White Paper – Mar 21, 2018

White Paper | MiFID II and Real-Time Technology Fortify Electronic Trading in OTC Markets

The colossal piece of legislation known as MiFID II and the role of innovative technology are two pivotal factors that are having a significant impact on OTC derivatives trading and market structure. MiFID II came into force on January 3, 2018 and...

White Paper Archive

Dec 1, 2013
White Paper | The OIS & FVA Relationship: Evolution of OTC Derivative Funding Dynamics
This paper, written by Satyam Kancharla, Numerix Senior Vice President, explores the basics of OIS discounting and...
Nov 1, 2013
White Paper | The Numerix Approach to Funding Value Adjustment for General Financial Instruments
Collateral represents the tool of choice for mitigating Counterparty Credit Risk in the post 2008 market...
Oct 1, 2013
White Paper | Mastering Model Risk: Assessment, Regulation and Best Practices

In this paper, Numerix Chief Strategy Officer & SVP, Satyam Kancharla, outlines industry best practices for...
Jul 1, 2013
Considering Stochastic Mortality in Pricing Variable Annuities: Applications of the Lee Carter Model


This research paper, written by Chao Liang, FSA and Numerix Insurance Product Specialist, examines how the...
Jun 1, 2013
White Paper | Risk Neutral Modeling for Economic Scenario Generation: In Theory and Practice

In this white paper, Numerix VP and Insurance Product Manager Ghali Boukfaoui, explores the theory behind and...
Dec 27, 2011
White Paper | Thinking Forward About Pricing and Hedging Variable Annuities

In this paper, we discuss recent developments in modeling and product design of variable annuities that address...
Feb 16, 2011
White Paper | Portfolio Valuations: The Changing Landscape

Though the credit crisis appears to still be in its infancy, a clear change in the way institutions value and...
Feb 1, 2011
White Paper | Windows HPC Server: Numerix CrossAsset XL & Numerix Portfolio
Download Numerix Performance Benchmark Results
Windows HPC Server: Numerix CrossAsset XL & Numerix Portfolio...

Pages