In this month's issue:

• On-Demand Webinar: What to Know About FRTB’s New CVA Capital Framework
• Regulatory Guide: Understanding Bank Capital and Margin Requirements
• Video Blog: US Interest Rate Update, Commodities, FX Trends & Strategies
• Case Study: Learn how Samsung Fire & Marine Insurance is using Numerix Economic Scenario Generator

The Next Chapter of FRTB: What to Know About FRTB’s New CVA Capital Framework

Now that the Fundamental Review of the Trading Book’s (FRTB) Market Risk framework is finalized, the next piece of the FRTB puzzle to be finalized is the Credit Valuation Adjustment (CVA) framework. Franck Rossi, FRTB Specialist and Director of Product Management at Numerix, provides a primer on the new FRTB-CVA regulations and discusses how banks are affected now that IMA-CVA is no longer an option.
View On-Demand Webinar

CVA Greeks: Their Importance, Common Calculation Methodologies, & Testing for Accuracy

How can practitioners be sure their CVA Greek calculations are converging to the correct numbers, so they can be confident in their hedging activities? Laure Darleguy, Financial Engineer at Numerix, discusses the importance of accurate CVA Greeks and analyze industry best practices and different methodologies for calculating first order CVA sensitivities (delta and vega) to ensure consistency and convergence.
View On-Demand Webinar

The Impact of Negative Interest Rates on Derivatives Valuations & Risk Calculations: A Case Study Focusing On Japan

Dr. Dan Li, Senior Vice President and Global Head of Financial Engineering at Numerix, presents a case study on the impact of negative rates for derivative practitioners, specifically focusing on the Japanese derivative markets since the Bank of Japan pushed rates below zero.
View On-Demand Webinar

Regulatory Guide to Understanding Bank Capital and Margin Requirements

In this blog Dr. Serguei Issakov, Global Head of Quantitative Research at Numerix, features two diagrams which map out the landscape of bank capital and margin requirements. Read Blog

US Interest Rate Update, Commodities, FX Trends & Strategies

In this video blog Udi Sela, VP of Business Development at Numerix discusses his thoughts on the potential for future rate hikes by the Fed and impact on Fed Funds Futures pricing. Mr. Sela also addresses how the recovery in commodities markets are playing a role in the new rate environment. Watch Video

The Watch List | Banking, FinTech & Transformation

On this episode of The Watchlist Jim Jockle, CMO of Numerix, discusses the notion of transformation. Mr. Jockle provides his perspective on the latest examples of transformation he's observing in the financial services industry - specifically around the cross section of banking, FinTech and IT spend. Watch Video

Understanding FinTech #Transformation Video Series

In this five-part video blog series Jim Jockle, CMO of Numerix, and Paul Rowady, Director of Research at Alphacution, discuss the concept of #Transformation. They provide their perspectives on the latest examples of transformation specifically around IT spending trends, software vs hardware investment, human capital expense, IT infrastructure, data management and risk analytics innovations. Watch Videos

Numerix Named Best Sell Side Technology Provider of the Year in 2016 Waters Sell-Side Technology Awards

Numerix Oneview was recognized for Best Sell-Side Credit Risk Product for the fourth consecutive year, as well as Best Sell Side Technology Provider of the Year. Read More

RBNZ Selects Numerix for Enterprise Implementation Oneview Solution

Numerix Oneview has been selected by The Reserve Bank of New Zealand (RBNZ) as its enterprise pricing and risk analytics platform for the transformation of its Treasury Systems strategy and future roadmap. Read More

Numerix and PKF Portugal Partnership

Numerix and PFK Portugal, a leading accountant and business advisory firm, have partnered to enhance its pricing and risk analytics to address a range of solutions.
Read More

Samsung Fire & Marine Insurance Case Study

Learn why Samsung Fire & Marine Insurance in Seoul, Korea selected the Numerix Economic Scenario Generator for producing its risk neutral economic scenarios. Read Case Study

May 9-13 | ICBI Quant Global Derivatives, Budapest

May 12 | Asian Wealth Management Forum - Hubbis, Singapore

May 26 | Quant of the Year Lecture Series, Milan

June 7 | Quant of the Year Lecture Series, Amsterdam

June 8 | Quant of the Year Lecture Series, Stockholm

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

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