IN THIS ISSUE:

SEPTEMBER/OCTOBER 2016 NEWSLETTER
VOL IV ISSUE 9

Dear {{lead.Full Name:default=Derivative Insights & Innovations Subscriber}},

It’s time to shake off the summer slowdown and this special issue of Derivative Insights & Innovations is designed to help you fall back into tackling the year’s most pressing issues in OTC derivatives and banking. With the steady roll out of new regulation driving a litany of changes across risk management and technology, derivatives practitioners are under heavy demands to keep up and ready their firms for these looming deadlines.

To help kick your fall off on the right foot, we’ve rounded up some of our most valuable resources on FRTB, Transformation and xVAs to ensure you’re up to speed and have the tools at hand to make the most impact in the last quarter of 2016.

Sincerely,

James J. Jockle
Senior Vice President & Chief Marketing Officer

Numerix User Conference – NEXT 2016

The 2nd Annual NEXT Conference brings together practitioners and industry experts from across the globe to give Numerix clients an edge in tackling key issues impacting profitability, uncovering new market opportunity, and overcoming changes in regulation and market infrastructure.

Session Highlights:

Adapting to FRTB's impacts on the market risk framework
Innovations in GPU, AAD and MVA
Developing technology infrastructure that can answer the risk management demands of the next decade
Uncovering profitability in the face of XVAs, capital requirements and risk management

Learn More & Register to Join Us

Get up to speed on FRTB Fundamentals

Despite a 2019 FRTB implementation deadline, executing the myriad of changes across risk, technology, data, accounting and modeling in time will be a herculean task. This collection of on-demand educational resources will help you get up to speed on the framework and master the fundamentals.

Participants will gain a deeper understanding of:

Introduction to FRTB
How FRTB’s New CVA Capital Framework compares to Basel III
Methodology and Business Impacts of FRTB’s Sensitivity Based Approach
Technical implications of FRTB

Transformation in Risk Management

Aite Impact Report | XVA & Risk Transformation

As banks tackle regulatory demands of FRTB and SA-CCR, what supporting technology and data aggregation capabilities should they be implementing to lay the groundwork for their success? This Impact Report, conducted by global research and advisory firm Aite Group, examines how firms are tackling transformational activities for risk management and data management, building their current technology and data-management infrastructures to meet the new regulatory and market requirements. Download the Impact Report

Video Series | Understanding & Defining the Transformation Market with Alphacution

In this five-part video blog series we explore the concept of transformation in banking and gain perspective on the cross section of IT spending trends, software vs hardware investment, human capital expense, IT infrastructure, data management and risk analytics innovations. Watch Video Series

XVAs & Profitability – Best Practices, Greeks and Regulatory Impacts

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

Franck Rossi provides a primer on the new FRTB-CVA regulations and discusses how banks will be affected now that IMA-CVA is no longer an option. View On-Demand Webinar

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

Laure Darleguy discusses the importance of accurate CVA Greeks and analyzes industry best practices and methodologies for calculating first order CVA sensitivities to ensure consistency and convergence. View On-Demand Webinar

XVA Best Practices: Regulatory Drivers, Analytical Challenges & Techniques for Recapturing Profitability

Dr. Victor Masch discusses the state of the XVA ecosystem, their impacts on profitability, and offers insights into efficient ways to incorporate XVA into the management processes. View On-Demand Webinar