Numerix Counterparty RIsk Research & Insights

Jun 18, 2018


LIBOR might never officially go away, but after the end of 2021 the FCA will no longer compel banks to use LIBOR...
Jun 13, 2018
Roundtable Discussion: The 'State of the State' of XVA Front-Office Risk Management
For both the sell-side and buy...
Jun 8, 2018
The post-crisis market reforms in the U.S. and Europe provided a catalyst for the uptake of electronic trading and...
Jun 8, 2018
Missed the Live Lecture? Request the Slides from the London Stop on Our Lecture Series Tour
Though the recent...
Jun 8, 2018
Missed the Live Lecture? Request the Slides from the London Stop on Our Lecture Series Tour
Though the recent...
Jun 7, 2018
Presented at Risk Japan | June 2018
This presentation entitled “Multi-Curve and the end of LIBOR” was given by...
Jun 5, 2018
Numerix, the leader in risk technology, is honored to be recognized as the leading provider of credit valuation...
Jun 4, 2018


By Dr. Andrew McClelland, Director of Quantitative Research, Numerix
 
Managing xVAs is complex, and that...
Jun 4, 2018


  JUNE 2018 NEWSLETTER

Blockchain in the Derivatives Market: Not to Be Dismissed
Blockchain presents...
May 31, 2018
Presented at QuantMinds International | May 2018
This presentation entitled “AD-on-LSMC for MVA and CVA Greeks:...

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