Featured Counterparty Risk Content

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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White Paper
White paper | Is Your SOFR Readiness Being Put to the Test? Let’s Talk About Post-Transition Issues and Challenges

In this Q&A, five Numerix experts discuss the various issues tied to SOFR that are impacting the market.

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Numerix Counterparty RIsk Research & Insights

Info Graphic: A Checklist of FRTB Priorities in Focus
Can your organization's technology infrastructure support the newly finalized Fundamental Review of Trading Book (...
Numerix Journal Vol. 2, No. 2
Numerix Journal Vol. 2, No. 2

In light of the continuously increasing demand for more efficient and sophisticated risk solutions, Vol 2 No 2 of...
Derivatives Industry Update | FRTB CVA Framework & ISDA SIMM Methodology

In this video blog Jim Jockle, CMO of Numerix speaks with Kevin McPartland, Head of Market Structure and...
What's on the Plate of Risk Managers? Exploring 2015-2016 OTC Derivatives Industry Risk Appetites
For much of the world the holiday season is still a few weeks away, but in the United States with Thanksgiving...
Waters Technology | Beyond the Credit Crunch: The New Credit Risk Landscape
Waters Technology | October 27, 2015 | By John Brazier
In the space where the capital markets meets technology,...
Risk Executive Series | What’s Driving Risk Infrastructure for OTC Derivatives?
RISK EXECUTIVE SERIES

James J. Jockle, Chief Marketing Officer at Numerix, discusses the latest requirements and...
On-Demand Webinar | A Primer on Solvency II for Insurers Around the Globe
Solvency II is a transformative regulation for the European insurance industry, as it harmonizes the regulatory...
Real World Algorithmic Exposure: An Innovative New Approach for Nested Simulations
On-Demand Webinar | Real World Algorithmic Exposure: An Innovative New Approach for Nested Simulations
The computation of counterparty credit exposures such as Potential Future Exposure (PFE), as well as Economic...
Risk Magazine Cutting Edge Article | The Free Boundary SABR: Natural Extension to Negative Rates
In this Cutting Edge research article published in the September 2015 Issue of Risk Magazine, Alexandre Antonov,...
Cutting Edge Introduction: Sticky SABR
Risk.net | September 10, 2015 | By Nazneen Sherif
Cutting Edge Introduction: Sticky SABR
The September issue of...

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