Featured Counterparty Risk Content

White Paper
White paper | Six Themes that Characterize Trading in the Energy Markets Today

This paper explores certain trends and themes tied to today’s energy markets

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Newsletter Issue – Mar 13, 2023
Thinking Derivatively – March 2023 Newsletter

In this Issue | Energy Trading Themes, Numerix Case Study on Enhancing Risk Analytics, Technology Insights

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On-Demand Webinar
Risk.net On-Demand Webinar | XVAs and Counterparty Credit Risk for an Energy Market in Crisis

In November 2022, Risk.net hosted a panel discussion with five industry experts where they discussed the...

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Newsletter Issue – Jan 17, 2023
Thinking Derivatively – January 2023 Newsletter

In this Issue | Leveraging Emerging Tech, Applying XVAs in Energy Markets, Turbocharging Greek Calculations

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White Paper
White paper | Using Emerging Technologies to Improve the Risk Management Function

In this white paper, Numerix expert shares the technology themes and insights discussed by a keynote panel of risk...

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Newsletter Issue – Dec 13, 2022
Thinking Derivatively – December 2022 Newsletter

In this Issue | LIBOR Transition Challenges, Building Apps, Using Asset Projection Tools

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Machine Learning for Market Data Anomaly Detection & Gap Filling
On-Demand Webinar
Machine Learning for Market Data Anomaly Detection & Gap Filling

Presenters share how Machine Learning can be utilized to improve the quality of historical data for market risk...

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White Paper
White paper | The LIBOR Transition Story Is Not Yet Over: Our Experts Reflect on 5 of the Remaining Core Issues...

In this white paper, two Numerix experts share what they believe are some of the most significant themes and...

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Turbo-charging XVA Greek Calculations
On-Demand Webinar
On-Demand Solution Webinar | Turbo-charging XVA Greek Calculations

NUMERIX ON-DEMAND SOLUTION WEBINAR Turbo-charging XVA Greek Calculations NUMERIX ON-DEMAND...

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Numerix Counterparty RIsk Research & Insights

On-Demand Numerix User Webinar | Understanding the American Monte Carlo Approach for Counterparty Credit Exposure Calculations
Many derivative practitioners use a Brute Force Monte Carlo approach for counterparty credit exposure calculations...
Real-Time Risk: Keeping It Real
Waters Technology | February 18, 2014 | By Jake Thomases
In this article Cubillas Ding, Research Director of the...
Vendors Filling Collateral-Management Void
Hedge Fund Alert | April 2, 2014 | By Howard Kapiloff
Satyam Kancharla, CSO discusses collateral issues, trends,...
The 2014 Trading Technology 40
Institutional Investor | January 27, 2014 | By Jeffery Kutler
The industry's top executives in Trading Technology...
MathWorks Extends Matlab Capability with Numerix
A-Team Intelligent Trading Technology | January 24, 2014 | By Sarah Underwood
MathWorks and Numerix have...
DVA, CVA and FVAaaaaaaargh!
Financial Times | January 14, 2014 | By Tracy Alloway
The FT Alphaville blog discusses FVA as banks start to...
White Paper | A Framework for Real-time Risk Aggregation
Many of the most serious challenges facing banks boil down to this: how to get the information required to...
On-Demand Webinar | Surprise! "Vanilla" Derivatives Aren't So Easy to Value Any More
The derivative markets have changed dramatically since the 2008/2009 financial crisis. Regulatory reform and...
Second-Tier Banks, Non-Financials To Benefit From CVA, DVA Clarity
Global Capital | December 12, 2013 | By Hazel Sheffield
Satyam Kancharla of Numerix discusses CVA and DVA...
Business Remodeling: Satyam Kancharla discusses Collateral Management
John Lothian Newsletter | December 12, 2013 | By John Lothian News Team
Satyam Kancharla, chief strategy officer...

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