Featured Counterparty Risk Content

On-Demand Webinar
Build Capital Market Apps Faster with NxCore Cloud

NUMERIX ON-DEMAND SOLUTION WEBINAR Build Capital Market Apps Faster with NxCore Cloud NUMERIX...

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Video Blog
Numerix: Pushing Boundaries to Create Breakthrough Technology

Learn why Numerix is the leading provider of capital markets technology!

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White Paper
White paper | Technology and Human Disruptors Impacting the Capital Markets

In this paper learn how certain technology and human trends are transforming the capital market ecosystem

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Newsletter Issue – Jul 11, 2022
Thinking Derivatively – July 2022 Newsletter

In this Issue | Market Disruptors, Non-Linear RFR Derivatives, Trends in Software Development

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On-Demand Webinar – Jun 30, 2022
Risk.net On-demand Webinar - The Final Stretch: Outstanding Issues in Non-linear RFR Derivatives

In this webinar, Numerix and Risk.net examine how the market is adapting to SOFR swaptions, the products best...

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White Paper
Article | A Few Insights into Crypto Risk

In this new article, Numerix’s Satyam Kancharla, makes a number of key points about risks in the crypto market.

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Newsletter Issue – Jun 8, 2022
Thinking Derivatively – June 2022 Newsletter

In this Issue | Non-Linear RFR Derivatives, Current XVA Usage in Latin America

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News - Article PDF – Jun 1, 2022
Numerix - Data and Analytics Vendor of the Year : GlobalCapital’s Americas Derivatives Awards 2020

Numerix has retained its crown for a second year running, with 2019 seeing it win 31 new clients, an 87% rise in...

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News - Article PDF – Jun 1, 2022
Numerix Wins Best Implementation at a Sell-Side Firm : WatersTechnology Sell-Side Technology Awards 2022

Thanks to the quality, reliability, scalability and flexibility of Numerix’s flagship OneView platform, and the...

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Numerix Counterparty RIsk Research & Insights

FX-Fixed Income Hybrids: Practical Pricing Issues
On November 2nd, Numerix hosted a complimentary webinar led by Senior Quantitative Analyst, Olga Us, discussing...
Implementing Change in Derivatives Regulations
You know changes are coming. You know they’re going to be big. What do you do while you wait?
And how do you...
Reflecting on SIFMA: Risk and the Explosion of Market Complexity

As SIFMA winds down today at the NY Hilton, it’s clear that risk is still at the forefront of everyone’s mind—and...
Powering Pre-Trade Analytics and Modeling
Yesterday, attendees at the A-Team Insight Exchange 2010 here in New York were witness to a lively and informative...
Comparing Market Model Accuracy to the Volatility Smile
Following up our post on LIBOR Market Models in Numerix, I thought it would be valuable to show how the...
LIBOR Market Models for Smile-Dependent Exotics
Continuing our series on the use of advanced models (see The Bates Model), today we address the issue of pricing...
The Art and Science of Risk Management for Today's Markets
Risk isn’t just about numbers. It’s also about human nature. Financial institutions must have the courage to...
Bates Model and Cliquet Pricing in Numerix
Recently, we added the Bates stochastic volatility jump-diffusion model to the Numerix CrossAsset model library....
Quantitative Research Paper | Decoupled American Option Pricing Method: Computation of Implied Volatilities and Further Applications

In this article,we introduce a method for volatility computation from listed prices of American options on a un-...
Quantitative Research Paper | Analytical Formulas for Pricing CMS Products in the LMM with Stochastic Volatility

In this paper, we develop a series of approximations for a fast analytical pricing of European constant maturity...

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