In this month's issue:

• Vantage Point Series: Executive Toolkit for Strategic Action
• Quantitative Research: Algorithmic Differentiation
• 2017 Market Outlook: Greenwich Associates on Capital Markets Trends
• 2016 Risk Technology Rankings: Numerix #6 Risk Technology Company by Risk Magazine

Numerix Vantage Point Series | Five Questions that Reveal FRTB’s Real Business Impact

Five questions leaders should ask IT during the early stages of FRTB implementation to grasp critical elements of the technological and operational dynamics that reveal the true business impact of this new regulation. Read Blog

Numerix Vantage Point Series | Transformation in Banking : 5 Priorities for 2017 and 5 Opportunities for the Future

Five priorities executives must execute on in 2017 addressing transformation in banking and five opportunities to consider when thinking beyond the year ahead. Read Blog

Quantitative Research Paper: PV and XVA Greeks for Callable Exotics by Algorithmic Differentiation

We generalize the algorithmic differentiation method proposed by Antonov (2016) from price Greeks to XVA Greeks. This method, named Backward Differentiation (BD), was developed in the context of computing price or PV Greeks for individual callable exotic trades. Download Research Paper

Quantitative Research Paper: Algorithmic Differentiation for Callable Exotics

The speed of Greeks evaluations becomes important with recent initial margin rules, including the ISDA standard model SIMM, requiring sensitivity calculations for non-cleared deals (e.g. callable exotic/structured products) for a large set of risk factors and on a daily basis. Download Research Paper

2017 Market Outlook with Greenwich Associates

With 2017 in full swing, there are many social and political influences that will be sure to impact capital market trends. In this video blog Numerix CMO, James Jockle, does the yearly outlook report with Kevin McPartland, Head of Market Structure and Research at Greenwich Associates. Watch Video

Numerix Named Top Ten Risk Technology Company by Risk Magazine

Numerix ranked #1 in Equities, Fixed Income, Currencies, Credit, Structured Products/Cross-Asset and ranked #6 overall amongst an impressive list of technology providers. This comprehensive survey, conducted annually by Risk.net, attracts support from a diverse global base of financial services end users of derivatives trading, pricing & analytics and risk management software. Read More

Feb 23 | Risk Korea, Seoul, Korea

Feb 23-24 | 4th Edition Impact of the Fundamental Review of the Trading Book, Hilton Canary Wharf, London, United Kingdom

March 6-7 | Global Association of Risk Professionals (GARP) , New York, NY

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