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Derivatives Insights & Innovations

In this month's issue:

JULY 2016 NEWSLETTER VOL IV
ISSUE 7

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Risk Technology
 

 On-Demand Webinars

Naj Alavi, Mark Woodgate, Dr. Yonggang Hu, and Greg Murray

FRTB's Sensitivity Based Approach: Key Insights & Business Implications

Paolo Tarpanelli and Juan Vargas discuss the importance of the Sensitivity Based Approach to an organization and its preparations for the new FRTB regulations. They will also review the structure of this approach and compare it to the Internal Model Approach.
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Naj Alavi, Mark Woodgate, Dr. Yonggang Hu, and Greg Murray

Utilizing Best Practices in Data Management to Avoid Regulatory Headaches and Market Risk Losses

Naj Alavi and Mark Woodgate of Xenomorph discuss how a robust data management framework helps improve risk management and regulatory compliance practices. Dr. Yonggang Hu of Numerix, also presents a working example illustrating the importance of proper data management to avoid future regulatory issues and P&L losses.
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 Video Blog

Global Economic Trends: Fed Interest Rate Hike on the Horizon

Vice President of Business Development and FX expert, Udi Sela, explores a number of global economic issues including the likelihood and timing of a rate hike by the US Federal Reserve, negative bond yields and a negative rate environment. Watch Video

Global Economic Trends

 Insights & Innovations

Global Derivatives: Alexander Antonov: What should we do about negative rates?

Global Derivatives: Alexander Antonov: What Should We Do About Negative Rates?

Alexander Antonov, Quant of The Year 2016 and Senior Vice President of Quantitative Research at Numerix dives into negative rates with Colin Williams, Director Of Business Development at D-Wave Systems. They discuss the effects of the central banks' policies on negative rates, the consequence for financial software, and the models that we should be using. Watch Video

 In the News

Oneview Expands Risk Application Capabilities with Modern Regulatory Solution for Basel III Capital Calculations

Numerix is helping banks comply with the Basel Committee’s regulatory requirement for Counterparty Credit Risk (SA-CCR) Capital ahead of the January 2017 implementation deadline. Read More

Oneview Expands Risk Application Capabilities with Modern Regulatory Solution for Basel III Capital Calculations

Structured Products | Futureproofing Risk Management

“Investing now in a new-generation technology platform for front and middle office is the smart choice. Those who don’t are storing up problems - regulatory and financial - for the future,” says Steve O’Hanlon, chief executive officer of Numerix. Read Article

Structured Products

Numerix and PiP, Mexico’s Leading Pricing Provider Team-up on Risk Analytics Solutions for Latin America

Numerix will enrich the PiP Analytics service platform with risk sensitivities, market risk factors, credit- and counterparty risk factors and performance attributions including CVA, PFE, DVA, DV01, and VaR. Read More

Numerix and PiP

Numerix Selected as a 2016 Red Herring Top 100 North America Winner

“Entrepreneurs are driven by big ideas and executing according to a unique vision. Often operating outside the confines of traditional business, being an entrepreneur also means inventing and adopting new approaches,” said Steven O‘Hanlon, CEO of Numerix. Read More

Numerix Red Herring Winner

 Case Study


Reserve Bank of New Zealand Case Study: Oneview

Reserve Bank of New Zealand Case Study: Oneview

RBNZ selected Numerix Oneview for market standard trade valuation, position and collateral management, alongside enhanced risk and performance reporting, to aid in decision making and reduce key operational and market risks. Read More


 Upcoming Events and Webinars

July 11-14 | Quant Summit USA

July 13 | FRTBs Sensitivity Based Approach: Part II — SBA Case Study

July 15-19 | 9th World Congress of the Bachelier Finance Society

August 18 | Risk Australia - Tier 2, Sydney

August 25 | Indian Wealth Management Forum, Mumbai

August 30 | Structured Products Asia, Hong Kong

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


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

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