technology.
Read More

Mar 10-11 | WBS Fundamental Review of the Trading Book Conference: Towards Practical Implementation, New York City*

Mar 14-15 |SOA Investment Symposium 2016, New York City

Mar 16-18 | WBS The 5th Annual Initial Margin, XVA & KVA Conference, London*

*Dr. Andrew McClelland, Director of Quantitative Research at Numerix, will speak at WBS Fundamental Review of the Trading Book Conference and will present on "KVA for Counterparty Credit Risk Capital and CVA Capital" on March 17 at WBS.*

Apr 6 | Numerix Quant of the Year Lecture Series Tokyo - Solving Negative Rates Challenges*

*Risk Magazine 2016 Quant of the Year, Dr. Alexandre Antonov delves into the issue of negative interest rates in light of the recent BOJ announcement, his Free Boundary SABR approach and how financial software must adjust for these new challenges.*

October 24-27 | NEXT 2016 - The 2nd Annual Numerix Global User Conference

For more information about Numerix webinars please visit our Events page.