Mastering XVA Dynamics from the Buy Side - Teaser
white paper
Mastering XVA Dynamics from the Buy Side

In a Risk.net webinar sponsored by Numerix, three experts discussed key aspects of XVA from a buy-side standpoint and strategies for navigating this increasingly complex terrain. Download this white paper to discover the stand-out themes that arose from that discussion. 

View white paper
cloud with arrows floating up and down
blog
Using Cloud Computing to Simplify XVA

Cloud usage is surging amongst capital markets participants that rely on fast information processing, the analysis of huge data sets, complex risk management, and effectively executing real-time trades. The nature of cloud is also ideal for simplifying complex pricing and risk functions, such as XVA.

Read Blog
TT Season 2 Ep 3
podcast
AI Regulation and the Finance Industry

As AI continues to reshape the financial industry, the call for robust, transparent regulation grows louder. How can we answer that call, emphasize AI’s compliance with existing laws, and understand the implications, all while continuing to promote quick innovation?  

In this episode of Trading Tomorrow - Navigating Trends in Capital Markets, Host James Jockle of Numerix is joined by Professor Michael Wellman, currently one of the most influential voices on AI regulation and Division Chair of Computer Science and Engineering at the University of Michigan. 

Listen to podcast
TT Season 2 Ep 2
podcast
Understanding the Quick Rise and Wide Impact of AI and MLs

ChatGPT took the world by storm, reportedly hitting one million users within five days of its launch. The technology is now estimated to have over 180 million monthly users. In this episode of Trading Tomorrow - Navigating Trends in Capital Markets, we look at the reasons behind the burst in popularity and what the future might hold for AI and MLs. 

Tune in for a fascinating conversation between Host, James Jockle of Numerix and expert Adam Hyland, currently a PhD student in the Computer Supported Collaboration Lab at the University of Washington. From why Hyland didn’t see this trend coming, to if prompt engineer training will become the norm, to other tools that have garnered similar attention; this episode is a treasure trove of AI knowledge. 

Listen to podcast
TT Season 2 Ep 1
podcast
Track these Trends: 2024 Market Insights with Coalition Greenwich

Influenced by technological innovations, regulatory changes and evolving market dynamics, the 2024 global finance landscape continues to rapidly transform in front of our eyes So what are the trends you need to be tracking?

Host James Jockle of Numerix is joined by Kevin McPartland, a renowned market structure and technology expert who’s currently the head of market structure and technology research for Coalition Greenwich, a division of CRISIL. During the first episode of season two, James and Kevin discuss the top market structure trends to watch for 2024.

Listen to podcast

Don’t miss out on our latest insights and events sign up for our newsletter.

Podcast Generic Tile
blog
Numerix Podcast: Brand-New Season Now Available

We’re delighted to announce Season Two of the popular Numerix podcast series, Trading Tomorrow: Navigating Trends in Capital Markets. Episode One will offer exciting conversation around society’s fascination with AI and what we can expect for the future of this technology.  

Read Blog
scrabble words: libor, SOFR, RFR
blog
Exploring 3 Major Challenges of the SOFR Transition

Trading of 0DTE options is surging in popularity, offering investors low transaction costs and a strong liquidity profile, among other attractive benefits. But, because 0DTE options have a rapid lifecycle, they do create special considerations. In our blog, we discuss how access to real-time option pricing and precise risk analysis can help you maximize success with these investments.

Read Blog
odte_options_blog_fas_webinar
blog
Navigating Real-Time Pricing and Risk of Same-Day Options

Over the past year, options trading volumes hit a record high. What’s more, nearly 50% of all S&P 500 options are now associated with zero day to expiration (0DTE) options specifically, surpassing those of all other options maturities. We recently held a solution webinar to look deeper into this topic.

Read Blog
mbs_blog_thumbnail
blog
3 Factors Transforming Mortgage-backed Security (MBS) Investing

Managing MBS investing is growing more complex by the day, placing risk concerns at the forefront for the buy-side and redefining the MBS landscape. In this blog, we touch on three leading factors transforming the mortgage industry, as reported in a recent Greenwich Coalition report. 

Read Blog
2024
blog
These 2023 Themes Will Continue to Dominate in 2024

As the new year started, there was talk at Numerix about particular industry topics that dominated in 2023 that are expected to continue being of significant focus in 2024. So, we took a look back at the best stories we published last year on these same subjects and believe they are worth sharing with you again. Why? We think this collection paints a picture of some of the key areas where industry thinking will continue to be heading this year.

Read Blog
Content type
Mastering XVA Dynamics from the Buy Side - Teaser
white paper
Mastering XVA Dynamics from the Buy Side

In a Risk.net webinar sponsored by Numerix, three experts discussed key aspects of XVA from a buy-side standpoint and strategies for navigating this increasingly complex terrain. Download this white paper to discover the stand-out themes that arose from that discussion. 

View white paper
cloud with arrows floating up and down
blog
Using Cloud Computing to Simplify XVA

Cloud usage is surging amongst capital markets participants that rely on fast information processing, the analysis of huge data sets, complex risk management, and effectively executing real-time trades. The nature of cloud is also ideal for simplifying complex pricing and risk functions, such as XVA.

Read Blog
Podcast Generic Tile
blog
Numerix Podcast: Brand-New Season Now Available

We’re delighted to announce Season Two of the popular Numerix podcast series, Trading Tomorrow: Navigating Trends in Capital Markets. Episode One will offer exciting conversation around society’s fascination with AI and what we can expect for the future of this technology.  

Read Blog
scrabble words: libor, SOFR, RFR
blog
Exploring 3 Major Challenges of the SOFR Transition

Trading of 0DTE options is surging in popularity, offering investors low transaction costs and a strong liquidity profile, among other attractive benefits. But, because 0DTE options have a rapid lifecycle, they do create special considerations. In our blog, we discuss how access to real-time option pricing and precise risk analysis can help you maximize success with these investments.

Read Blog

Don’t miss out on our latest insights and events sign up for our newsletter.

odte_options_blog_fas_webinar
blog
Navigating Real-Time Pricing and Risk of Same-Day Options

Over the past year, options trading volumes hit a record high. What’s more, nearly 50% of all S&P 500 options are now associated with zero day to expiration (0DTE) options specifically, surpassing those of all other options maturities. We recently held a solution webinar to look deeper into this topic.

Read Blog
mbs_blog_thumbnail
blog
3 Factors Transforming Mortgage-backed Security (MBS) Investing

Managing MBS investing is growing more complex by the day, placing risk concerns at the forefront for the buy-side and redefining the MBS landscape. In this blog, we touch on three leading factors transforming the mortgage industry, as reported in a recent Greenwich Coalition report. 

Read Blog
2024
blog
These 2023 Themes Will Continue to Dominate in 2024

As the new year started, there was talk at Numerix about particular industry topics that dominated in 2023 that are expected to continue being of significant focus in 2024. So, we took a look back at the best stories we published last year on these same subjects and believe they are worth sharing with you again. Why? We think this collection paints a picture of some of the key areas where industry thinking will continue to be heading this year.

Read Blog
cover
analyst report
Coalition Greenwich Report

This isn’t your mother’s mortgage market! In this Coalition Greenwich Report, discover how today’s fixed income investors are navigating mortgage-backed securities (MBS) amidst a volatile marketplace and record-high rates.

Read analyst report
2023
blog
Numerix Top 5: Thought Leadership Year in Review

It’s been a year of ups and downs for market participants trading derivatives and fixed income instruments. Through all complexity, we’ve strived to offer timely and relevant insights that help you navigate today’s most pressing market and business-related challenges. Today, we share our top 5 most popular resources from 2023.

Read Blog
computer
blog
Zero Day Options Gain Momentum with New Contract Offerings

Nasdaq recently listed a series of new weekly options contracts, which traders can utilize for trading zero-day to expiration (ODTE) options. It’s speculated that Nasdaq is aiming to take advantage of the recent surge in zero-day options popularity and ramping up for continued growth in this market.

Read Blog

Don’t miss out on our latest insights and events sign up for our newsletter.

OCBC
case study
OCBC Bank Scales Business and Mitigates Risk with Numerix Oneview

During the course of its nearly 10-year partnership with Numerix, OCBC Bank has faced a number of challenges it engaged Numerix to address.  The bank required a platform that could help it meet demand for products with more innovative features within the structured products market and which integrated a sophisticated risk management process.

View case study
Samsung Fire and Marine Insurance Case Study
case study
Samsung Fire and Marine Insurance Case Study

Samsung Fire & Marine Insurance (SFMI), a multinational insurance company based in central Seoul, South Korea, selected the Numerix Economic Scenario Generator for producing its risk neutral economic scenarios. With its principal products including automobile, long-term and commercial insurance, enterprise risk management, and annuities—SFMI is the largest Property and Casualty Insurer in Korea.

View case study
Mazars building
case study
Mazars Case Study

Mazars, an international, integrated and independent organization, specializing in audit, accountancy, tax, legal and advisory services selected Numerix CrossAsset analytics to be used within Mazars Actuariat by the Quantitative and Actuarial teams for derivatives pricing, modeling and insurance actuarial work.

View case study
cover
case study
Cathay United Bank Case Study

Designed specifically for TMUs, Numerix Treasurer helps Cathay United Bank differentiate its Customer Service and enhance overall operational efficiency while providing comprehensive, accurate and timely regulatory reporting.

View case study
Swedbank
case study
Swedbank CrossAsset/Model Validation Case Study

Swedbank selected Numerix CrossAsset for pricing complex structures and model validation. The Numerix CrossAsset analytics platform provides a framework for structuring, pricing and managing complex derivatives and structured products, allowing users to calculate prices and Greeks and perform scenario analysis using real-time data.

View case study
pbb cover
case study
pbb Deutsche Pfandbriefbank XVA/CVA Case Study

pbb Deutsche Pfandbriefbank selected Numerix for its firm-wide CVA calculations to assist with regulatory compliance. Chosen for its accurate, near real-time credit risk valuations, Numerix XVA/CVA leverages its industry-leading CrossAsset analytics to deliver a highly flexible, transparent solution for CVA and potential future exposure (PFE).

View case study
building
case study
Kerius Finance CrossAsset Risk Case Study

Kerius Finance integrated Numerix CrossAsset into its proprietary platform for risk analysis, customized reporting and hedge advisory services – including proposals and structuring of hedging, financing and investment strategies.

View case study

Don’t miss out on our latest insights and events sign up for our newsletter.

bank building
case study
HDFC Bank Market Risk Case Study

Numerix provided HDFC Bank with the only third-party risk management solution flexible and scalable enough to meet its requirements, combined with a unique level of support provided by its dedicated Numerix Mumbai office.

View case study
cover
case study
Double No Touch and Other FX Option Strategies for Low Volatility Markets

This case study covers various foreign exchange (FX) option strategies that take advantage of low volatility market conditions. Specifically, it explores the risks, benefits and mechanics of traditional strategies, such as straddles and strangles, but also focuses on and examines more advanced FX option strategies, such double no touch (DNT) options, European range bet (ERB) options and DNT options in emerging markets.

View case study
Numerix Oneview, Margin Trading, XVA Capital, Risk Valuation
video
What is Numerix Oneview?

Numerix Oneview offers solutions that help manage the complexities of the changing capital markets landscape, effectively manage risk and build a new competitive edge.

Watch video
oneview for xva
video
Numerix Oneview for XVA

In this short animated video, discover how Oneview’s next-generation technology provides the edge they need to compete and win in their markets.

Watch video

Don’t miss out on our latest insights and events sign up for our newsletter.

TT Season 2 Ep 3
podcast
AI Regulation and the Finance Industry

As AI continues to reshape the financial industry, the call for robust, transparent regulation grows louder. How can we answer that call, emphasize AI’s compliance with existing laws, and understand the implications, all while continuing to promote quick innovation?  

In this episode of Trading Tomorrow - Navigating Trends in Capital Markets, Host James Jockle of Numerix is joined by Professor Michael Wellman, currently one of the most influential voices on AI regulation and Division Chair of Computer Science and Engineering at the University of Michigan. 

Listen to podcast
TT Season 2 Ep 2
podcast
Understanding the Quick Rise and Wide Impact of AI and MLs

ChatGPT took the world by storm, reportedly hitting one million users within five days of its launch. The technology is now estimated to have over 180 million monthly users. In this episode of Trading Tomorrow - Navigating Trends in Capital Markets, we look at the reasons behind the burst in popularity and what the future might hold for AI and MLs. 

Tune in for a fascinating conversation between Host, James Jockle of Numerix and expert Adam Hyland, currently a PhD student in the Computer Supported Collaboration Lab at the University of Washington. From why Hyland didn’t see this trend coming, to if prompt engineer training will become the norm, to other tools that have garnered similar attention; this episode is a treasure trove of AI knowledge. 

Listen to podcast
TT Season 2 Ep 1
podcast
Track these Trends: 2024 Market Insights with Coalition Greenwich

Influenced by technological innovations, regulatory changes and evolving market dynamics, the 2024 global finance landscape continues to rapidly transform in front of our eyes So what are the trends you need to be tracking?

Host James Jockle of Numerix is joined by Kevin McPartland, a renowned market structure and technology expert who’s currently the head of market structure and technology research for Coalition Greenwich, a division of CRISIL. During the first episode of season two, James and Kevin discuss the top market structure trends to watch for 2024.

Listen to podcast

Don’t miss out on our latest insights and events sign up for our newsletter.

Don’t miss out on our latest insights and events sign up for our newsletter.