In this month's issue:
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JUNE 2017 NEWSLETTER VOL V ISSUE 5
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On-Demand Webinar
PV and XVA Greeks for Callable Exotics: A New Approach to Algorithmic Differentiation
Dr. Alexandre Antonov, SVP of Quantitative Research at Numerix, shared his latest research on a new approach to XVA Greeks for general instruments called the Backward Differentiation (BD) technique. It is performed at the same time as the pricing which leads to a smaller memory consumption and makes the implementation much easier compared with to the standard AD. Watch On-Demand
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Blogs
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Could SaaS be the Key to Unlocking FRTB Complexity?
Financial industry regulation is intensifying – banks must act now to keep up. Read how Numerix FRTB helps banks embrace cloud technology as they prepare for FRTB today, and build a strategic FRTB program for the future. Read Blog
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Technology’s Challenge to Capital Markets
There is so much innovation going on in fintech firms that by partnering to fully participate in that innovation, banks can “stand out” instead of “fit in” to realize a distinct competitive advantage. Read Blog
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Video Blogs
Bank Technology, FinTechs and the Impact with Greenwich Associates
CMO of Numerix, James Jockle, sits down with Kevin McPartland, Managing Director of Greenwich Associates, to discuss the role the fintech industry is playing in banking. Mr. McPartland gives his insight on how banking technology is impacted by this shift in the financial industry and how banks are investing to accommodate for this new change in the industry. Watch Now
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2017 Global Derivatives Recap with Udi Sela
In this video blog, James Jockle, Chief Marketing Officer at Numerix, sits down with Udi Sela, FX expert and Vice President of the Business Development Group at Numerix to get his insight on the 2017 Global Derivatives Conference in Barcelona. Mr. Sela discusses the hottest topics covered in the industry and his predictions on how these topics will transform the financial space and FX market. Watch Now
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Conference Recap
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Global Derivatives 2017: Algorithmic Differentiation For Callable Exotics: PV & XVA
At the May 2017 Global Derivatives, Trading and Risk Management conference Dr. Alexandre Antonov of Numerix discussed Algorithmic Differentiation for PV greeks, scripting pricing of exotic instruments with the Monte Carlo regression, and the necessity of the regression differentiation for the PV/XVA. View Presentation
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Upcoming Events and Webinars
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