Featured Counterparty Risk Content

Newsletter Issue – Apr 24, 2024
Thinking Derivatively – April 2024 Newsletter

In this Issue | XVA and the Buy Side, Quants Using Cloud, The Role of AI in Finance.

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White Paper
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...

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Newsletter Issue – Mar 28, 2024
Thinking Derivatively – March 2024 Newsletter

In this Issue | Cloud technology, Trends in global finance, Hot topics in structured finance

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Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning
On-Demand Webinar
On-Demand Solution Webinar | Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning

NUMERIX ON-DEMAND SOLUTION WEBINAR Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning...

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Newsletter Issue – Feb 6, 2024
Thinking Derivatively – January/February 2024 Newsletter

In this Issue | 2024 market themes, Structured credit markets, Quantitative trading strategies

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FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options
On-Demand Webinar
On-Demand Solution Webinar | FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options

NUMERIX ON-DEMAND SOLUTION WEBINAR FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options...

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On-Demand Webinar
Risk.net On-Demand Webinar | Charting the Course for Structured Credit Markets in 2024

In December 2023, Risk.net gathered a panel of experts to provide insights into the structured mortgage sector and...

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Newsletter Issue – Dec 13, 2023
Thinking Derivatively – December 2023 Newsletter

In this Issue | SOFR Challenges, Impact of regulatory landscape on risk management, Easy curve construction for...

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FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds
On-Demand Webinar
On-Demand Solution Webinar | FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds

NUMERIX ON-DEMAND SOLUTION WEBINAR FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds...

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Numerix Counterparty RIsk Research & Insights

LIBOR Risk Q1 2020
New Risk.net Libor Risk Report
This first quarter edition of a new Risk.net Libor Risk report addresses a number...
On-Demand Solution Webinar | The LIBOR Transition: Fallback Curve Analysis
SOLUTION WEBINAR

The LIBOR Transition: Fallback Curve Analysis

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Thinking Derivatively – March 2020 Newsletter





  MARCH 2020 NEWSLETTER




The Capital Markets Today: In the Eye of Two Storms
The capital markets are...
The Market Impact of SOFR Discounting: What We Know So Far

Just about three years ago, the capital markets industry started preparations for the transition to alternative...
White paper | The Capital Markets 2020: In the Eye of Two Storms

As the capital markets begin a new year, they are facing the confluence of two storms: global macroeconomic...
On-Demand Webinar | The LIBOR Transition in 2020: Roundtable Discussion with Numerix and Greenwich Associates
The LIBOR Transition in 2020: Roundtable Discussion with Numerix and Greenwich Associates
As we kick off a new...
Thinking Derivatively – January/February 2020 Newsletter





  JANUARY/FEBRUARY 2020 NEWSLETTER





Analyzing the Market Impact of SOFR Discounting
The switch from OIS...
Best New Technology Introduced Over the Last 12 Months - Trading and Risk
Best New Technology Introduced Over the Last 12 Months — Trading and Risk | january 2020
In this article learn why...
White paper | Analyzing the Market Impact of SOFR Discounting
Two years in, the transition toward SOFR has seen several milestones crossed, with 2019 in particular seeing a...
Analyst Report | Trading, Technology and the LIBOR Transition
A surprising 16% of respondents surveyed in a recent Greenwich Associates webinar said their firm hasn’t even...

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